CVXPY: A Python-Embedded Modeling Language for Convex Optimization

Steven Diamond, Stephen Boyd; 17(83):1−5, 2016.

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 www.cvxpy.org under the GPL license, along with documentation and examples.

[abs][pdf][bib]    [code][cvxpy.org]




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