CVXOPT is a free software package for convex optimization based on the Python programming language. It can be used with the interactive Python interpreter, on the command line by executing Python scripts, or integrated in other software via Python extension modules. Its main purpose is to make the development of software for convex optimization applications straightforward by building on Python’s extensive standard library and on the strengths of Python as a high-level programming language.
CVXOPT extends the built-in Python objects with two matrix objects: a matrix object for dense matrices and an spmatrix object for sparse matrices. These two matrix types are introduced in the chapter Dense and Sparse Matrices, together with the arithmetic operations and functions defined for them. The following chapters (The BLAS Interface and Sparse Linear Equations) describe interfaces to several libraries for dense and sparse matrix computations. The CVXOPT optimization routines are described in the chapters Cone Programming and Modeling. These include convex optimization solvers written in Python, interfaces to a few other optimization libraries, and a modeling tool for piecewise-linear convex optimization problems.
CVXOPT is organized in different modules.
The modules are described in detail in this manual and in the on-line Python help facility pydoc. Several example scripts are included in the distribution.