Convex Optimization Python Packages

cvxpy

A Python-embedded modeling language for convex optimization problems.

clarabel

Clarabel.rs: Interior-point solver for convex conic optimisation problems in Rust.

cvxpy-base

A Python-embedded modeling language for convex optimization problems.

skfolio

Python library for portfolio optimization built on top of scikit-learn

riskfolio-lib

Portfolio Optimization in Python

cvxportfolio

Portfolio optimization and back-testing.

qoco

Quadratic Objective Conic Optimizer

opfunu

A collection of Benchmark functions for numerical optimization problems

adelie

A fast and flexible Python package for efficiently solving lasso, elastic net, group lasso, and group elastic net problems.

snn-opt

A spiking neural network solver for constrained convex optimization.

polyfit

Scikit learn compatible constrained and robust polynomial regression in Python

rehline

[NeurIPS 2023] Regularized Composite ReLU-ReHU Loss Minimization with Linear Computation and Linear Convergence

copp-py

Convex-Objective Path Parameterization

gibbus

Flexible analytic log-concave distributions fitted by maximum likelihood, with support-aware modeling and optional mixtures for multimodal data.

blvpy

Disciplined bilevel programming in Python

markowizard

Python toolkit for Markowitz portfolio optimization. Efficient frontier, capital allocation line, and an interactive FastAPI web app.

ellalgo

👁️ Ellipsoid Algorithm in Python

qoco-cuda

Quadratic Objective Conic Optimizer

pyunlocbox

A Python convex optimization package using proximal splitting methods

toqito

|toqito> (Theory of Quantum Information Toolkit) is a Python library for research in quantum information theory.

dbcp

A CVXPY extension for disciplined biconvex programming

decopt

In compressed decentralized optimization settings, there are benefits to having multiple gossip steps between subsequent gradient iterations, even when the cost of doing so is appropriately accounted for e.g. by means of reducing the precision of compressed information.

cvx-quadprog

Goldfarb/Idnani dual quadratic programming solver in pure NumPy and SciPy. A reimplementation of quadprog/quadprog with no compiler required.

taxrebalance

Python toolkit for tax-aware portfolio rebalancing with Canadian ACB, U.S. tax lots, tracking-error constraints, and convex optimization.