How to restrict the output to integers for CVXOPT, Quadratic Cone Programs

[Davidlx]

Hi Guys,

I have been stucked on this question for a long time, and do not know how to solve it. Going through the user guide over and over, still can not find the answer.

I would like to supply a range to the solver, let's say 0 - 21, and expecting an integer output, instead of a floating output, like 0.001

Does anyone know how to solve this?

Thanks!

[Joachim Dahl]

You cannot solve such a problem using CVXOPT.  Restricting variables to be integers is very different problem, and much harder to solve.   You can google for "integer linear programming" or something similar - there are a few open-source solvers available.

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