CVXPY: A Python-Embedded Modeling Language for Convex Optimization

About

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.

Steven Diamond, Stephen Boyd · 2016

Related benchmarks

Task	Dataset	Result
Second-order cone programming	Small second-order cone programs (test)	Median Runtime (s)0.00076	8
Second-order cone programming	Large second-order cone programs (test)	Median Runtime (s)0.06721	8
Invariant Ellipsoid Synthesis	Invariant Ellipsoid Synthesis OOD-LARGE (test)	Violation Fraction0	7
Joint Controller and Invariant Ellipsoid Design	Disturbed linear system (train)	Violation Rate0	7
Invariant Ellipsoid Synthesis	Invariant Ellipsoid Synthesis (train)	Violation Fraction0	7
Invariant Ellipsoid Synthesis	Invariant Ellipsoid Synthesis OOD-SLOW (test)	Violation Fraction0	7
Invariant Ellipsoid Synthesis	Invariant Ellipsoid Synthesis (train)	Latency (ms/sample)53.3	7
Invariant Ellipsoid Synthesis	Invariant Ellipsoid Synthesis OOD-SLOW	Inference Time (ms/sample)72	7
Invariant Ellipsoid Synthesis	Invariant Ellipsoid Synthesis OOD-LARGE	Inference Time (ms/sample)56.8	7
Dynamics Learning	Quadrotor Example ndata=100	Suboptimality (min)0	6