Cvxpy Python Packages

cvxpy

A Python-embedded modeling language for convex optimization problems.

cvxpy-base

A Python-embedded modeling language for convex optimization problems.

riskfolio-lib

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

skfolio

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

cvxpy-gurobi

Translate CVXPY problems into Gurobi or SCIP models

polyfit

Scikit learn compatible constrained and robust polynomial regression in Python

optimalportfolios

Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python

corneto

Unified knowledge-driven network inference from omics data

foliotrack

Python library for portfolio management, rebalancing, and backtesting with multi-currency support and real-time data integration.

tyba-cvxpy

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

cutting-stock

CVXPY solver of the 1d cutting-stock problem

dbcp

A CVXPY extension for disciplined biconvex programming

cvxpy-translation

Translate CVXPY problems into Gurobi or SCIP models

dsp-cvxpy

Disciplined Saddle Programming

insurance-dro

Distributionally robust rate optimisation — Wasserstein/KL/chi2 ambiguity sets, CVXPY+CLARABEL, price of robustness frontier, FCA ENBP