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@cvxgrp

Stanford University Convex Optimization Group

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  1. cvxpylayers cvxpylayers Public

    Differentiable convex optimization layers

    Python 1.7k 155

  2. cvx_short_course cvx_short_course Public

    Materials for a short course on convex optimization.

    Jupyter Notebook 312 118

  3. pymde pymde Public

    Minimum-distortion embedding with PyTorch

    Python 524 27

  4. dsp dsp Public

    A CVXPY extension for saddle problems

    Python 22 4

  5. ncvx ncvx Public

    Python 72 17

  6. dmcp dmcp Public

    A CVXPY extension for multi-convex programming

    Python 43 7

Repositories

Showing 10 of 105 repositories
  • diffcp Public

    Differentiation through cone programs

    cvxgrp/diffcp’s past year of commit activity
    Python 87 Apache-2.0 18 8 3 Updated Jun 30, 2024
  • cvxstatarb Public
    cvxgrp/cvxstatarb’s past year of commit activity
    Jupyter Notebook 15 8 5 1 Updated Jun 29, 2024
  • CVXR Public

    An R modeling language for convex optimization problems.

    cvxgrp/CVXR’s past year of commit activity
    R 195 Apache-2.0 31 20 2 Updated Jun 28, 2024
  • cvxportfolio Public

    Portfolio optimization and back-testing.

    cvxgrp/cvxportfolio’s past year of commit activity
    Python 906 Apache-2.0 242 25 (2 issues need help) 2 Updated Jun 28, 2024
  • scs Public

    Splitting Conic Solver

    cvxgrp/scs’s past year of commit activity
    C 525 MIT 133 39 1 Updated Jun 28, 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 Jun 25, 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 8 Apache-2.0 2 3 1 Updated Jun 25, 2024
  • simulator Public template

    Tool to support backtests

    cvxgrp/simulator’s past year of commit activity
    Jupyter Notebook 33 Apache-2.0 3 7 0 Updated Jun 25, 2024
  • smooth_multiperiodic_forecasting_experiments Public

    Notebook accompanying numerical results section of the paper "Interpretable Net Load Forecasting Using Smooth Multiperiodic Features".

    cvxgrp/smooth_multiperiodic_forecasting_experiments’s past year of commit activity
    Jupyter Notebook 2 0 1 0 Updated Jun 24, 2024
  • cvxrisk Public

    Compile risk with cvxpy

    cvxgrp/cvxrisk’s past year of commit activity
    Jupyter Notebook 6 Apache-2.0 0 2 0 Updated Jun 24, 2024
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