cvxRiskOpt 0.1.2

Risk-Based Optimization tool using CVXPY and CVXPYgen

CVXPY Risk Optimization

A package for risk-based optimization using CVXPY and CVXPYgen.

Installation

• create and activate conda env

conda create --name cvxRiskOpt python=3.10 pip -y
conda activate cvxRiskOpt

• install dependencies

pip install cvxpy>=1.4.1
pip install cvxpygen>=0.3.4
pip install scipy>=1.11.4
pip install numpy>=1.26.2
pip install matplotlib>=3.8.0

For development, also install:

pip install pytest==7.4.0
pip install polytope==0.2.5
pip install Sphinx==7.2.6

• install the package

python3 -m pip install -e .

Tests

To run tests,

pytest

Examples

There are several examples in examples demonstrating the usage of the package's functionality.