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 and Quantitative Strategic Asset Allocation 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

adelie

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

polyfit

Scikit learn compatible constrained and robust polynomial regression in Python

cvxportfolio

Portfolio optimization and back-testing.

qoco-cuda

Quadratic Objective Conic Optimizer

pyclsp

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

pytmpinv

Tabular Matrix Problems via Pseudoinverse Estimation

toqito

Python tools for the study of quantum information.

tyba-cvxpy

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

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.

pyunlocbox

A Python convex optimization package using proximal splitting methods

pylppinv

Linear Programming via Regularized Least Squares

scico

Scientific Computational Imaging COde: A Python package for scientific imaging problems

deepdow

Portfolio optimization with deep learning.

cvxpnpl

A Perspective-n-Points-and-Lines method.

algormeter

Tool for developing, testing and measuring optimizers algorithms

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)

torchregister

3D image registration methods for PyTorch.