CVXPY Risk Optimization
A package for risk-based optimization using CVXPY and CVXPYgen.
Installation
Installing from PyPI
The package can be installed using pip:
pip install cvxRiskOpt
Notes:
- The installation will also include cvxpy and cvxpygen.
- Please refer to cvxpy's documentation for installing additional solvers.
- Compiling code with Clarabel requires
Rust,Eigen, andcbindgen. (e.g. These can be installed withhomebrewon MacOS) - Compiled code using the ECOS solver is licensed under the GNU General Public License v3.0.
- Please refer to the cvxpygen documentation for more details about compiled code.
Installing from source
- Clone/Download the package
- Create and activate conda env
conda create --name cvxRiskOpt python=3.10 pip -y
conda activate cvxRiskOpt
- Install dependencies (see
setup.py) - Install the package
python3 -m pip install -e .
Tests
To run tests, execute the following from the root of the package.
pytest
Examples
There are several examples in examples demonstrating the usage of the package.
1 maintainer
Metadata
1 maintainer
Release files for cvxRiskOpt 0.2.0
For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.
Source distribution (sdist)
| File | Size | Uploaded | Provenance | Actions |
|---|---|---|---|---|
| cvxriskopt-0.2.0.tar.gz | 22.2 kB | Without provenance | Details for cvxriskopt-0.2.0.tar.gz |
Built distribution (wheel)
| File | Interpreter | ABI | Platform | Actions Reset |
|---|---|---|---|---|
| cvxRiskOpt-0.2.0-py3-none-any.whl | Python 3 | none | any | Details for cvxRiskOpt-0.2.0-py3-none-any.whl |
Total release size: 41.0 kB
Release files / cvxriskopt-0.2.0.tar.gz
| Download URL | cvxriskopt-0.2.0.tar.gz |
|---|---|
| Size | 22.2 kB |
| Tags | Source |
|
SHA-256 checksum How to use checksums |
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Uploaded using Trusted Publishing? What is trusted publishing? |
No |
| Uploaded via |
twine/5.0.0 CPython/3.10.14
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Release files / cvxRiskOpt-0.2.0-py3-none-any.whl
| Download URL | cvxRiskOpt-0.2.0-py3-none-any.whl |
|---|---|
| Size | 18.8 kB |
| Tags | Python 3 |
|
SHA-256 checksum How to use checksums |
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Uploaded using Trusted Publishing? What is trusted publishing? |
No |
| Uploaded via |
twine/5.0.0 CPython/3.10.14
|
Security for cvxRiskOpt 0.2.0
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