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The industry-standard Python library for solving convex optimization problems in real estate and financial portfolios.
CVXPY is an open-source Python-embedded modeling language for convex optimization problems that allows users to express their problem in a natural way that follows the mathematical formulation. For the Real Estate industry in 2026, CVXPY serves as the foundational engine for automated asset allocation, risk-parity modeling, and mixed-integer property selection. It utilizes the Disciplined Convex Programming (DCP) ruleset to verify problem convexity, ensuring that any problem formulated can be solved globally and efficiently. The library's architecture is solver-agnostic, allowing seamless integration with high-performance solvers like Gurobi, MOSEK, and CPLEX for large-scale institutional portfolios. By 2026, it has become the standard for 'Algorithmic PropTech,' enabling developers to build sophisticated rebalancing engines that consider tax implications, transaction costs, and multi-period cash flow constraints. Its ability to handle complex constraints—such as sector exposure limits, ESG mandates, and liquidity requirements—makes it indispensable for REITs and private equity firms managing multi-billion dollar domestic and international asset pools.
A system for constructing mathematical expressions with guaranteed convexity properties.
Verified feedback from the global deployment network.
Post queries, share implementation strategies, and help other users.
A standard interface for switching between open-source (SCS, ECOS) and commercial solvers (Gurobi, CPLEX).
Support for boolean and integer variables within convex problems.
Calculates dual variables (shadow prices) for constraints automatically.
C-code generation (CVXPY-CodeGen) for high-speed embedded execution.
Built-in library of over 100 mathematical functions optimized for the DCP ruleset.
Ability to dispatch multiple problem instances across CPU cores.
Optimizing returns across commercial, residential, and industrial properties while adhering to strict leverage ratios.
Registry Updated:2/7/2026
Selecting the optimal subset of buildings for energy efficiency upgrades given a fixed budget.
Rebalancing property holdings to offset capital gains tax liabilities without deviating from target risk.