CVXPY is a domain-specific language (DSL) for modeling convex optimization problems in Python. The `cvxpy-base` package provides the core functionality without bundling default solvers. It is currently at version 1.8.2 and follows a regular release cadence with major versions released periodically and patch releases for bug fixes and solver updates.
pip install cvxpy-baseVerified import paths — ran on the pinned version, not inferred.
This example demonstrates how to define variables, an objective function, and constraints to form a convex optimization problem using CVXPY. It then attempts to solve it, highlighting the necessity of having a solver installed, especially when using `cvxpy-base`.
For most users, it is recommended to install the full `cvxpy` package via `pip install cvxpy`, which bundles common open-source solvers. If using `cvxpy-base`, install solvers explicitly: `pip install ecos osqp scs`.
Upgrade your Python environment to version 3.11 or newer. For projects requiring older Python, use CVXPY 1.7.x or older (which are no longer supported with bugfixes).
Review the problem formulation to ensure it satisfies the rules of Disciplined Convex Programming (DCP). If the problem is inherently non-convex, CVXPY is not the right tool, and you should look for non-convex optimization libraries.
Install one or more compatible solvers. For example, `pip install ecos` or `pip install osqp`. For a common set of open-source solvers, install the full `cvxpy` package: `pip install cvxpy`.
Carefully review the objective function and constraints to ensure they are convex and adhere to CVXPY's DCP rules. Consult the CVXPY documentation on DCP rules for guidance.
Ensure all mathematical operations within CVXPY objectives and constraints are performed using CVXPY objects. For example, convert constants to `cp.Constant(value)` if they are part of complex expressions, or ensure variables are correctly initialized as `cp.Variable()`.