# PICOS: A Python Interface for Conic Optimization Solvers¶

Welcome to the documentation of PICOS,
a user-friendly python interface to many linear and conic optimization solvers,
see more about PICOS in the *introduction*.

The latest version can be downloaded *here*,
and can be installed by following *these instructions*.

This documentation contains a *tutorial* and some *examples*,
which should already be enough for a quick start with PICOS. To go deeper,
have a look at the *picos reference*, which provides information
on every function of PICOS.

**News**

- 30 Jan. 15:
Picos1.0.2Released

- Major release with following new functionalities:

- Support (read and write) for
`.cbf`

problem files (conic benchmark format ), which should be the standard for (mixed integer) conic optimization problems, cf.`write_to_file`

and`import_cbf`

.- Improved support for complex SDP (more efficient implementation of
`to_real()`

, corrected bug in the implementation of the scalar product for Hermitian matrices and the conjugate of a complex expression, support for equality constraints involving complex coefficients)- Support for inequalities involving the sum of k largest elements of an affine expression, or the k largest eigenvalues of a symmetric matrix expression, cf. the functions
`sum_k_largest()`

,`sum_k_smallest()`

,`sum_k_largest_lambda()`

,`sum_k_smallest_lambda()`

,`lambda_max()`

and`lambda_min()`

.- Support for inequalities involving the norm of an affine expresison, cf.
`norm()`

.- New
`vtype`

for antisymmetric matrix variables (`vtype`

`= antisym`

).- Constraints can be specified as membership in a
`Set`

. Sets can be created by the functions`ball()`

,`simplex()`

, and`truncated_simplex()`

.- New functions
`maximize`

and`maximize`

to specify the objective function of a problem and solve it.- And many thanks to Petter Wittek for the following improvements, who were motivated by the use of PICOS in the package ncpol2sdpa for optimization over noncommutative polynomials:

- More efficient implementation of the writer to the sparse - SDPA file format (
`write_to_file`

)- Hadamard (elementwise) product of affine expression is implemented, as an overload of the
`^`

operator, cf. an examplehere.- Partial transposition of an Affine Expression, cf.
`partial_transpose()`

or the`Tx`

attribute.

- 19 Jul. 13:
Picos1.0.0Releasedwith Semidefinite Programming Interface for MOSEK 7.0 !!!

Former changes are listed

here.

**PICOS Documentation contents**