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A Python-embedded modeling language for convex optimization problems.
CPSR (Cone Program Solution Refinement)
C package that solves convex cone problems via operator splitting
Portfolio optimization and simulation in Python
A CVXPY extension for convex-concave programming
Volume Weighted Average Price Optimal Execution
Power Network Optimization and Simulation.
Code and examples for the project on risk-constrained Kelly gambling
A CVXPY extension for multi-convex programming
Materials for a short course on convex optimization.
Globally Convergent Type-I Anderson Acceleration for Non-Smooth Fixed-Point Iterations
Greedy Gaussian Segmentation
A CVXPY extension for handling nonconvex QCQP via Suggest-and-Improve framework
Anaconda recipes for cvxgrp python packages
Docker image containing CVXPY and other cvxgrp libraries
A Python parser for generating Python/C/Matlab solver interfaces
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.
MATLAB script for approximating the solution to the integer convex quadratic minimization problem
Subgradient calculator for Python
ADMM for Mixed-Integer Quadratic Programming
A Python tool to analyze joint distributions of boolean random variables
This is the repository for the l1_logreg, l1-regularized logistic regression problem solver.
This is the repository for the l1_tf, software for l1 trend filtering.
This is the repository for the l1_ls, a simple Matlab solver for l1-regularized least squares problems.