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@cvxgrp

Stanford University Convex Optimization Group

  • A Python-embedded modeling language for convex optimization problems.

    C++ 1,665 466 Updated Mar 20, 2019
  • CPSR (Cone Program Solution Refinement)

    Python 6 2 GPL-3.0 Updated Mar 16, 2019
  • C package that solves convex cone problems via operator splitting

    C 205 71 MIT Updated Mar 15, 2019
  • Portfolio optimization and simulation in Python

    Python 189 59 GPL-3.0 Updated Mar 14, 2019
  • Anderson Acceleration

    C 4 MIT Updated Mar 14, 2019
  • A CVXPY extension for convex-concave programming

    Python 42 11 Updated Mar 14, 2019
  • Volume Weighted Average Price Optimal Execution

    Jupyter Notebook 1 GPL-3.0 Updated Mar 12, 2019
  • Power Network Optimization and Simulation.

    Python 6 3 GPL-3.0 Updated Mar 11, 2019
  • Code and examples for the project on risk-constrained Kelly gambling

    Jupyter Notebook 7 4 GPL-3.0 Updated Mar 7, 2019
  • A CVXPY extension for multi-convex programming

    Python 16 2 Updated Feb 27, 2019
  • Materials for a short course on convex optimization.

    Jupyter Notebook 74 50 Updated Nov 14, 2018
  • Globally Convergent Type-I Anderson Acceleration for Non-Smooth Fixed-Point Iterations

    MATLAB 4 Updated Oct 17, 2018
  • Python 31 10 GPL-3.0 Updated Oct 4, 2018
  • Greedy Gaussian Segmentation

    Python 29 14 BSD-2-Clause Updated Sep 12, 2018
  • A CVXPY extension for handling nonconvex QCQP via Suggest-and-Improve framework

    Python 47 9 MIT Updated Aug 26, 2018
  • C++ 28 22 Updated Jun 13, 2018
  • Anaconda recipes for cvxgrp python packages

    Shell 2 Updated May 16, 2018
  • Python 50 18 Updated May 7, 2018
  • Python 3 2 Updated Mar 29, 2018
  • Docker image containing CVXPY and other cvxgrp libraries

    4 Updated Feb 23, 2018
  • A Python parser for generating Python/C/Matlab solver interfaces

    Python 31 9 Updated Aug 19, 2017
  • Solves the problem of reserving link capacity in a network in such a way that any of a given set of flow scenarios can be supported.

    Python 1 MIT Updated May 3, 2017
  • MATLAB script for approximating the solution to the integer convex quadratic minimization problem

    MATLAB 4 1 MIT Updated Mar 12, 2017
  • Python 4 Updated Nov 11, 2016
  • Subgradient calculator for Python

    Python 4 4 Updated Jun 17, 2016
  • ADMM for Mixed-Integer Quadratic Programming

    C 18 7 Updated Apr 13, 2016
  • A Python tool to analyze joint distributions of boolean random variables

    Python 1 2 GPL-3.0 Updated Nov 17, 2015
  • This is the repository for the l1_logreg, l1-regularized logistic regression problem solver.

    C 3 2 GPL-2.0 Updated Mar 23, 2015
  • This is the repository for the l1_tf, software for l1 trend filtering.

    C 5 4 Updated Mar 22, 2015
  • This is the repository for the l1_ls, a simple Matlab solver for l1-regularized least squares problems.

    MATLAB 13 6 GPL-2.0 Updated Mar 22, 2015

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