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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 162

  2. cvx_short_course cvx_short_course Public

    Materials for a short course on convex optimization.

    Jupyter Notebook 332 118

  3. pymde pymde Public

    Minimum-distortion embedding with PyTorch

    Python 538 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 130 17

Repositories

Showing 10 of 110 repositories
  • cvxportfolio Public

    Portfolio optimization and back-testing.

    cvxgrp/cvxportfolio’s past year of commit activity
    Python 996 GPL-3.0 258 27 (1 issue needs help) 3 Updated Nov 29, 2024
  • cvxrisk Public

    Compile risk with cvxpy

    cvxgrp/cvxrisk’s past year of commit activity
    Python 10 Apache-2.0 0 2 0 Updated Nov 29, 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 29, 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 29, 2024
  • cvxstatarb Public
    cvxgrp/cvxstatarb’s past year of commit activity
    Jupyter Notebook 19 10 6 0 Updated Nov 26, 2024
  • spcqe Public

    Smooth periodic consistent quantile estimation

    cvxgrp/spcqe’s past year of commit activity
    Jupyter Notebook 7 BSD-2-Clause 2 1 1 Updated Nov 25, 2024
  • cov_pred_finance Public
    cvxgrp/cov_pred_finance’s past year of commit activity
    Jupyter Notebook 61 Apache-2.0 7 10 2 Updated Nov 25, 2024
  • cvxmarkowitz Public
    cvxgrp/cvxmarkowitz’s past year of commit activity
    Jupyter Notebook 24 Apache-2.0 2 11 2 Updated Nov 25, 2024
  • crypto_portfolio Public
    cvxgrp/crypto_portfolio’s past year of commit activity
    Jupyter Notebook 0 Apache-2.0 1 0 5 Updated Nov 25, 2024
  • cvxpygen Public

    Code generation with CVXPY

    cvxgrp/cvxpygen’s past year of commit activity
    Python 130 Apache-2.0 17 9 2 Updated Nov 23, 2024
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