Metadata-Version: 2.1
Name: ecos
Version: 2.0.12
Summary: This is the Python package for ECOS: Embedded Cone Solver. See Github page for more information.
Home-page: http://github.com/embotech/ecos
Author: Alexander Domahidi, Eric Chu, Han Wang, Santiago Akle
Author-email: domahidi@embotech.com, echu@cs.stanford.edu, hanwang2@stanford.edu, tiagoakle@gmail.com
License: GPLv3
Description: # Python Wrapper for Embedded Conic Solver (ECOS)
        
        [![Build Status](http://github.com/embotech/ecos-python/workflows/build/badge.svg?event=push)](https://github.com/embotech/ecos-python/actions/workflows/build.yml)
        
        
        **Visit www.embotech.com/ECOS for detailed information on ECOS.**
        
        ECOS is a numerical software for solving convex second-order cone
        programs (SOCPs) of type
        ```
        min  c'*x
        s.t. A*x = b
             G*x <=_K h
        ```
        where the last inequality is generalized, i.e. `h - G*x` belongs to the
        cone `K`. ECOS supports the positive orthant `R_+` and second-order
        cones `Q_n` defined as
        ```
        Q_n = { (t,x) | t >= || x ||_2 }
        ```
        In the definition above, t is a scalar and `x` is in `R_{n-1}`. The cone
        `K` is therefore a direct product of the positive orthant and
        second-order cones:
        ```
        K = R_+ x Q_n1 x ... x Q_nN
        ```
        
        ## Installation
        The latest version of ECOS is available via `pip`:
        
            pip install ecos
        
        This will download the relevant wheel for your machine.
        
        ### Building from source
        If you are attempting to build the Python extension from source, then
        use
        
            make install
        
        This will use the latest tag on git to version your local installation
        of ECOS.
        
        You will need [Numpy](http://www.numpy.org/)
        and [Scipy](http://www.scipy.org/). For installation instructions, see
        their respective pages.
        
        You may need `sudo` privileges for a global installation.
        
        ### Windows users
        Windows users may experience some extreme pain when installing ECOS from
        source for Python 2.7. We suggest switching to Linux or Mac OSX.
        
        If you must use (or insist on using) Windows, we suggest using
        the [Miniconda](http://repo.continuum.io/miniconda/)
        distribution to minimize this pain.
        
        If during the installation process, you see the error message
        `Unable to find vcvarsall.bat`, you will need to install
        [Microsoft Visual Studio Express 2008](go.microsoft.com/?linkid=7729279),
        since *Python 2.7* is built against the 2008 compiler.
        
        If using a newer version of Python, you can use a newer version of
        Visual Studio. For instance, Python 3.3 is built against [Visual Studio
        2010](http://go.microsoft.com/?linkid=9709949).
        
        ## Calling ECOS from Python
        
        After installing the ECOS interface, you must import the module with
        ```
        import ecos
        ```
        This module provides a single function `ecos` with one of the following calling sequences:
        ```
        solution = ecos.solve(c,G,h,dims)
        solution = ecos.solve(c,G,h,dims,A,b,**kwargs)
        ```
        The arguments `c`, `h`, and `b` are Numpy arrays (i.e., matrices with a single
        column).  The arguments `G` and `A` are Scipy *sparse* matrices in CSR format;
        if they are not of the proper format, ECOS will attempt to convert them.  The
        argument `dims` is a dictionary with two fields, `dims['l']` and `dims['q']`.
        These are the same fields as in the Matlab case. If the fields are omitted or
        empty, they default to 0.
        The argument `kwargs` can include the keywords
        + `feastol`, `abstol`, `reltol`, `feastol_inacc`, `abstol_innac`, and `reltol_inacc` for tolerance values,
        + `max_iters` for the maximum number of iterations,
        + the Booleans `verbose` and `mi_verbose`,
        + `bool_vars_idx`, a list of `int`s which index the boolean variables,
        + `int_vars_idx`, a list of `int`s which index the integer variables,
        + `mi_max_iters` for maximum number of branch and bound iterations (mixed integer problems only),
        + `mi_abs_eps` for the absolute tolerance between upper and lower bounds (mixed integer problems only), and
        + `mi_rel_eps` for the relative tolerance, (U-L)/L, between upper and lower bounds (mixed integer problems only).
        
        The arguments `A`, `b`, and `kwargs` are optional.
        
