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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

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


Download files

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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

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