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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 163

  2. cvx_short_course cvx_short_course Public

    Materials for a short course on convex optimization.

    Jupyter Notebook 334 115

  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 111 repositories
  • cvxcli Public

    Example cli using fire, poetry and pipx

    cvxgrp/cvxcli’s past year of commit activity
    Python 3 Apache-2.0 0 1 0 Updated Dec 27, 2024
  • cvxmarkowitz Public
    cvxgrp/cvxmarkowitz’s past year of commit activity
    Python 24 Apache-2.0 2 12 2 Updated Dec 27, 2024
  • cvxcla Public

    critical line algorithm for efficient frontier

    cvxgrp/cvxcla’s past year of commit activity
    Python 7 Apache-2.0 1 6 0 Updated Dec 27, 2024
  • clarabel-gpu Public
    cvxgrp/clarabel-gpu’s past year of commit activity
    Julia 0 Apache-2.0 0 0 11 Updated Dec 27, 2024
  • simulator Public template

    Tool to support backtests

    cvxgrp/simulator’s past year of commit activity
    Python 40 Apache-2.0 2 9 0 Updated Dec 26, 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 Dec 26, 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 26, 2024
  • .github Public

    Reusable workflows for cvxgrp

    cvxgrp/.github’s past year of commit activity
    0 Apache-2.0 0 0 0 Updated Dec 26, 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 26, 2024
  • cvxstatarb Public
    cvxgrp/cvxstatarb’s past year of commit activity
    Jupyter Notebook 21 10 6 0 Updated Dec 26, 2024
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