Built-in solver for mixed-integer conic and convex programs


BNB is invoked by using 'bnb' as solver flag in sdpsettings


BNB is a quick and dirty implementation of a standard branch & bound algorithm for mixed integer linear/quadratic/second order, semidefinite and exponential cones, geometric and convex nonlinear programming. However, if you have a MILP, MIQP or MISOCP, you should install a real solver such as CPLEX, GUROBI or MOSEK, since BNB is horribly slow compared to a dedicated implementation.

The solver relies on external solvers for solving the node problems.

For available options see help bnb in MATLAB