CVXPY: A Python-Embedded Modeling Language for Convex Optimization

S. Diamond and S. Boyd

Journal of Machine Learning Research, 17(83):1-5, 2016.

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