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@cvxgrp

Stanford University Convex Optimization Group

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  1. cvxpylayers cvxpylayers Public

    Differentiable convex optimization layers

    Python 1.9k 164

  2. cvx_short_course cvx_short_course Public

    Materials for a short course on convex optimization.

    Jupyter Notebook 337 115

  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 136 18

Repositories

Showing 10 of 114 repositories
  • cradle Public

    Simple command line interface to create repos based on templates

    cvxgrp/cradle’s past year of commit activity
    Python 5 Apache-2.0 0 4 (2 issues need help) 0 Updated Jan 22, 2025
  • spcqe Public

    Smooth periodic consistent quantile estimation

    cvxgrp/spcqe’s past year of commit activity
    Jupyter Notebook 8 BSD-2-Clause 2 2 (1 issue needs help) 0 Updated Jan 22, 2025
  • cvxportfolio Public

    Portfolio optimization and back-testing.

    cvxgrp/cvxportfolio’s past year of commit activity
    Python 1,020 GPL-3.0 260 27 (1 issue needs help) 3 Updated Jan 22, 2025
  • cvxball Public template

    Fast computation of the smallest enclosing sphere

    cvxgrp/cvxball’s past year of commit activity
    Jupyter Notebook 4 MIT 0 1 0 Updated Jan 21, 2025
  • simulator Public template

    Tool to support backtests

    cvxgrp/simulator’s past year of commit activity
    Python 43 Apache-2.0 2 9 0 Updated Jan 21, 2025
  • .github Public

    Reusable workflows for cvxgrp

    cvxgrp/.github’s past year of commit activity
    0 Apache-2.0 0 0 0 Updated Jan 21, 2025
  • 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 Jan 21, 2025
  • cov_pred_finance Public
    cvxgrp/cov_pred_finance’s past year of commit activity
    Jupyter Notebook 63 Apache-2.0 8 11 3 Updated Jan 21, 2025
  • cvxrisk Public

    Compile risk with cvxpy

    cvxgrp/cvxrisk’s past year of commit activity
    Python 12 Apache-2.0 1 1 0 Updated Jan 21, 2025
  • cvxmarkowitz Public
    cvxgrp/cvxmarkowitz’s past year of commit activity
    Python 26 Apache-2.0 2 12 2 Updated Jan 21, 2025
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