Package cvx is a Go package for solving convex optimization problems.

It is a straightforward translation of parts of the CVXOPT python package for convex optimization. Spefically it provides interfaces for solving linear and quadratic cone programs and convex programs with non-linear objectives.

Package cvx depends on column order matrix implementation and access to BLAS and LAPACK linear algebra libraries.

To install it do:

• go get github.com/hrautila/matrix
• go get github.com/hrautila/linalg
• go get github.com/hrautila/cvx

For examples see _test.go files. Additional examples and other related material see https://github.com/hrautila/go.opt