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.

riskfolio-lib

Portfolio Optimization in Python

skfolio

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

qoco

Quadratic Objective Conic Optimizer

opfunu

A collection of Benchmark functions for numerical optimization problems

cvxportfolio

Portfolio optimization and back-testing.

polyfit

Scikit learn compatible constrained and robust polynomial regression in Python

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.

qoco-cuda

Quadratic Objective Conic Optimizer

copp-py

Convex-Objective Path Parameterization

pyclsp

A modular two-step convex optimization estimator for ill-posed problems

deepdow

Portfolio optimization with deep learning.

toqito

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

scico

Scientific Computational Imaging COde

pytmpinv

Tabular Matrix Problems via Pseudoinverse Estimation

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.

optiml

Optimizers for/and sklearn compatible Machine Learning models

kq-lmpc-quadrotor

A complete, hardware-ready Python package for Koopman-based Linear Model Predictive Control (LMPC), delivering real-time trajectory tracking for quadrotors using analytical Koopman lifting (no training data required).

pylppinv

Linear Programming via Regularized Least Squares

tyba-cvxpy

A domain-specific language for modeling convex optimization problems in Python.

pytmpinvi

Interactive Tabular Matrix Problems via Pseudoinverse Estimation