Welcome to cvxRiskOpt’s documentation!¶
cvxRiskOpt is a Python package for risk-based optimization using CVXPY and CVXPYgen.
Risk-based optimization problems can be hard to code and they may require looking up reformulations. To encourage risk-based optimization problems and help speed up the development cycle, we created cvxRiskOpt.
cvxRiskOpt provides users with tools to automatically generate risk-based optimization problems and risk-based constraints. cvxRiskOpt integrates with CVXPY directly resulting in CVXPY Problems and constraints. These also enables using CVXPYgen directly allowing users to automatically generate C-code which can be used on embedded systems or utilized with the python-wrapper to speed up solving the optimization problems.