Gurobi, CPLEX, COPT, Octeract are commercial software solving such problems. HiGHS, CBC and GLPK are open source solvers. The commercial ones are beating non c

Gurobi, CPLEX, COPT, Octeract are commercial software solving such problems. HiGHS, CBC and GLPK are open source solvers. The commercial ones are beating non commercial ones usually. The open source ones are sorted by fastest first. If you are interested in writing your own solver. I recommend you join the currently running JuliaCon and talk with people in the JuMP channel.