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.


  • 27 Aug. 14: Picos 1.0.1 Released
    Major Release with following changes:
    • Support for Semidefinite Programming over the complex domain, see here.
    • Flow constraints in graphs, cf. this section.
    • Additional coef argument in the function picos.tracepow(), in order to represent constraints of the form \operatorname{trace}(M X^p) \geq t.
    • Improved implementation of several functionalities, in particular the slicing of affine expressions (__getitem__), the processing of large matrix parameters, and the access to primal optimal variables with CPLEX.
    • Nicer documentation.
  • 18 May 14: Picos 1.0.1.dev Released

    Preliminary release of the 1.0.1 (still a few bugs for complex SDPs).

  • 19 Jul. 13: Picos 1.0.0 Released

    with Semidefinite Programming Interface for MOSEK 7.0 !!!

  • Former changes are listed here.

PICOS Documentation contents

Indices and tables