Welcome to copt!

copt is a library for mathematical optimization written in pure Python.

Warning

This library is a work in progress, expect some rough edges.

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:

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