Install

cxvRiskOpt supports Python 3.10 and higher. It has been tested on: macOS. You can use pip for installation or install from source. You may want to isolate your installation in a virtualenv, or a conda environment.

Installation with pip

Install cvxRiskOpt using pip:
pip install cvxRiskOpt

Installation from source

We recommend using a fresh virtual environment (virtualenv or conda) when installing cvxRiskOpt from source.

cvxRiskOpt has the following dependencies:

  • Python >= 3.10

  • scipy>=1.11.4

  • numpy>=1.26.2

  • matplotlib>=3.8.0

  • cvxpygen>=0.3.4

  • cvxpy>=1.4.1

Perform the following steps to install CVXPY from source:

  1. Clone the official cvxRiskOpt git repository.

  2. Navigate to the top-level of the cloned directory.

  3. If you want to use cvxRiskOpt with editable source code, run

    pip install -e .

    otherwise, run

    pip install .