        The returned object is a dictionary containing the fields `solution['x']`, `solution['y']`, `solution['s']`, `solution['z']`, and `solution['info']`.
        The first four are Numpy arrays containing the relevant solution. The last field contains a dictionary with the same fields as the `info` struct in the MATLAB interface.
        
        ## Using ECOS with CVXPY
        
        [CVXPY](http://cvxpy.org) is a powerful Python modeling framework for
        convex optimization, similar to the MATLAB counterpart CVX. ECOS is one
        of the default solvers in CVXPY, so there is nothing special you have to
        do in order to use ECOS with CVXPY, besides specifying it as a solver.
        Here is a small
        [example](http://www.cvxpy.org/en/latest/tutorial/advanced/index.html#solve-method-options)
        from the CVXPY tutorial:
        
        ```py
        import cvxpy as cp
        
        # Solving a problem with different solvers.
        x = cp.Variable(2)
        obj = cp.Minimize(cp.norm(x, 2) + cp.norm(x, 1))
        constraints = [x >= 2]
        prob = cp.Problem(obj, constraints)
        
        # Solve with ECOS.
        prob.solve(solver=cp.ECOS)
        print("optimal value with ECOS:", prob.value)
        ```
        
        ## ECOS Versioning
        The Python module contains two version numbers:
        
        1. `ecos.__version__`: This is the version of the Python wrapper for
           ECOS
        2. `ecos.__solver_version__`: This is the version of the underlying ECOS
           solver
        
        These two version numbers should typically agree, but they might not
        when a bug in the Python module has been fixed and nothing in the
        underlying C solver has changed. The major version numbers should agree,
        however.
        
        ### What happened to 2.0.7?
        Because version-syncing ECOS and ECOS-Python can be tricky, the 2.0.7
        version did not incorporate some minor changes to ECOS. In an
        ill-advised move, the release was deleted in hopes it could be
        re-uploaded, despite plenty warnings stating otherwise.
        
        Instead, a post release has been made that contains identical content to
        the 2.0.7 release. Generally, `pip` should pick up the post release for
        2.0.7 and any dependencies such as `pip install "ecos>=2.0.5"` should still
        work as expected.
        
        ## Deployment
        When creating new versions of the Python wrapper, please use
        `bumpversion` to bump the version number and also remember to tag the
        commit so that CI is able to properly pick it up. See
        [Release](RELEASE.md) for more information.
        
        ## Python2 Support
        Starting with version 2.0.8, ecos-python will no longer support
        Python2.7. You may be able to download an [older
        version](https://github.com/embotech/ecos-python/releases/tag/2.0.7.post1)
        but moving forward we will no longer publish Python2 wheels for use.
        
        ## License
        
        ECOS is distributed under the [GNU General Public License
        v3.0](http://www.gnu.org/copyleft/gpl.html). Other licenses may be
        available upon request from [embotech](http://www.embotech.com).
        
        
        
        
        ## Credits
        
        The solver is essentially based on Lieven Vandenberghe's [CVXOPT](http://cvxopt.org) [ConeLP](http://www.ee.ucla.edu/~vandenbe/publications/coneprog.pdf) solver, although it differs in the particular way the linear systems are treated.
        
        The following people have been, and are, involved in the development and maintenance of ECOS:
        
        + Alexander Domahidi (principal developer)
        + Eric Chu (Python interface, unit tests)
        + Stephen Boyd (methods and maths)
        + Michael Grant (CVX interface)
        + Johan Löfberg (YALMIP interface)
        + João Felipe Santos, Iain Dunning (Julia interface)
        + Han Wang (ECOS branch and bound)
        
        The main technical idea behind ECOS is described in a short [paper](http://www.stanford.edu/~boyd/papers/ecos.html). More details are given in Alexander Domahidi's [PhD Thesis](http://e-collection.library.ethz.ch/view/eth:7611?q=domahidi) in Chapter 9.
        
        If you find ECOS useful, you can cite it using the following BibTex entry:
        
        ```
        @INPROCEEDINGS{bib:Domahidi2013ecos,
        author={Domahidi, A. and Chu, E. and Boyd, S.},
        booktitle={European Control Conference (ECC)},
        title={{ECOS}: {A}n {SOCP} solver for embedded systems},
        year={2013},
        pages={3071-3076}
        }
        ```
        
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