The solver-less installation, cvxpy-base, can currently be installed through pip and conda.Your next step is to double-click on the Gurobi installer that you downloaded from our website (e.g., Gurobi-10.0.3-win64.msi for the 64-bit version of Gurobi 10.0.3). This can be useful if the intention is to only use non-default solvers. Install without default solvers ¶ĬVXPY can also be installed without the default solver dependencies. You may achieve better performance by setting backend = 'sparse' in your call to problem.solve. See the proxsuite github for installation instructions.īe aware that PROXQP by default uses dense matrices to represent problem data. Simply install PROXQP such that you can import proxsuite in Python. See the PIQP website for installation instructions. Simply install PIQP such that you can import piqp in Python. See the CLARABEL website for installation instructions. Simply install CLARABEL such that you can import clarabel in Python. ![]() The HiGHS MIP solver comes bundled with version 1.9.0 and higher. HiGHS LP solvers come bundled with SciPy version 1.6.1 and higher. However, the main advantage of this solver is its ability to use the HiGHS LP and MIP solvers (which are written in C++). SciPy’s “interior-point” and “revised-simplex” implementations are written in Python and are always available. This requires the SciPy package in Python, which should already be installed, as it is a requirement for CVXPY. Install with SCIPY support ¶ĬVXPY supports the SCIPY solver for LPs and MIPs. We welcome additional contributions to the SCIP interface, to recover dual variables for constraints in continuous problems. If you require dual variables for a continuous problem, you will need to use another solver. See the PySCIPOpt github for installation instructions.ĬVXPY’s SCIP interface does not reliably recover dual variables for constraints. Install with SCIP support ¶ĬVXPY supports the SCIP solver through the pyscipopt Python package. Install OR-Tools such that you can run import ortools in Python. Install with GLOP and PDLP support ¶ĬVXPY supports the GLOP and PDLP solvers. See the NAG website for installation instructions. Simply install NAG such that you can import naginterfaces in Python. The sdpt3glue package allows you to model problems with CVXPY and solve them with SDPT3. See the SDPA for Python website for installation instructions. ![]() Simply install SDPA for Python such that you can import sdpap in Python. See the CPLEX website for installation instructions. Simply install CPLEX such that you can import cplex in Python. See the COPT release page for installation instructions. Simply install COPT such that you can import coptpy in Python. Simply install cylp and the corresponding prerequisites according to the instructions, such you can import this library in Python. Install with Cbc (Clp, Cgl) support ¶ĬVXPY supports the Cbc solver (which includes Clp and Cgl) with the help of cylp. See the Xpress Python documentation pages for installation instructions. ![]() Simply install XPRESS such that you can import xpress in Python. See the MOSEK website for installation instructions. Simply install MOSEK such that you can import mosek in Python. See the GUROBI website for installation instructions. Install GUROBI version 7.5.2 or greater such that you can import gurobipy in Python. X / include pip install cvxoptįollow the standard installation procedure to install CVXPY and its remaining dependencies. X / lib CVXOPT_GLPK_INC_DIR =/ path / to / glpk - X. If installed from source, navigate to the root of the repository and runĬVXOPT_BUILD_GLPK = 1 CVXOPT_GLPK_LIB_DIR =/ path / to / glpk - X. Running the test suite ¶ĬVXPY comes with an extensive test suite, which can be run after installing pytest. The cmake requirement stems from OSQPĪnd there appear to be problems building more recent versions of ECOS on M1 machines.įor more information. ![]() Work provided (1) you have cmake installed via Homebrew and (2) If you have those versions (or newer) then the above commands should Pyproject.toml, which has been fixed in CVXPY 1.1.19 and 1.2.0. That trouble stemmed partly from a configuration error in CVXPY’s Apple M1 users ¶Īpple M1 users have had trouble installing CVXPY using the commands above. To get started, click the “Code” button on the CVXPY repository and select “Open with Codespaces”. Preconfigured environments for CVXPY development via devcontainers. We provide support for GitHub Codespaces with
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