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.

WWW: https://github.com/cvxopt/cvxopt