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@cvxgrp

Stanford University Convex Optimization Group

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  1. cvxpylayers cvxpylayers Public

    Differentiable convex optimization layers

    Python 1.9k 165

  2. cvx_short_course cvx_short_course Public

    Materials for a short course on convex optimization.

    Jupyter Notebook 338 115

  3. pymde pymde Public

    Minimum-distortion embedding with PyTorch

    Python 539 27

  4. dsp dsp Public

    A CVXPY extension for saddle problems

    Python 26 3

  5. dmcp dmcp Public

    A CVXPY extension for multi-convex programming

    Python 45 7

  6. cvxpygen cvxpygen Public

    Code generation with CVXPY

    Python 135 18

Repositories

Showing 10 of 114 repositories
  • cvxportfolio Public

    Portfolio optimization and back-testing.

    cvxgrp/cvxportfolio’s past year of commit activity
    Python 1,029 GPL-3.0 259 26 (1 issue needs help) 3 Updated Jan 30, 2025
  • simulator Public template

    Tool to support backtests

    cvxgrp/simulator’s past year of commit activity
    Python 43 Apache-2.0 2 9 0 Updated Jan 30, 2025
  • .github Public

    Reusable workflows for cvxgrp

    cvxgrp/.github’s past year of commit activity
    0 Apache-2.0 0 0 0 Updated Jan 30, 2025
  • cvxball Public template

    Fast computation of the smallest enclosing sphere

    cvxgrp/cvxball’s past year of commit activity
    Jupyter Notebook 5 MIT 0 1 0 Updated Jan 30, 2025
  • CuClarabel Public
    cvxgrp/CuClarabel’s past year of commit activity
    Julia 14 Apache-2.0 1 1 12 Updated Jan 29, 2025
  • cvxrisk Public

    Compile risk with cvxpy

    cvxgrp/cvxrisk’s past year of commit activity
    Python 13 Apache-2.0 1 1 0 Updated Jan 28, 2025
  • scs Public

    Splitting Conic Solver

    cvxgrp/scs’s past year of commit activity
    C 564 MIT 138 41 3 Updated Jan 28, 2025
  • cov_pred_finance Public
    cvxgrp/cov_pred_finance’s past year of commit activity
    Jupyter Notebook 63 Apache-2.0 8 13 2 Updated Jan 28, 2025
  • cvxmarkowitz Public
    cvxgrp/cvxmarkowitz’s past year of commit activity
    Python 26 Apache-2.0 2 12 2 Updated Jan 28, 2025
  • cvxcla Public

    critical line algorithm for efficient frontier

    cvxgrp/cvxcla’s past year of commit activity
    Python 7 Apache-2.0 1 5 1 Updated Jan 28, 2025
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