Dockerfile

FROM nvcr.io/nvidia/cuda:9.2-devel

# Install Python 3.6.
RUN echo "deb http://ppa.launchpad.net/deadsnakes/ppa/ubuntu xenial main" >> /etc/apt/sources.list.d/python.list && \
    echo "deb-src http://ppa.launchpad.net/deadsnakes/ppa/ubuntu xenial main" >> /etc/apt/sources.list.d/python.list && \
    apt-key adv --keyserver ha.pool.sks-keyservers.net --recv-keys BA6932366A755776 && \
    apt-get update && \
    apt-get install git curl python3.6 python3.6-dev -y

# Install pip for Python 3.6.
RUN curl https://bootstrap.pypa.io/get-pip.py | python3.6

# Install libraries needed for SCS.
RUN apt-get install libatlas-base-dev liblapack-dev libblas-dev -y

# Remove apt cache.
RUN rm -rf /var/lib/apt/lists/*

# Install SCS.
RUN git clone --recursive https://github.com/bodono/scs-python.git && \
    cd scs-python && \
    python3.6 setup.py install --scs --gpu

# Install CVXPY.
RUN pip install cvxpy