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cvxopt

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What is cvxopt?

CVXOPT is a Python software package designed for solving convex optimization problems. It provides tools for modeling and solving linear, quadratic, and second-order cone programming as well as other classes of convex optimization problems. The package is particularly aimed at researchers and practitioners who require a flexible and efficient solution for large-scale optimization tasks. CVXOPT is implemented with support for dense and sparse matrix computations, making it suitable for a wide range of applications.

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pypi.org