Skip to content
@cvxgrp

Stanford University Convex Optimization Group

Pinned Loading

  1. cvxpylayers cvxpylayers Public

    Differentiable convex optimization layers

    Python 1.8k 163

  2. cvx_short_course cvx_short_course Public

    Materials for a short course on convex optimization.

    Jupyter Notebook 333 115

  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 131 17

Repositories

Showing 10 of 110 repositories
  • randalo Public
    cvxgrp/randalo’s past year of commit activity
    Python 1 MIT 0 0 0 Updated Dec 23, 2024
  • cvxstatarb Public
    cvxgrp/cvxstatarb’s past year of commit activity
    Jupyter Notebook 21 10 6 0 Updated Dec 23, 2024
  • cvxcli Public

    Example cli using fire, poetry and pipx

    cvxgrp/cvxcli’s past year of commit activity
    Python 3 Apache-2.0 0 2 0 Updated Dec 23, 2024
  • cov_pred_finance Public
    cvxgrp/cov_pred_finance’s past year of commit activity
    Jupyter Notebook 62 Apache-2.0 7 10 1 Updated Dec 23, 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 23, 2024
  • .github Public

    Reusable workflows for cvxgrp

    cvxgrp/.github’s past year of commit activity
    0 Apache-2.0 0 0 0 Updated Dec 23, 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 23, 2024
  • crypto_portfolio Public
    cvxgrp/crypto_portfolio’s past year of commit activity
    Jupyter Notebook 3 Apache-2.0 1 0 5 Updated Dec 20, 2024
  • cvxportfolio Public

    Portfolio optimization and back-testing.

    cvxgrp/cvxportfolio’s past year of commit activity
    Python 1,009 GPL-3.0 257 27 (1 issue needs help) 3 Updated Dec 18, 2024
  • cvxrisk Public

    Compile risk with cvxpy

    cvxgrp/cvxrisk’s past year of commit activity
    Python 11 Apache-2.0 1 1 0 Updated Dec 18, 2024
View all repositories