CVXOPT vs. Python vs. Solver SDK vs. pexpect Comparison Chart

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. Efficient Python classes for dense and sparse matrices (real and complex), with Python indexing and slicing and overloaded operations for matrix arithmetic. Interfaces to the linear programming solver in GLPK, the semidefinite programming solver in DSDP5, and the linear, quadratic and second-order cone programming solvers in MOSEK.

Use optimization and simulation models in your desktop, Web or mobile application. Use the same high-level objects (like Problem, Solver, Variable and Function), collections, properties and methods across different programming languages. The same object-oriented API is exposed "over the wire" through Web Services WS-* standards to remote clients in PHP, JavaScript, C# and other languages. Procedural languages can use conventional calls that correspond naturally to the properties and methods of the Object-Oriented API. Linear and quadratic programming, mixed-integer programming, smooth nonlinear optimization, global optimization, and non-smooth evolutionary and tabu search are all included. The world's best optimizers, from Gurobi™, XPRESS™ and MOSEK™ for linear, quadratic and conic models to KNITRO™, SQP and GRG methods for nonlinear models "plug into" Solver SDK. Easily create a sparse DoubleMatrix object with 1 million rows and columns.