[Python] How To Install ECOS?

Discussão em 'Python' iniciado por Stack, Janeiro 15, 2025.

  1. Stack

    Stack Membro Participativo

    I am trying to run code with cvxpy and ECOS solver CVXPY was installed like this:

    pip install "cvxpy[CBC,CVXOPT,GLOP,GLPK,GUROBI,MOSEK,PDLP,SCIP,XPRESS,ECOS]"


    My versions:

    cvxopt 1.3.2
    cvxpy 1.4.0
    numpy 1.26.4


    I found that ESOC was removed in cvxpy 1.6, but my version should support this solver https://github.com/cvxpy/cvxpy/issues/2301

    I am running solver:

    import pandas as pd
    import numpy as np
    import cvxpy as cp
    import ecos
    from typing import Union, Optional, Dict, List
    from sklearn.covariance import LedoitWolf

    ...
    prob = cp.Problem(cp.Minimize(risk + lambda_1 * cp.norm(w, 1)), constr) # min risk
    prob.solve(solver="ECOS", parallel=parallel, verbose=verbose)


    I have an error


    SolverError: The solver ECOS is not installed.
    ​

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