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Discrete Conic Optimization with Linear Approximations
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DietCOLA (Discrete COLA) solves Mixed Integer Second Order Cone Optimization (MISOCO) problems. This code is developed by modifying COIN-OR's ALPS library example Abc (A Branch and Cut) solver, which solves Mixed Integer Linear Optimization problems. Basicly I replaced linear solver with COLA. This transition is easy since COLA implements conic extension of OSI. This extended interface is called Conic OSI and can be found at https://github.com/aykutbulut/OSI-CONIC DietCOLA is similar in design to Goez's MISOCO solver Iclops.