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Tuesday, November 04, 2014

CVXPY: A Python-Embedded Modeling Language for Convex Optimization Problems - implementation -

 
 
Following up on yesterday's Domain Specific Languages (DSL) for Convex Optimization here is CVXPY, an effort to implement it in Python. From the page:

CVXPY is a Python-embedded modeling language for convex optimization problems. It allows you to express your problem in a natural way that follows the math, rather than in the restrictive standard form required by solvers.

....

CVXPY is a Python-embedded modeling language for convex optimization problems. It allows you to express your problem in a natural way that follows the math, rather than in the restrictive standard form required by solvers.

CVXPY was designed and implemented by Steven Diamond, with input from Stephen Boyd and Eric Chu.
CVXPY was inspired by the MATLAB package CVX. See the book Convex Optimization by Boyd and Vandenberghe for general background on convex optimization.
CVXPY relies on the open source solvers ECOS, CVXOPT, and SCS.

The CVXPY documentation is at cvxpy.org. The attendant Github is here. From Yesterday's entry:


Steven Diamond also wrote http://dcp.stanford.edu/ to teach disciplined convex programming





 
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