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@cvxgrp

Stanford University Convex Optimization Group

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  1. cvx_short_course cvx_short_course Public

    Materials for a short course on convex optimization.

    Jupyter Notebook 346 116

  2. pymde pymde Public

    Minimum-distortion embedding with PyTorch

    Python 556 26

  3. dsp dsp Public

    A CVXPY extension for saddle problems

    Python 26 4

  4. dmcp dmcp Public

    A CVXPY extension for multi-convex programming

    Python 46 8

  5. cvxpygen cvxpygen Public

    Code generation with CVXPY

    Python 158 23

Repositories

Showing 10 of 120 repositories
  • cvxportfolio Public

    Portfolio optimization and back-testing.

    cvxgrp/cvxportfolio’s past year of commit activity
    Python 1,092 GPL-3.0 271 25 (1 issue needs help) 2 Updated Jul 23, 2025
  • simulator Public template

    Tool to support backtests

    cvxgrp/simulator’s past year of commit activity
    Python 46 3 11 0 Updated Jul 23, 2025
  • 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 32 Apache-2.0 9 4 1 Updated Jul 22, 2025
  • cvxrisk Public
    cvxgrp/cvxrisk’s past year of commit activity
    Python 15 2 3 0 Updated Jul 22, 2025
  • cvxcla Public

    critical line algorithm for efficient frontier

    cvxgrp/cvxcla’s past year of commit activity
    Python 16 2 9 0 Updated Jul 22, 2025
  • dsp Public

    A CVXPY extension for saddle problems

    cvxgrp/dsp’s past year of commit activity
    Python 26 Apache-2.0 4 1 1 Updated Jul 21, 2025
  • cvxpy-ipopt Public Forked from cvxpy/cvxpy

    IPOPT port of Python-embedded modeling language for optimization problems.

    cvxgrp/cvxpy-ipopt’s past year of commit activity
    C++ 1 Apache-2.0 1,118 0 2 Updated Jul 20, 2025
  • diffcp Public

    Differentiation through cone programs

    cvxgrp/diffcp’s past year of commit activity
    Python 101 Apache-2.0 23 11 4 Updated Jul 19, 2025
  • cvxpygen Public

    Code generation with CVXPY

    cvxgrp/cvxpygen’s past year of commit activity
    Python 158 Apache-2.0 23 9 4 Updated Jul 16, 2025
  • cvxball Public template

    Fast computation of the smallest enclosing sphere

    cvxgrp/cvxball’s past year of commit activity
    Python 9 MIT 1 5 0 Updated Jul 10, 2025
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