CVXPY: A Python-Embedded Modeling Language for Convex Optimization

Authors: Steven Diamond, Stephen Boyd

JMLR 2016 | Venue PDF | Archive PDF | Plain Text | LLM Run Details

Reproducibility Variable Result LLM Response
Research Type Theoretical CVXPY is a domain-specific language for convex optimization embedded in Python. It allows the user to express convex optimization problems in a natural syntax that follows the math, rather than in the restrictive standard form required by solvers. CVXPY makes it easy to combine convex optimization with high-level features of Python such as parallelism and object-oriented design.
Researcher Affiliation Academia Steven Diamond EMAIL Stephen Boyd EMAIL Departments of Computer Science and Electrical Engineering Stanford University Stanford, CA 94305, USA
Pseudocode No The paper includes Python code snippets demonstrating the use of CVXPY, such as for constructing and solving a least squares problem or a LASSO problem, and for defining object-oriented optimization problems. However, these are direct code examples, not abstracted pseudocode or algorithm blocks.
Open Source Code Yes CVXPY is available at http://www.cvxpy.org/ under the GPL license, along with documentation and examples.
Open Datasets No The paper describes a software tool for convex optimization and provides example problems (e.g., least squares, LASSO). It does not use specific named datasets for empirical evaluation or provide access information for any datasets.
Dataset Splits No The paper introduces a software tool for convex optimization and demonstrates its syntax with examples. It does not perform experiments on specific datasets that would require reporting dataset splits.
Hardware Specification No The paper describes a software tool (CVXPY) and its features. It does not conduct experiments that would require specific hardware specifications to be reported. It mentions that SCS, a solver that CVXPY interfaces with, 'uses Open MP to target multiple cores', but this is a feature of the solver, not a hardware specification for experiments performed in this paper.
Software Dependencies No The paper states that 'CVXPY is an ordinary Python library' and mentions 'Num Py ndarrays'. It also mentions interfacing with 'open-source cone solvers CVXOPT, ECOS, and SCS'. However, it does not provide specific version numbers for Python, NumPy, or these solvers within the main text.
Experiment Setup No The paper focuses on describing a domain-specific language for convex optimization and its features. It does not present empirical experiments with hyperparameters, training configurations, or system-level settings.