Sparse Convex Optimization Toolbox Python API (SCOTpy)

Overview

scotpy is a lightweight library designed to help you build and solve Sparse Convex Optimization (SCO) problems on computational networks with N nodes. It relies on the availability of the SCOT solver executable and associated shared libraries.

For more detailed information about the SCOT solver, including compilation instructions and additional details, please visit the SCOT repository.

Installation

Supported Platforms

SCOT is compatible with the following platforms:

1. Ubuntu 20.04 or higher
2. Windows Subsystem for Linux (WSL2)

Dependencies

To set up SCOT, you need the following prerequisites:

1. SCOT: Ensure SCOT is installed on your OS. Installation Guide
2. Gurobi Optimizer: Version 10 or higher is required. Quick Start Guide.
3. Message Passing Interface (MPI):
   • OpenMPI
   • MPICH
   • Microsoft MPI (for Windows)
4. See requirements.txt for other dependencies.

Install

Run the following command to install scotpy

pip install scotpy

Usage

See dslr.ipynb