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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 319 118

  3. pymde pymde Public

    Minimum-distortion embedding with PyTorch

    Python 532 27

  4. dsp dsp Public

    A CVXPY extension for saddle problems

    Python 22 4

  5. dmcp dmcp Public

    A CVXPY extension for multi-convex programming

    Python 45 7

  6. cvxpygen cvxpygen Public

    Code generation with CVXPY

    Python 127 17

Repositories

Showing 10 of 105 repositories
  • cvxportfolio Public

    Portfolio optimization and back-testing.

    cvxgrp/cvxportfolio’s past year of commit activity
    Python 953 GPL-3.0 249 26 (1 issue needs help) 3 Updated Sep 5, 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 Sep 5, 2024
  • markowitz-reference Public

    This repository contains a reference implementation of the Markowitz portfolio optimization problem discussed in the paper Markowitz Portfolio Construction at Seventy.

    cvxgrp/markowitz-reference’s past year of commit activity
    Python 16 Apache-2.0 3 3 2 Updated Sep 5, 2024
  • cvxcla Public

    critical line algorithm for efficient frontier

    cvxgrp/cvxcla’s past year of commit activity
    Jupyter Notebook 7 Apache-2.0 1 6 0 Updated Sep 4, 2024
  • simulator Public template

    Tool to support backtests

    cvxgrp/simulator’s past year of commit activity
    Jupyter Notebook 35 Apache-2.0 3 8 0 Updated Sep 4, 2024
  • cvxmarkowitz Public
    cvxgrp/cvxmarkowitz’s past year of commit activity
    Jupyter Notebook 19 Apache-2.0 2 11 2 Updated Sep 4, 2024
  • cvxrisk Public

    Compile risk with cvxpy

    cvxgrp/cvxrisk’s past year of commit activity
    Jupyter Notebook 8 Apache-2.0 0 2 0 Updated Sep 4, 2024
  • cov_pred_finance Public
    cvxgrp/cov_pred_finance’s past year of commit activity
    Jupyter Notebook 50 Apache-2.0 7 9 1 Updated Sep 4, 2024
  • scs Public

    Splitting Conic Solver

    cvxgrp/scs’s past year of commit activity
    C 538 MIT 134 38 0 Updated Sep 3, 2024
  • diffcp Public

    Differentiation through cone programs

    cvxgrp/diffcp’s past year of commit activity
    Python 89 Apache-2.0 18 8 3 Updated Sep 3, 2024
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