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.

  • CLARABEL is an open-source Rust library for solving convex cone 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.