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@cvxgrp

Stanford University Convex Optimization Group

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  1. cvx_short_course cvx_short_course Public

    Materials for a short course on convex optimization.

    Jupyter Notebook 353 117

  2. pymde pymde Public

    Minimum-distortion embedding with PyTorch

    Python 566 27

  3. dsp dsp Public

    A CVXPY extension for saddle problems

    Python 28 4

  4. dmcp dmcp Public

    A CVXPY extension for multi-convex programming

    Python 46 8

  5. cvxpygen cvxpygen Public

    Code generation with CVXPY

    Python 173 27

Repositories

Showing 10 of 122 repositories
  • diffqcp Public
    cvxgrp/diffqcp’s past year of commit activity
    Python 19 Apache-2.0 0 2 1 Updated Nov 26, 2025
  • cvxpy-ipopt Public Forked from cvxpy/cvxpy

    IPOPT port of Python-embedded modeling language for optimization problems.

    cvxgrp/cvxpy-ipopt’s past year of commit activity
    C++ 3 Apache-2.0 1,139 8 4 Updated Nov 25, 2025
  • dnlp-examples Public

    This repository contains examples which accompany the paper Disciplined Nonlinear Programming (DNLP)

    cvxgrp/dnlp-examples’s past year of commit activity
    0 Apache-2.0 0 0 0 Updated Nov 25, 2025
  • cvxportfolio Public

    Portfolio optimization and back-testing.

    cvxgrp/cvxportfolio’s past year of commit activity
    Python 1,131 GPL-3.0 281 26 (1 issue needs help) 2 Updated Nov 25, 2025
  • cvxcla Public

    critical line algorithm for efficient frontier

    cvxgrp/cvxcla’s past year of commit activity
    Python 18 6 10 0 Updated Nov 25, 2025
  • scs Public

    Splitting Conic Solver

    cvxgrp/scs’s past year of commit activity
    C 601 MIT 140 42 2 Updated Nov 24, 2025
  • cvxpygen Public

    Code generation with CVXPY

    cvxgrp/cvxpygen’s past year of commit activity
    Python 173 Apache-2.0 27 11 4 Updated Nov 24, 2025
  • simulator Public template

    Tool to support backtests

    cvxgrp/simulator’s past year of commit activity
    Python 46 5 10 0 Updated Nov 24, 2025
  • cvxrisk Public
    cvxgrp/cvxrisk’s past year of commit activity
    Python 19 5 4 0 Updated Nov 24, 2025
  • 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 35 Apache-2.0 10 4 0 Updated Nov 24, 2025
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