arXiv (Cornell University)· 2016· Preprint
CVXPY: A Python-Embedded Modeling Language for Convex Optimization
- 477citations
- 2016year
Short summary
CVXPY is a new Python-embedded language that allows users to express convex optimization problems using natural mathematical syntax, bypassing the need for restrictive standard forms.
AI-generated from the title and abstract; the full text is not read.
Key points
- CVXPY allows natural mathematical expression of convex optimization problems.
- It bypasses the need for restrictive standard forms required by solvers.
- Facilitates integration with Python's high-level features like parallelism.
- Available under GPL license with documentation and examples.
AI-generated from the title and abstract; the full text is not read.
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.
The authors' abstract, as published at the source. arXiv (Cornell University), 2016 · DOI ↗
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Field: Numerical Analysis
Numerical AnalysisMathematics