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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