Python
The easiest way to install the python version is using pip:
pip install scs
SCS depends on python packages numpy and scipy to run and on numpy to install. It uses numpy to tell it what BLAS and LAPACK libraries to link against. If you run into an error like this:
RuntimeError: Found /usr/lib/libcblas.dylib, but that file is a symbolic link to
the MacOS Accelerate framework, which is not supported by NumPy
you can try:
brew install openblas
OPENBLAS="$(brew --prefix openblas)" pip install scs
You can also install directly from source
git clone --recursive https://github.com/bodono/scs-python.git
cd scs-python
python setup.py install
You can install the MKL Pardiso interface using
python setup.py install --scs --mkl
You can install the GPU interface using
python setup.py install --scs --gpu
To test that SCS installed correctly, and you have pytest installed, run
pytest
See here for the API.