Authors
Martin Andersen, Joachim Dahl, Lieven Vandenberghe
Publication date
2020/8
Journal
Astrophysics Source Code Library
Pages
ascl: 2008.017
Description
CVXOPT makes the development of software for convex optimization applications straightforward by building on Python's extensive standard library and on the strengths of Python as a high-level programming language. It offers efficient Python classes for dense and sparse matrices (real and complex) with Python indexing and slicing and overloaded operations for matrix arithmetic, an interface to the fast Fourier transform routines from FFTW, and an interface to most of the double-precision real and complex BLAS. It contains routines for linear, second-order cone, and semidefinite programming problems, and for nonlinear convex optimization. CVXOPT also provides an interface to LAPACK routines for solving linear equations and least-squares problems, matrix factorizations (LU, Cholesky, LDLT and QR), symmetric eigenvalue and singular value decomposition, and Schur factorization, and a modeling tool for …
Total citations
202120222023202419109
Scholar articles
M Andersen, J Dahl, L Vandenberghe - Astrophysics Source Code Library, 2020