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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 160

  2. cvx_short_course cvx_short_course Public

    Materials for a short course on convex optimization.

    Jupyter Notebook 329 118

  3. pymde pymde Public

    Minimum-distortion embedding with PyTorch

    Python 537 27

  4. dsp dsp Public

    A CVXPY extension for saddle problems

    Python 24 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 109 repositories
  • cvxpylayers Public

    Differentiable convex optimization layers

    cvxgrp/cvxpylayers’s past year of commit activity
    Python 1,818 Apache-2.0 160 48 (2 issues need help) 5 Updated Nov 12, 2024
  • cvxportfolio Public

    Portfolio optimization and back-testing.

    cvxgrp/cvxportfolio’s past year of commit activity
    Python 990 GPL-3.0 257 27 (1 issue needs help) 3 Updated Nov 12, 2024
  • cvx_opt_overview_examples Public

    Numerical examples for the slides

    cvxgrp/cvx_opt_overview_examples’s past year of commit activity
    Makefile 0 0 0 0 Updated Nov 12, 2024
  • spcqe Public

    Smooth periodic consistent quantile estimation

    cvxgrp/spcqe’s past year of commit activity
    Jupyter Notebook 7 BSD-2-Clause 2 1 1 Updated Nov 12, 2024
  • scs Public

    Splitting Conic Solver

    cvxgrp/scs’s past year of commit activity
    C 550 MIT 135 39 2 Updated Nov 11, 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 2 Updated Nov 11, 2024
  • cvxstatarb Public
    cvxgrp/cvxstatarb’s past year of commit activity
    Jupyter Notebook 19 8 6 0 Updated Nov 11, 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 329 Apache-2.0 118 5 2 Updated Nov 11, 2024
  • simulator Public template

    Tool to support backtests

    cvxgrp/simulator’s past year of commit activity
    Jupyter Notebook 38 Apache-2.0 3 9 0 Updated Nov 11, 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 Nov 11, 2024
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