Convex optimization with python

  • Can we do optimization in Python?

    The SciPy library is the fundamental library for scientific computing in Python.
    It provides many efficient and user-friendly interfaces for tasks such as numerical integration, optimization, signal processing, linear algebra, and more..

What is cvxpy in Python?

[Submitted on 3 Mar 2016 ( v1 ), last revised 1 Jun 2016 (this version, v2)] 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


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Convex optimization with inequality constraints
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Online convex optimization with time-varying constraints
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What is convex optimization
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