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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 159

  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 23 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 108 repositories
  • CVXR Public

    An R modeling language for convex optimization problems.

    cvxgrp/CVXR’s past year of commit activity
    R 206 Apache-2.0 32 21 3 Updated Nov 5, 2024
  • cvxstatarb Public
    cvxgrp/cvxstatarb’s past year of commit activity
    Jupyter Notebook 19 8 6 0 Updated Nov 4, 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 4, 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 4, 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 4, 2024
  • cvxportfolio Public

    Portfolio optimization and back-testing.

    cvxgrp/cvxportfolio’s past year of commit activity
    Python 987 GPL-3.0 257 27 (1 issue needs help) 3 Updated Nov 4, 2024
  • cov_pred_finance Public
    cvxgrp/cov_pred_finance’s past year of commit activity
    Jupyter Notebook 58 Apache-2.0 7 9 1 Updated Nov 4, 2024
  • .github Public

    Reusable workflows for cvxgrp

    cvxgrp/.github’s past year of commit activity
    TeX 0 Apache-2.0 0 2 0 Updated Nov 4, 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 Nov 4, 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 4, 2024
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