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 >>> x = picos.RealVariable("x", 5) >>> a = picos.Constant("a", range(5)) >>> P = picos.Problem() >>> P.objective = "min", abs(x - a) # abs() - Euclidean norm >>> con = P.add_constraint(picos.sum(x) == 1) >>> 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 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!