Installation

Sageopt requires Python version 3.5 or higher; we also require the following packages:

  1. SciPy, version >= 1.1.

  2. Numpy, version >= 1.14.

  3. ECOS, version >= 2.0.

It is highly recommended that you also install MOSEK (version >= 9). MOSEK is a commercial optimization solver, and currently the only solver that is able to handle the more interesting convex relaxations needed for optimization with SAGE certificates. If you are in academia you can request a free academic license for MOSEK.

Pip users

Run pip install sageopt. As an optional second step, install nose (pip install nose) and then run nosetests sageopt.

Conda users

If you use Anaconda for Python development, do the following:

  1. activate your anaconda environment,

  2. run conda install pip,

  3. run pip install sageopt.

It is important that pip be installed inside your conda environment, or sageopt might not be detected by Anaconda Navigator (among other environment management tools). As an optional final step, install nose (conda install nose) and then run nosetests sageopt.

Installation from source

Do the following:

  1. Download this repository. If needed, change your directory so that you are in the same directory as sageopt’s setup.py file.

  2. Activate the Python virtual environment of your choice.

  3. Run pip install -e . to install an editable version of sageopt to your current environment.

  4. Run python -c "import sageopt; print(sageopt.__version__)" to verify that sageopt installed correctly.

  5. Run pip install nose (or conda install nose) in preparation for running unittests.

  6. Run nosetests sageopt/tests.