A Python-embedded modeling language for convex optimization problems.
C++ Python C CMake Makefile Shell
rkersh and SteveDiamond Replace license with Apache 2.0 in cplex_conif.py (#559)
This was accidentally introduced with the addition of cplex_conif.py
(a new file).
Latest commit 3c862c9 Aug 10, 2018



Build Status Build status

Join the CVXPY mailing list and use StackOverflow for the best CVXPY support!

The CVXPY documentation is at cvxpy.org.

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.

For example, the following code solves a least-squares problem where the variable is constrained by lower and upper bounds:

from cvxpy import *
import numpy

# Problem data.
m = 30
n = 20
A = numpy.random.randn(m, n)
b = numpy.random.randn(m)

# Construct the problem.
x = Variable(n)
objective = Minimize(sum_squares(A*x - b))
constraints = [0 <= x, x <= 1]
prob = Problem(objective, constraints)

# The optimal objective is returned by prob.solve().
result = prob.solve()
# The optimal value for x is stored in x.value.
# The optimal Lagrange multiplier for a constraint
# is stored in constraint.dual_value.

CVXPY was designed and implemented by Steven Diamond, with input from Stephen Boyd and Eric Chu.

A tutorial and other documentation can be found at cvxpy.org.

This git repository holds the latest development version of CVXPY. For installation instructions, see the install guide at cvxpy.org.