but one more question: how can we prove convexity when our formulation consists of integer or binary variables? Are they similar to formulations with integral variables?
A very good set of software for nonlinear (including convex) optimization problem over integer variables are found here:
http://www.coin-or.org/projects/
Check in particular the three codes under the banner "Optimization deterministic nonlinear discrete", as well as the following published paper describing part of the software: