Python
The easiest way to install the python version is using pip:
pip install scs
You can also install directly from source
git clone --recursive https://github.com/bodono/scs-python.git
cd scs-python
python -m pip install --verbose .
If you have MKL, you can install the MKL Pardiso interface using
python -m pip install --verbose -Csetup-args=-Dlink_mkl=true .
See here for how to enable MKL when solving. MKL is typically faster than the built-in linear system solver.
To test that SCS installed correctly, and you have pytest installed, run
python -m pytest .
See here for the full SCS python API.
Legacy options
You can install with OpenMP parallelization support using
python legacy_setup.py install --scs --openmp
You can install the GPU interface using (the GPU solver is no longer recommended)
python legacy_setup.py install --scs --gpu