Introduction

CVXOPT is a free software package for convex optimization based on the Python programming language. It can be used with the interactive Python interpreter, on the command line by executing Python scripts, or integrated in other software via Python extension modules. Its main purpose is to make 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.

Usage

Examples

1. Example files are available in /util/cvxopt/examples/doc/. Run EPD Python, providing example files as inputs:

   
   % /util/epd/bin/python /util/cvxopt/examples/doc/chap8/lp.py 
        pcost       dcost       gap    pres   dres   k/t
    0: -8.1000e+00 -1.8300e+01  4e+00  0e+00  8e-01  1e+00
    1: -8.8055e+00 -9.4357e+00  2e-01  1e-16  4e-02  3e-02
    2: -8.9981e+00 -9.0049e+00  2e-03  1e-16  5e-04  4e-04
    3: -9.0000e+00 -9.0000e+00  2e-05  1e-16  5e-06  4e-06
    4: -9.0000e+00 -9.0000e+00  2e-07  1e-16  5e-08  4e-08
   Optimal solution found.
   
   x = 
   
   [ 1.00e+00]
   [ 1.00e+00]
   
   %
   
   

Notes

1. We've installed CVXOPT as a site-package in the Enthought Python Distribution (EPD).

People

1. Jason Corso, instructor.

References

1. http://abel.ee.ucla.edu/cvxopt