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@cvxgrp

Stanford University Convex Optimization Group

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  1. cvxpylayers cvxpylayers Public

    Differentiable convex optimization layers

    Python 1.8k 159

  2. cvx_short_course cvx_short_course Public

    Materials for a short course on convex optimization.

    Jupyter Notebook 327 118

  3. pymde pymde Public

    Minimum-distortion embedding with PyTorch

    Python 537 27

  4. dsp dsp Public

    A CVXPY extension for saddle problems

    Python 23 4

  5. dmcp dmcp Public

    A CVXPY extension for multi-convex programming

    Python 45 7

  6. cvxpygen cvxpygen Public

    Code generation with CVXPY

    Python 128 17

Repositories

Showing 10 of 108 repositories
  • cvxportfolio Public

    Portfolio optimization and back-testing.

    cvxgrp/cvxportfolio’s past year of commit activity
    Python 986 GPL-3.0 257 27 (1 issue needs help) 3 Updated Nov 1, 2024
  • cvxbook_additional_exercises Public

    Additional exercises and data for EE364a. No solutions; for public consumption.

    cvxgrp/cvxbook_additional_exercises’s past year of commit activity
    Julia 574 156 0 0 Updated Oct 31, 2024
  • randalo Public
    cvxgrp/randalo’s past year of commit activity
    Python 1 MIT 0 0 0 Updated Oct 31, 2024
  • optimization_via_circuits Public

    Distributed Optimization: Analysis and Synthesis via Circuits

    cvxgrp/optimization_via_circuits’s past year of commit activity
    Python 0 Apache-2.0 0 0 0 Updated Oct 30, 2024
  • simulator Public template

    Tool to support backtests

    cvxgrp/simulator’s past year of commit activity
    Jupyter Notebook 37 Apache-2.0 3 9 0 Updated Oct 30, 2024
  • CVXR Public

    An R modeling language for convex optimization problems.

    cvxgrp/CVXR’s past year of commit activity
    R 206 Apache-2.0 32 20 3 Updated Oct 30, 2024
  • cov_pred_finance Public
    cvxgrp/cov_pred_finance’s past year of commit activity
    Jupyter Notebook 58 Apache-2.0 7 9 1 Updated Oct 30, 2024
  • spcqe Public

    Smooth periodic consistent quantile estimation

    cvxgrp/spcqe’s past year of commit activity
    Jupyter Notebook 7 BSD-2-Clause 2 1 0 Updated Oct 29, 2024
  • cvxstatarb Public
    cvxgrp/cvxstatarb’s past year of commit activity
    Jupyter Notebook 19 8 6 0 Updated Oct 28, 2024
  • cvxbson Public

    dealing with json and bson files

    cvxgrp/cvxbson’s past year of commit activity
    Python 2 Apache-2.0 0 2 0 Updated Oct 28, 2024
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