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@cvxgrp

Stanford University Convex Optimization Group

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  1. cvxpylayers Public

    Differentiable convex optimization layers

    Python 1.9k 169

  2. cvx_short_course Public

    Materials for a short course on convex optimization.

    Jupyter Notebook 339 115

  3. pymde Public

    Minimum-distortion embedding with PyTorch

    Python 545 26

  4. dsp Public

    A CVXPY extension for saddle problems

    Python 26 3

  5. dmcp Public

    A CVXPY extension for multi-convex programming

    Python 46 8

  6. cvxpygen Public

    Code generation with CVXPY

    Python 141 19

Repositories

Showing 10 of 116 repositories
  • scs Public

    Splitting Conic Solver

    C 568 MIT 138 43 3 Updated Mar 24, 2025
  • cvxportfolio Public

    Portfolio optimization and back-testing.

    Python 1,054 GPL-3.0 262 28 (1 issue needs help) 2 Updated Mar 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.

    Python 25 Apache-2.0 6 3 0 Updated Mar 24, 2025
  • cvxpygen Public

    Code generation with CVXPY

    Python 141 Apache-2.0 19 8 2 Updated Mar 23, 2025
  • smooth_multiperiodic_forecasting_experiments Public

    Notebook accompanying numerical results section of the paper "Interpretable Net Load Forecasting Using Smooth Multiperiodic Features".

    Jupyter Notebook 3 1 1 0 Updated Mar 21, 2025
  • cvxbson Public

    dealing with json and bson files

    Python 2 Apache-2.0 0 3 0 Updated Mar 21, 2025
  • cvxcla Public

    critical line algorithm for efficient frontier

    Python 8 Apache-2.0 1 6 0 Updated Mar 21, 2025
  • cvxrisk Public

    Compile risk with cvxpy

    Python 13 Apache-2.0 1 2 0 Updated Mar 21, 2025
  • cvxball Public template

    Fast computation of the smallest enclosing sphere

    Python 7 MIT 1 5 1 Updated Mar 21, 2025
  • simulator Public template

    Tool to support backtests

    Python 43 Apache-2.0 2 11 0 Updated Mar 21, 2025
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