Skip to content
@cvxgrp

Stanford University Convex Optimization Group

Pinned Loading

  1. cvxpylayers cvxpylayers Public

    Differentiable convex optimization layers

    Python 1.9k 166

  2. cvx_short_course cvx_short_course Public

    Materials for a short course on convex optimization.

    Jupyter Notebook 338 115

  3. pymde pymde Public

    Minimum-distortion embedding with PyTorch

    Python 539 27

  4. dsp dsp Public

    A CVXPY extension for saddle problems

    Python 26 3

  5. dmcp dmcp Public

    A CVXPY extension for multi-convex programming

    Python 45 7

  6. cvxpygen cvxpygen Public

    Code generation with CVXPY

    Python 135 18

Repositories

Showing 10 of 114 repositories
  • diffcp Public

    Differentiation through cone programs

    cvxgrp/diffcp’s past year of commit activity
    Python 96 Apache-2.0 21 11 3 Updated Feb 3, 2025
  • cvxstatarb Public
    cvxgrp/cvxstatarb’s past year of commit activity
    Jupyter Notebook 24 10 6 1 Updated Feb 3, 2025
  • randalo Public
    cvxgrp/randalo’s past year of commit activity
    Python 1 MIT 0 0 0 Updated Feb 3, 2025
  • .github Public

    Reusable workflows for cvxgrp

    cvxgrp/.github’s past year of commit activity
    0 Apache-2.0 0 2 0 Updated Feb 3, 2025
  • cvxrisk Public

    Compile risk with cvxpy

    cvxgrp/cvxrisk’s past year of commit activity
    Python 13 Apache-2.0 1 2 0 Updated Feb 3, 2025
  • cvxportfolio Public

    Portfolio optimization and back-testing.

    cvxgrp/cvxportfolio’s past year of commit activity
    Python 1,030 GPL-3.0 260 26 (1 issue needs help) 3 Updated Feb 3, 2025
  • 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 Feb 3, 2025
  • cvxbson Public

    dealing with json and bson files

    cvxgrp/cvxbson’s past year of commit activity
    Python 2 Apache-2.0 0 3 0 Updated Feb 3, 2025
  • cov_pred_finance Public
    cvxgrp/cov_pred_finance’s past year of commit activity
    Jupyter Notebook 63 Apache-2.0 8 13 3 Updated Feb 3, 2025
  • simulator Public template

    Tool to support backtests

    cvxgrp/simulator’s past year of commit activity
    Python 43 Apache-2.0 2 11 0 Updated Feb 3, 2025
View all repositories

Top languages

Loading…

Most used topics

Loading…