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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 156

  2. cvx_short_course cvx_short_course Public

    Materials for a short course on convex optimization.

    Jupyter Notebook 317 118

  3. pymde pymde Public

    Minimum-distortion embedding with PyTorch

    Python 528 27

  4. dsp dsp Public

    A CVXPY extension for saddle problems

    Python 22 4

  5. ncvx ncvx Public

    Python 73 17

  6. dmcp dmcp Public

    A CVXPY extension for multi-convex programming

    Python 43 7

Repositories

Showing 10 of 105 repositories
  • cvxstatarb Public
    cvxgrp/cvxstatarb’s past year of commit activity
    Jupyter Notebook 16 8 5 5 Updated Jul 22, 2024
  • cvxbson Public

    dealing with json and bson files

    cvxgrp/cvxbson’s past year of commit activity
    Python 2 Apache-2.0 0 2 4 Updated Jul 22, 2024
  • cvxportfolio Public

    Portfolio optimization and back-testing.

    cvxgrp/cvxportfolio’s past year of commit activity
    Python 925 Apache-2.0 243 27 (2 issues need help) 1 Updated Jul 22, 2024
  • cvxmarkowitz Public
    cvxgrp/cvxmarkowitz’s past year of commit activity
    Jupyter Notebook 17 Apache-2.0 2 11 2 Updated Jul 22, 2024
  • cvxrisk Public

    Compile risk with cvxpy

    cvxgrp/cvxrisk’s past year of commit activity
    Jupyter Notebook 7 Apache-2.0 0 2 0 Updated Jul 22, 2024
  • .github Public

    Reusable workflows for cvxgrp

    cvxgrp/.github’s past year of commit activity
    TeX 0 Apache-2.0 0 1 0 Updated Jul 22, 2024
  • cov_pred_finance Public
    cvxgrp/cov_pred_finance’s past year of commit activity
    Jupyter Notebook 50 Apache-2.0 6 9 1 Updated Jul 22, 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 15 Apache-2.0 2 3 1 Updated Jul 22, 2024
  • simulator Public template

    Tool to support backtests

    cvxgrp/simulator’s past year of commit activity
    Jupyter Notebook 34 Apache-2.0 3 7 0 Updated Jul 22, 2024
  • boilerplate Public

    We use this repo to automate and avoid boilerplate issue

    cvxgrp/boilerplate’s past year of commit activity
    Python 1 Apache-2.0 0 0 0 Updated Jul 22, 2024
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