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.
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.
- 30 Jan. 15: Picos 1.0.2 Released
- Major release with following new functionalities:
- Support (read and write) for
.cbfproblem files (conic benchmark format ), which should be the standard for (mixed integer) conic optimization problems, cf.
- 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
- Support for inequalities involving the norm of an affine expresison, cf.
vtypefor antisymmetric matrix variables (
- Constraints can be specified as membership in a
Set. Sets can be created by the functions
- New functions
maximizeto 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 (
- Hadamard (elementwise) product of affine expression is implemented, as an overload of the
^operator, cf. an example here .
- Partial transposition of an Affine Expression, cf.
- 19 Jul. 13: Picos 1.0.0 Released
with Semidefinite Programming Interface for MOSEK 7.0 !!!
Former changes are listed here.
PICOS Documentation contents
- User’s guide
- The PICOS Reference
- Change History