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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 158

  2. cvx_short_course cvx_short_course Public

    Materials for a short course on convex optimization.

    Jupyter Notebook 327 118

  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 107 repositories
  • spcqe Public

    Smooth periodic consistent quantile estimation

    cvxgrp/spcqe’s past year of commit activity
    Jupyter Notebook 7 BSD-2-Clause 2 2 1 Updated Oct 22, 2024
  • cvxportfolio Public

    Portfolio optimization and back-testing.

    cvxgrp/cvxportfolio’s past year of commit activity
    Python 982 GPL-3.0 255 27 (1 issue needs help) 3 Updated Oct 22, 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 20 Apache-2.0 3 3 1 Updated Oct 22, 2024
  • cvxstatarb Public
    cvxgrp/cvxstatarb’s past year of commit activity
    Jupyter Notebook 19 8 6 0 Updated Oct 22, 2024
  • cvxbson Public

    dealing with json and bson files

    cvxgrp/cvxbson’s past year of commit activity
    Python 2 Apache-2.0 0 2 0 Updated Oct 21, 2024
  • scs Public

    Splitting Conic Solver

    cvxgrp/scs’s past year of commit activity
    C 546 MIT 134 39 1 Updated Oct 16, 2024
  • .github Public

    Reusable workflows for cvxgrp

    cvxgrp/.github’s past year of commit activity
    TeX 0 Apache-2.0 0 1 0 Updated Oct 15, 2024
  • cov_pred_finance Public
    cvxgrp/cov_pred_finance’s past year of commit activity
    Jupyter Notebook 54 Apache-2.0 7 9 1 Updated Oct 15, 2024
  • cvxcli Public

    Example cli using fire, poetry and pipx

    cvxgrp/cvxcli’s past year of commit activity
    Python 2 Apache-2.0 0 1 0 Updated Oct 14, 2024
  • cvxmarkowitz Public
    cvxgrp/cvxmarkowitz’s past year of commit activity
    Jupyter Notebook 23 Apache-2.0 2 11 2 Updated Oct 14, 2024
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