I am looking for optimization modelling libraries in python like CVXPY and Pyomo with support of complex variables (variables with real and imaginary part) and non-linear problems. CVXPY support complex variables but doesn't support nonlinear function for constraints. On the other hand, Pyomo can support nonlinear problems but doesn't support complex variables.
In conclusion: I am working on a large scale nonlinear and nonconvex optimization problem with some comlex variables and I am looking for something like cvxpy for these types of problems.
Any suggestions! Thanks