Welcome to copt!¶
copt is a library for mathematical optimization written in pure Python.
Philosophy¶
Modular, general-purpose optimization library.
API similar to that of scipy.optimize.
State of the art performance, with emphasis on large-scale optimization.
Few dependencies, pure Python library for easy deployment.
Optimization algorithms¶
C-OPT contains implementations of different optimization methods. These are categorized as:
Proximal gradient:
proximal gradient descent
Proximal splitting:
three operator splitting
,primal-dual hybrid gradient
Frank-Wolfe:
Frank-Wolfe
,Pairwise Frank-Wolfe
Variance-reduced stochastic methods:
SAGA
,SVRG
,variance-reduced three operator splitting
Getting started¶
If you already have a working installation of numpy and scipy,
the easiest way to install copt is using pip
pip install -U copt
Alternatively, you can install the latest development from github with the command:
pip install git+https://github.com/openopt/copt.git