CVXPY: A Python Embedded Modeling Language for Convex Optimization
CVXPY is a domain specific language for convex optimization embedded in Python. It allows the user to express convex optimization problems in a natural syntax that follows the math, rather than in the restrictive standard form required by solvers. CVXPY makes it easy to combine convex optimization with high level features of Python such as parallelism and object oriented design. CVXPY is available at http:/www.cvxpy.org/ under the GPL license, along with documentation and examples.
J. Mach. Learn. Res.