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<div class="section" id="introduction">
<span id="intro"></span><h1>Introduction<a class="headerlink" href="#introduction" title="Permalink to this headline">ΒΆ</a></h1>
<p>CVXOPT is a free software package for convex optimization based on the
Python programming language. It can be used with the interactive Python
interpreter, on the command line by executing Python scripts, or integrated
in other software via Python extension modules. Its main purpose is to
make the development of software for convex optimization applications
straightforward by building on Python’s extensive standard library and on
the strengths of Python as a high-level programming language.</p>
<p>CVXOPT extends the built-in Python objects with two matrix objects: a
<a title="cvxopt.matrix" class="reference external" href="matrices.html#cvxopt.matrix"><tt class="xref docutils literal"><span class="pre">matrix</span></tt></a> object for dense matrices and an
<a title="cvxopt.spmatrix" class="reference external" href="matrices.html#cvxopt.spmatrix"><tt class="xref docutils literal"><span class="pre">spmatrix</span></tt></a> object for sparse matrices. These two
matrix types are introduced in the chapter <a class="reference external" href="matrices.html#c-matrices"><em>Dense and Sparse Matrices</em></a>, together
with the arithmetic operations and functions defined for them. The
following chapters (<a class="reference external" href="blas.html#c-blas"><em>The BLAS Interface</em></a> and <a class="reference external" href="spsolvers.html#c-spsolvers"><em>Sparse Linear Equations</em></a>) describe
interfaces to several libraries for dense and sparse matrix computations.
The CVXOPT optimization routines are described in the chapters
<a class="reference external" href="coneprog.html#c-coneprog"><em>Cone Programming</em></a> and <a class="reference external" href="modeling.html#c-modeling"><em>Modeling</em></a>.
These include convex optimization solvers written in Python,
interfaces to a few other optimization libraries, and a modeling tool
for piecewise-linear convex optimization problems.</p>
<p>CVXOPT is organized in different modules.</p>
<dl class="docutils">
<dt><tt class="xref docutils literal"><span class="pre">cvxopt.blas</span></tt></dt>
<dd>Interface to most of the double-precision real and complex BLAS
(<a class="reference external" href="blas.html#c-blas"><em>The BLAS Interface</em></a>).</dd>
<dt><tt class="xref docutils literal"><span class="pre">cvxopt.lapack</span></tt></dt>
<dd>Interface to dense double-precision real and complex linear equation
solvers and eigenvalue routines from LAPACK (<a class="reference external" href="lapack.html#c-lapack"><em>The LAPACK Interface</em></a>).</dd>
<dt><tt class="xref docutils literal"><span class="pre">cvxopt.fftw</span></tt></dt>
<dd>An optional interface to the discrete transform routines from FFTW
(<a class="reference external" href="fftw.html#c-fftw"><em>Discrete Transforms</em></a>).</dd>
<dt><tt class="xref docutils literal"><span class="pre">cvxopt.amd</span></tt></dt>
<dd>Interface to the approximate minimum degree ordering routine from AMD
(<a class="reference external" href="spsolvers.html#s-orderings"><em>Matrix Orderings</em></a>).</dd>
<dt><tt class="xref docutils literal"><span class="pre">cvxopt.umfpack</span></tt></dt>
<dd>Interface to the sparse LU solver from UMFPACK (<a class="reference external" href="spsolvers.html#s-umfpack"><em>General Linear Equations</em></a>).</dd>
<dt><tt class="xref docutils literal"><span class="pre">cvxopt.cholmod</span></tt></dt>
<dd>Interface to the sparse Cholesky solver from CHOLMOD (<a class="reference external" href="spsolvers.html#s-cholmod"><em>Positive Definite Linear Equations</em></a>).</dd>
<dt><tt class="xref docutils literal"><span class="pre">cvxopt.solvers</span></tt></dt>
<dd>Convex optimization routines and optional interfaces to solvers from
GLPK, MOSEK, and DSDP5 (<a class="reference external" href="coneprog.html#c-coneprog"><em>Cone Programming</em></a> and <a class="reference external" href="solvers.html#c-solvers"><em>Nonlinear Convex Optimization</em></a>).</dd>
<dt><tt class="xref docutils literal"><span class="pre">cvxopt.modeling</span></tt></dt>
<dd>Routines for specifying and solving linear programs and convex
optimization problems with piecewise-linear cost and constraint functions
(<a class="reference external" href="modeling.html#c-modeling"><em>Modeling</em></a>).</dd>
<dt><tt class="xref docutils literal"><span class="pre">cvxopt.info</span></tt></dt>
<dd>Defines a string <tt class="xref docutils literal"><span class="pre">version</span></tt> with the version number of the CVXOPT
installation and a function <tt class="xref docutils literal"><span class="pre">license</span></tt> that prints the CVXOPT
license.</dd>
<dt><tt class="xref docutils literal"><span class="pre">cvxopt.printing</span></tt></dt>
<dd>Contains functions and parameters that control how matrices are formatted.</dd>
</dl>
<p>The modules are described in detail in this manual and in the on-line Python
help facility <strong>pydoc</strong>. Several example scripts are included in
the distribution.</p>
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