CVXPY: A Python-Embedded Modeling Language for Convex Optimization¶
Authors: Steven Diamond, Stephen Boyd
Published: 2016 ()
Algorithm: CVXPY
arXiv: 1603.00943
Summary¶
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.