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Object Oriented Convex Optimization with CVXPY

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If you have a question about this talk, please contact Alberto Padoan.

CVXPY is a widely used modeling framework in Python for convex optimization. CVXPY translates a problem description, expressed in a structured but flexible domain-specific language, into the standard form expected by a generic solver. In this talk we describe the language, and discuss some features of CVXPY including automatic detection of separable problems, code generation, and warm start capabilities. We give examples that illustrate its expressiveness, and show how it can be used as a building block for larger systems that include optimization as a subroutine.

This talk is part of the CUED Control Group Seminars series.

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