title: CVXPY: A Python-Embedded Modeling Language for Convex Optimization.
abstract: 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. CVXPY makes it easy to combine convex optimization with high-level features of Python such as parallelism and object-oriented design. CVXPY is available at http://www.cvxpy.org/ under the GPL license, along with documentation and examples.
authors.affiliation: Departments of Computer Science and Electrical Engineering, Stanford University, Stanford, CA 94305, USA.
authors.forename: Steven
authors.initials: S
authors.lastname: Diamond
authors.affiliation: Departments of Computer Science and Electrical Engineering, Stanford University, Stanford, CA 94305, USA.
authors.forename: Stephen
authors.initials: S
authors.lastname: Boyd
keywords: Python; conic programming; convex optimization; convexity verification; domain-specific languages