CVXPY: A Python-Embedded Modeling Language for Convex Optimization

2016/03/03 by Steven Diamond, Stephen Boyd, Diamond, Steven +1 · 122 citations
Computer Science · Engineering · Mathematics · #Advanced Multi-Objective Optimization Algorithms #Advanced Optimization Algorithms Research #FOS: Mathematics #Optimization and Control (math.OC) #Sparse and Compressive Sensing Techniques

paper · pdf · doi:10.48550/arxiv.1603.00943

openalex publication_date 2016/03/03 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

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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