Cvx is basically a convex solver that is called from matlab. Boyd wrote it. I'm not sure how easy it would be to divorce it from matlab, but there is a lot of e

Cvx is basically a convex solver that is called from matlab. Boyd wrote it. I'm not sure how easy it would be to divorce it from matlab, but there is a lot of existing instructional material built off of cvx, including examples in Boyd's book on convex optimization. If you think you might be interested in this topic, it's worthwhile getting a matlab license. A lot of published academic code in this field is implemented with cvx.