CVXPY is an open source Python-embedded modeling language for convex optimization problems. It lets you express your problem in a natural way that follows the math, rather than in the restrictive standard form required by solvers.
CVXPY can solve the following types of model:
- Convex programming.
- A generalization of geometric programming.
- Mixed-integer convex programs.
- Quasi-convex programs.
CVXPY relies on the open source solvers OSQP, SCS, and ECOS. Additional solvers are supported but must be installed separately.
For more information: CVXPY
