A Python interface to conic optimization solvers.
pip install PICOS==2.4.17
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.
PICOS runs under both Python 2 and Python 3 and supports the following solvers and problem types. To use a solver, you need to seperately install it along with the Python interface listed here.
Solver | Interface | LP | SOCP | SDP | QCQP | EXP | MIP | License |
---|---|---|---|---|---|---|---|---|
CPLEX | included | Yes | Yes | Yes | Yes | non-free | ||
CVXOPT | native | Yes | Yes | Yes | Yes | Yes¹ | GPL-3 | |
ECOS | ecos-python | Yes | Yes | Yes | Yes | Yes | GPL-3 | |
GLPK | swiglpk | Yes | Yes | GPL-3 | ||||
Gurobi | included | Yes | Yes | Yes | Yes | non-free | ||
MOSEK | included | Yes | Yes | Yes | Yes | Yes | non-free | |
SMCP | native | Yes² | Yes² | Yes | Yes² | GPL-3 | ||
SCIP | PySCIPOpt | Yes | Yes | Yes | Yes | ZIB/MIT |
¹ only geometric programming, ² experimental
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()
>>> 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]
If you are using pip you can run
pip install picos
to get the latest version.
If you are using Anaconda you can run
conda install -c picos picos
to get the latest version.
On Arch Linux, there are seperate packages in the AUR for the latest version and the latest release. Both are split packages that ship both Python 2 and Python 3 versions of PICOS.
If you are packaging PICOS for additional systems, please tell us so we can list your package here!
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:
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.
PICOS is free and open source software and available to you under the terms of the GNU GPL v3.