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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 160

  2. cvx_short_course cvx_short_course Public

    Materials for a short course on convex optimization.

    Jupyter Notebook 329 118

  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
  • cvxstatarb Public
    cvxgrp/cvxstatarb’s past year of commit activity
    Jupyter Notebook 19 8 6 4 Updated Nov 11, 2024
  • cvx_short_course Public

    Materials for a short course on convex optimization.

    cvxgrp/cvx_short_course’s past year of commit activity
    Jupyter Notebook 329 Apache-2.0 118 5 2 Updated Nov 11, 2024
  • cvxportfolio Public

    Portfolio optimization and back-testing.

    cvxgrp/cvxportfolio’s past year of commit activity
    Python 990 GPL-3.0 257 27 (1 issue needs help) 3 Updated Nov 11, 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 11, 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 11, 2024
  • 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 21 Apache-2.0 3 3 1 Updated Nov 11, 2024
  • cvxmarkowitz Public
    cvxgrp/cvxmarkowitz’s past year of commit activity
    Jupyter Notebook 23 Apache-2.0 2 11 2 Updated Nov 11, 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 11, 2024
  • cov_pred_finance Public
    cvxgrp/cov_pred_finance’s past year of commit activity
    Jupyter Notebook 58 Apache-2.0 7 10 1 Updated Nov 11, 2024
  • diffcp Public

    Differentiation through cone programs

    cvxgrp/diffcp’s past year of commit activity
    Python 92 Apache-2.0 21 8 3 Updated Nov 11, 2024
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