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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 161

  2. cvx_short_course cvx_short_course Public

    Materials for a short course on convex optimization.

    Jupyter Notebook 329 118

  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 109 repositories
  • cvxportfolio Public

    Portfolio optimization and back-testing.

    cvxgrp/cvxportfolio’s past year of commit activity
    Python 991 GPL-3.0 257 27 (1 issue needs help) 3 Updated Nov 14, 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 Nov 14, 2024
  • cvxmarkowitz Public
    cvxgrp/cvxmarkowitz’s past year of commit activity
    Jupyter Notebook 24 Apache-2.0 2 11 2 Updated Nov 14, 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 Nov 14, 2024
  • cov_pred_finance Public
    cvxgrp/cov_pred_finance’s past year of commit activity
    Jupyter Notebook 58 Apache-2.0 7 10 2 Updated Nov 14, 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 Nov 13, 2024
  • simulator Public template

    Tool to support backtests

    cvxgrp/simulator’s past year of commit activity
    Jupyter Notebook 38 Apache-2.0 3 9 0 Updated Nov 13, 2024
  • cvxrisk Public

    Compile risk with cvxpy

    cvxgrp/cvxrisk’s past year of commit activity
    Jupyter Notebook 10 Apache-2.0 0 2 0 Updated Nov 13, 2024
  • cvxpylayers Public

    Differentiable convex optimization layers

    cvxgrp/cvxpylayers’s past year of commit activity
    Python 1,819 Apache-2.0 161 48 (2 issues need help) 5 Updated Nov 13, 2024
  • cvx_opt_overview_examples Public

    Numerical examples for the slides

    cvxgrp/cvx_opt_overview_examples’s past year of commit activity
    Makefile 0 0 0 0 Updated Nov 12, 2024
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