Welcome to CVXPY 1.0

Convex optimization, for everyone.

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CVXPY is a Python-embedded modeling language for convex optimization problems. It allows you to express your problem in a natural way that follows the math, rather than in the restrictive standard form required by solvers.

For example, the following code solves a least-squares problem with box constraints:

import cvxpy as cp
import numpy as np

# Problem data.
m = 30
n = 20
np.random.seed(1)
A = np.random.randn(m, n)
b = np.random.randn(m)

# Construct the problem.
x = cp.Variable(n)
objective = cp.Minimize(cp.sum_squares(A*x - b))
constraints = [0 <= x, x <= 1]
prob = cp.Problem(objective, constraints)

# The optimal objective value is returned by `prob.solve()`.
result = prob.solve()
# The optimal value for x is stored in `x.value`.
print(x.value)
# The optimal Lagrange multiplier for a constraint is stored in
# `constraint.dual_value`.
print(constraints[0].dual_value)

This short script is a basic example of what CVXPY can do. See the library of examples for applications to machine learning, control, finance, and more. For a guided tour of CVXPY, check out the tutorial, and consult the API reference for documentation about public symbols.


CVXPY was designed and implemented by Steven Diamond, with input and contributions from Stephen Boyd, Eric Chu, Akshay Agrawal, Robin Verschueren, and many others; it was inspired by the MATLAB package CVX. Version 1.0 of CVXPY brings the API closer to NumPy and the architecture closer to software compilers, making it easy for developers to write custom problem transformations and target custom solvers. Be aware that CVXPY 1.0 is not backwards compatible with previous versions of CVXPY. For more details, see What’s New in 1.0, which includes instructions for migrating from previous versions of CVXPY.

CVXPY relies on the open source solvers ECOS, OSQP, and SCS. Additional solvers are supported, but must be installed separately. For background on convex optimization, see the book Convex Optimization by Boyd and Vandenberghe.