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.
Cite
@article{arxiv.1603.00943,
title = {CVXPY: A Python-Embedded Modeling Language for Convex Optimization},
author = {Steven Diamond and Stephen Boyd},
journal= {arXiv preprint arXiv:1603.00943},
year = {2016}
}