Related Projects¶
CVXPY is part of a larger ecosystem of optimization software. We list here the optimization packages most relevant to CVXPY users.
Modeling frameworks¶
CVXPYgen is a library that takes a convex optimization problem family modeled with CVXPY and generates a custom solver implementation in C.
cvxpylayers is a library that converts CVXPY problems into differentiable PyTorch and TensorFlow 2.0 layers.
DCCP is a CVXPY extension for modeling and solving difference of convex problems.
DMCP is a CVXPY extension for modeling and solving multi-convex problems.
NCVX is a CVXPY extension for modeling and solving problems with convex objectives and decision variables from a nonconvex set.
osmm is a Python package for optimization problems that arise in stochastic optimization, which is built on PyTorch and CVXPY.
SnapVX is a Python-based convex optimization solver for problems defined on graphs.
CVX is a MATLAB-embedded modeling language for convex optimization problems. CVXPY is based on CVX.
Convex.jl is a Julia-embedded modeling language for convex optimization problems. Convex.jl is based on CVXPY and CVX.
CVXR is a R-embedded modeling language for convex optimization problems. CVXR is based on CVXPY and CVX.
GPkit is a Python package for defining and manipulating geometric programming (GP) models.
PICOS is a user-friendly python interface to many linear and conic optimization solvers.
Solvers¶
OSQP is an open-source C library for solving convex quadratic programs.
SCS is an open-source C library for solving large-scale convex cone problems.
ECOS is an open-source C library for solving convex second-order and exponential cone programs.
CVXOPT is an open-source Python package for convex optimization.
GLPK is an open-source C library for solving linear programs and mixed integer linear programs.
PROXQP is an open-source C++ library for solving convex quadratic programs.
GUROBI is a commercial solver for mixed integer second-order cone programs.
MOSEK is a commercial solver for mixed integer second-order cone programs and semidefinite programs.
XPRESS is a commercial solver for mixed integer linear, quadratic, and second-order cone optimization problems.