CVXPY 1.9: Recent Advances in Optimization Modeling Software (opens in new tab)

CVXPY is a Python-embedded domain-specific language for convex optimization that lets users express problems in mathematical notation while the system verifies convexity and reduces valid programs to solver-ready form. This paper reports on the major advances from versions 1.1 through 1.9. These include a unified conic quadratic program (CQP) standard form for canonicalization; a stacked-slices backend that accelerates parameterized programs; ...