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¶

DCCP is a CVXPY extension for modeling and solving difference of convex problems.
NCVX is a CVXPY extension for modeling and solving problems with convex objectives and decision variables from a nonconvex set.
cvxstoc is a CVXPY extension that makes it easy to code and solve stochastic optimization problems, i.e., convex optimization problems that involve random variables.
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.
CVXcanon is a C++ package that factors out the common operations that modeling languages like CVXPY, CVX, and Convex.jl perform.
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.

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.
SCS is an open-source C library for solving large-scale convex cone problems.
Elemental is an open-source C++ library for distributed-memory dense and sparse-direct linear algebra and optimization.
GLPK is an open-source C library for solving linear programs and mixed integer linear 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.