CVXPY: A Python-Embedded Modeling Language for Convex Optimization

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 ] [ webpage ] &copy JMLR 2016. ( edit, beta )

Authors

• Steven Diamond
• Stephen Boyd

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