Description:

CVXOPT is a free software package for convex optimization based on the
Python programming language. It provides

* efficient Python classes for dense and sparse matrices (real and
complex), with Python indexing and slicing and overloaded operations
for matrix arithmetic;

* an interface to most of the double-precision real and complex BLAS;

* an interface to LAPACK routines for solving linear equations and
least-squares problems, matrix factorizations (LU, Cholesky, LDL and
QR), eigenvalue and singular value decomposition;

* an interface to the fast Fourier transform routines from FFTW

* interfaces to the sparse LU and Cholesky solvers from UMFPACK and CHOLMOD

* routines for solving convex optimization problems, interfaces to the
linear programming solver in GLPK and the semidefinite programming
solver in DSDP5

* a modeling tool for specifying convex piecewise-linear optimization problems.