CVXOPT
CVXOPT is a versatile software package designed for convex optimization using Python. It features efficient classes for dense and sparse matrices, interfaces with various linear and nonlinear solvers, and supports a range of optimization problems. Users can seamlessly integrate CVXOPT into scripts or other software applications, enhancing its usability across diverse projects.
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Top CVXOPT Features
- Efficient matrix classes
- Supports dense and sparse matrices
- Real and complex matrix support
- Python indexing and slicing
- Overloaded matrix arithmetic operations
- Interfaces to double-precision BLAS
- LAPACK routines for linear equations
- Symmetric eigenvalue decomposition
- Fast Fourier transform routines
- Sparse LU and Cholesky solvers
- Routines for nonlinear convex optimization
- Modeling tool for piecewise-linear optimization
- Integration with CVXPY and PICOS
- Platform-independent source package
- Pre-built packages via Pip
- Pre-built packages via Conda
- Available in Debian repositories
- Available in Ubuntu repositories
- Feedback and bug report welcome.
