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Portfolio optimization and simulation in Python
A Python-embedded modeling language for convex optimization problems.
A CVXPY extension for convex-concave programming
Materials for a short course on convex optimization.
Anaconda recipes for cvxgrp python packages
Greedy Gaussian Segmentation
C package that solves convex cone problems via operator splitting
A CVXPY extension for handling nonconvex QCQP via Suggest-and-Improve framework
Docker image containing CVXPY and other cvxgrp libraries
A Python parser for generating Python/C/Matlab solver interfaces
A flexible framework for managing the energy produced and consumed by a network of devices.
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
A CVXPY extension for multi-convex programming
Subgradient calculator for Python
ADMM for Mixed-Integer Quadratic Programming
Code and examples for the project on risk-constrained Kelly gambling
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.
A julia package for disciplined convex programming.
Solvers for sigmoidal programming problems
Primal-Dual Operator Splitting Method for Conic Optimization
C package that solves convex cone problems via operator splitting (DEPRECATED, new project https://github.com/cvxgrp/scs)