We introduce c-lasso, a Python package that enables sparse and robust linear regression and classification with linear equality constraints. The underlying statistical forward model is assumed to be of the following form: y = Xβ + σϵ subject to Cβ = 0 Here, X ∈ R n×d is a given design matrix and the vector y ∈ R n is a continuous or binary response vector. The matrix C is a general constraint matrix. The vector β ∈ R d contains the unknown coefficients and σ an unknown scale. Prominent use cases are (sparse) log-contrast regression with compositional data X, requiring the constraint 1 T d β = 0 (Aitchion & Bacon-Shone, 1984) and the Generalized Lasso which is a special case of the described problem (see, e.g, (James et al., 2020), Example 3). The c-lasso package provides estimators for inferring unknown coefficients and scale (i.e., perspective M-estimators (Combettes & Müller, 2020a)) of the form min β∈R d ,σ∈R0 f (Xβ − y, σ) + λ ∥β∥ 1 subject to Cβ = 0 for several convex loss functions f (•, •). This includes the constrained Lasso, the constrained scaled Lasso, sparse Huber M-estimators with linear equality constraints, and constrained (Huberized) Square Hinge Support Vector Machines (SVMs) for classification.