A Python interface to conic optimization solvers.

## Project description

# A Python Interface to Conic Optimization Solvers

PICOS is a user friendly Python API to several conic and integer programming solvers, very much like YALMIP or CVX under MATLAB.

PICOS allows you to enter a mathematical optimization problem as a **high level
model**, with painless support for **(complex) vector and matrix variables** and
**multidemensional algebra**. Your model will be transformed to the standard form
understood by an appropriate solver that is available at runtime. This makes
your application **portable** as users have the choice between several commercial
and open source solvers.

## Features

PICOS runs under both **Python 2** and **Python 3** and supports the following solvers
and problem types:

Solver | Interface | LP | SOCP | SDP | QP | QCQP | GP | EXP | MIP | License | Note |
---|---|---|---|---|---|---|---|---|---|---|---|

CPLEX | included | Yes | Yes | Yes | Yes | Yes | Commercial | ||||

CVXOPT | not needed | Yes | Yes | Yes | Yes | Yes | Yes | Open Source | |||

ECOS | ecos-python | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Open Source | WIP | |

GLPK | swiglpk | Yes | Yes | Open Source | WIP | ||||||

Gurobi | included | Yes | Yes | Yes | Yes | Yes | Commercial | ||||

MOSEK | included | Yes | Yes | Yes | Yes | Yes | Yes | Commercial | |||

SMCP | not needed | Yes | Yes | Yes | Yes | Yes | Open Source | ||||

SCIP | PySCIPOpt | Yes | Yes | Yes | Yes | Yes | Noncommercial | WIP |

To use a solver, you need to seperately install it along with the (low-level) Python interface listed here.

### Example

This is what it looks like to solve a multidimensional mixed integer program with PICOS:

>>> import picos >>> P = picos.Problem() >>> x = P.add_variable("x", 2, vtype="integer") >>> C = P.add_constraint(x <= 5.5) >>> P.set_objective("max", 1|x) # 1|x is the sum over x >>> solution = P.solve(verbose = 0) >>> print(solution["status"]) 'integer optimal solution' >>> print(P.obj_value()) 10.0 >>> print(x) [ 5.00e+00] [ 5.00e+00] >>> print(C.slack) [ 5.00e-01] [ 5.00e-01]

### Documentation

The full documentation can be found here.

## Installation

### Via pip

If you are using pip you can run
`pip install picos`

to get the latest release.

### Via Anaconda

If you are using Anaconda you can run
`conda install -c picos picos`

to get the latest release.

### Via your system's package manager

On **Arch Linux**, there are seperate packages in the AUR for
Python 2 and
Python 3.

### From source

If you are installing PICOS manually, you can choose between a number of development versions and source releases. You will need to have at least the following Python packages installed:

## Credits

### Developers

- Guillaume Sagnol is PICOS' initial author and primary developer since 2012.
- Maximilian Stahlberg is extending and maintaining PICOS since 2017.

### Contributors

For an up-to-date list of all code contributors, please refer to the contributors page. Should a reference from before 2019 be unclear, you can refer to the old contributors page on GitHub as well.

### License

PICOS is free and open source software and available to you under the terms of the GNU GPL v3.

## Project details

## Release history Release notifications

## Download files

Download the file for your platform. If you're not sure which to choose, learn more about installing packages.

Filename, size & hash SHA256 hash help | File type | Python version | Upload date |
---|---|---|---|

PICOS-1.1.2.post115.tar.gz (131.4 kB) Copy SHA256 hash SHA256 | Source | None | Sep 17, 2018 |