order= ['gurobi', 'cplex', 'mosek', 'mskfsn', 'scip', 'ecos', 'glpk', 'smcp', 'cvxopt']¶
The default preference list for solver selection. Solvers that do not appear are appended arbitrarily when selecting a solver.
The order is chosen as follows:
Commercial solvers appear first as the user has spent money or academic licensing effort to make them available and is likely to want them used.
MOSEK’s high level Fusion API was found to be a performance bottleneck (2018-10), so it appears at the end of the commercial solver list (so that MOSEK’s low level Optimizer API takes precedence).
Commercial solvers are sorted based on LP benchmark results in http://plato.asu.edu/talks/informs2017.pdf as LPs are the most basic problem type supported by PICOS and the benchmark results appear decisive.
CVXOPT appears last as it is the only solver that PICOS depends on and thus presence on the system is least likely to express user preference.
The remaining noncommercial solvers are sorted based on the PICOS maintainers’ subjectively perceived impression of “maintainedness”.