I am trying to solve some problems that can be mapped in convex optimisation problem.
In Matlab there are some tools to help you do this, like SeDuMi or CVX
But I could not find anything similar in Mathematica, on the web or in the forums.
Does anybody know if there is an easy way of implementing this kind of algorithm in Mathematica?
I would like to avoid to be forced to switch to Matlab to solve this problem.
Thank you very much.