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.