I, too, would love to hear from someone who has tried this software. By the way, I found an interview with Nathan Brixius, a senior developer working on the Mic

I, too, would love to hear from someone who has tried this software. By the way, I found an interview with Nathan Brixius, a senior developer working on the Microsoft Solver Foundation library: http://hanselminutes.com/default.aspx?showID=209 http://hanselminutes.com/default.aspx?showID=209 Regarding similar software, there's MOSEK and a bunch of others whose logos show up on Solver Foundation's website. If you like to code in Python, there's CVXOPT and CVXMOD. If you're into MATLAB, there's CVX and Yalmip.