CVXPY: A Python-Embedded Modeling Language for Convex Optimization
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.
Cite
Text
Diamond and Boyd. "CVXPY: A Python-Embedded Modeling Language for Convex Optimization." Machine Learning Open Source Software, 2016.Markdown
[Diamond and Boyd. "CVXPY: A Python-Embedded Modeling Language for Convex Optimization." Machine Learning Open Source Software, 2016.](https://mlanthology.org/mloss/2016/diamond2016jmlr-cvxpy/)BibTeX
@article{diamond2016jmlr-cvxpy,
title = {{CVXPY: A Python-Embedded Modeling Language for Convex Optimization}},
author = {Diamond, Steven and Boyd, Stephen},
journal = {Machine Learning Open Source Software},
year = {2016},
pages = {1-5},
volume = {17},
url = {https://mlanthology.org/mloss/2016/diamond2016jmlr-cvxpy/}
}