@cvxgrp

Stanford University Convex Optimization Group

  • Portfolio optimization and simulation in Python

    Python 83 40 Updated Jul 14, 2018
  • A Python-embedded modeling language for convex optimization problems.

    C++ 1,262 387 3 issues need help Updated Jul 12, 2018
  • A CVXPY extension for convex-concave programming

    Python 32 7 Updated Jul 10, 2018
  • Materials for a short course on convex optimization.

    Jupyter Notebook 63 41 Updated Jun 21, 2018
  • C++ 26 20 Updated Jun 13, 2018
  • Anaconda recipes for cvxgrp python packages

    Shell 2 Updated May 16, 2018
  • Python 42 13 Updated May 7, 2018
  • Greedy Gaussian Segmentation

    Python 20 10 Updated Apr 26, 2018
  • Python 22 4 GPL-3.0 Updated Apr 24, 2018
  • C package that solves convex cone problems via operator splitting

    C 186 67 MIT Updated Apr 8, 2018
  • A CVXPY extension for handling nonconvex QCQP via Suggest-and-Improve framework

    Python 37 6 MIT Updated Apr 7, 2018
  • Python 1 1 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 11 Updated Aug 19, 2017
  • A flexible framework for managing the energy produced and consumed by a network of devices.

    Jupyter Notebook 1 Updated Jun 13, 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 3 1 MIT Updated Mar 12, 2017
  • A CVXPY extension for multi-convex programming

    Python 13 1 Updated Feb 20, 2017
  • Python 2 Updated Nov 10, 2016
  • Subgradient calculator for Python

    Python 3 3 Updated Jun 17, 2016
  • ADMM for Mixed-Integer Quadratic Programming

    C 11 5 Updated Apr 12, 2016
  • Code and examples for the project on risk-constrained Kelly gambling

    Jupyter Notebook 5 4 Updated Mar 29, 2016
  • A Python tool to analyze joint distributions of boolean random variables

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

    C 3 1 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 23, 2015
  • This is the repository for the l1_ls, a simple Matlab solver for l1-regularized least squares problems.

    Matlab 7 3 GPL-2.0 Updated Mar 22, 2015
  • A julia package for disciplined convex programming.

    1 Updated Jan 12, 2015
  • Solvers for sigmoidal programming problems

    Python 5 3 Updated Nov 9, 2014
  • Primal-Dual Operator Splitting Method for Conic Optimization

    C 12 4 Updated Nov 1, 2014
  • C package that solves convex cone problems via operator splitting (DEPRECATED, new project https://github.com/cvxgrp/scs)

    C 1 1 Updated Jan 21, 2014