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28 May 2008 08:45

CVXMOD – Convex optimization software in Python

by ogrisel
CVXMOD is a Python-based tool for expressing and solving convex optimization problems. It uses CVXOPT as its solver. It is developed by Jacob Mattingley, as PhD work under Stephen Boyd at Stanford University. CVXMOD is primarily a modeling layer for CVXOPT. While it is possible to use CVXOPT directly, CVXMOD makes it faster and easier to build and solve problems. Advanced users who want to see or manipulate how their problems are being solved should consider using CVXOPT directly. Additional features are being added to CVXMOD beyond just modeling. These are currently experimental. CVXMOD has a similar design philosophy to CVX, a convex optimization modeling language for Matlab®, and uses the principles of disciplined convex programming, as developed by Michael Grant, Stephen Boyd and Yinyu Ye.

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