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arXiv · 1603.00943

CVXPY: A Python-Embedded Modeling Language for Convex Optimization

Steven Diamond·Stephen Boyd
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Abstract

CVXPY is a domain-specific language for convex optimization embedded in Python. It allows the user to express convex optimization problems in a natural syntax that follows the math, rather than in the restrictive standard form required by solvers. CVXPY makes it easy to combine convex optimization with high-level features of Python such as parallelism and object-oriented design. CVXPY is available at http://www.cvxpy.org/ under the GPL license, along with documentation and examples.

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Steven Diamond, Stephen Boyd. 2016-03-03. CVXPY: A Python-Embedded Modeling Language for Convex Optimization. https://arxiv.org/abs/1603.00943

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