Usage from Python

To solve an SOCP ECOS can either be used directly in Python (see instructions below) or the problem can be solved via the CVXPY interface. Please find the instructions to use CVXPY here.

Calling ECOS from Python

After installing the ECOS interface through regular python channels such as pip, 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 compressed sparse column (CSC) format; if they are not of the proper format (e.g. in compressed sparse row (CSR) format), ECOS will attempt to convert them. The argument dims is a dictionary with three fields, dims['l'], dims['q'] and dims['e']. 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 Boolean verbose, and integer_vars_idx a Numpy array of int s which index the integer variables. 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.