A Python interface to conic optimization solvers¶
Welcome to the documentation of PICOS, a powerful and user friendly Python API for convex and mixed integer optimization that dispatches your problem to the best fit solver that is available at runtime. A PDF version of this documentation is available for offline use. Here’s a quick example:
>>> import picos as pc >>> x = pc.RealVariable("x", 5) >>> a = pc.Constant("a", range(5)) >>> P = pc.Problem() >>> P.minimize = abs(x - a) # abs() - Euclidean norm >>> P += pc.sum(x) == 1 # Add a constraint >>> opt = P.solve(solver="cvxopt") # Optional: Solver choice >>> print(x.T) # .T - Transpose [-1.80e+00 -8.00e-01 2.00e-01 1.20e+00 2.20e+00] >>> round(P.value, 3) 4.025
If you are new to PICOS, head to the introduction, the tutorial, or see our examples.
As an experienced user, check out the changelog or dive into the API documentation.
If you want to report a bug or contribute to PICOS, the contribution guide has you covered.
If you still have a question, we’re happy to receive your mail!