How to install PICOS
- Download and install ActivePython
- Open Command Prompt
pypm install picos
The main motivation for PICOS is to have the possibility to enter an optimization problem as a high level model, and to be able to solve it with several different solvers. Multidimensional and matrix variables are handled in a natural fashion, which makes it painless to formulate a SDP or a SOCP. This is very useful for educational purposes, and to quickly implement some models and test their validity on simple examples.
Furthermore, with PICOS you can take advantage of the python programming language to read and write data, construct a list of constraints by using python list comprehensions, take slices of multidimensional variables, etc.
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