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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 162

  2. cvx_short_course cvx_short_course Public

    Materials for a short course on convex optimization.

    Jupyter Notebook 333 117

  3. pymde pymde Public

    Minimum-distortion embedding with PyTorch

    Python 540 27

  4. dsp dsp Public

    A CVXPY extension for saddle problems

    Python 25 3

  5. dmcp dmcp Public

    A CVXPY extension for multi-convex programming

    Python 45 7

  6. cvxpygen cvxpygen Public

    Code generation with CVXPY

    Python 130 17

Repositories

Showing 10 of 110 repositories
  • cvxportfolio Public

    Portfolio optimization and back-testing.

    cvxgrp/cvxportfolio’s past year of commit activity
    Python 1,002 GPL-3.0 257 27 (1 issue needs help) 3 Updated Dec 13, 2024
  • randalo Public
    cvxgrp/randalo’s past year of commit activity
    Python 1 MIT 0 0 0 Updated Dec 12, 2024
  • cvxpygen Public

    Code generation with CVXPY

    cvxgrp/cvxpygen’s past year of commit activity
    Python 130 Apache-2.0 17 9 2 Updated Dec 10, 2024
  • scs Public

    Splitting Conic Solver

    cvxgrp/scs’s past year of commit activity
    C 555 MIT 136 40 2 Updated Dec 10, 2024
  • torch_linops Public

    A library to define abstract linear operators, and associated algebra and matrix-free algorithms, that works with pyTorch Tensors.

    cvxgrp/torch_linops’s past year of commit activity
    Python 9 Apache-2.0 0 0 0 Updated Dec 9, 2024
  • cvxstatarb Public
    cvxgrp/cvxstatarb’s past year of commit activity
    Jupyter Notebook 21 10 6 0 Updated Dec 9, 2024
  • boilerplate Public

    We use this repo to automate and avoid boilerplate issue

    cvxgrp/boilerplate’s past year of commit activity
    Python 1 Apache-2.0 0 0 0 Updated Dec 9, 2024
  • cvx_short_course Public

    Materials for a short course on convex optimization.

    cvxgrp/cvx_short_course’s past year of commit activity
    Jupyter Notebook 333 Apache-2.0 117 5 2 Updated Dec 9, 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 23 Apache-2.0 3 3 1 Updated Dec 9, 2024
  • cvxmarkowitz Public
    cvxgrp/cvxmarkowitz’s past year of commit activity
    Jupyter Notebook 24 Apache-2.0 2 11 2 Updated Dec 9, 2024
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