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@ipo-lab

IPO Lab

Decision optimization and machine learning research group.

Popular repositories

  1. lqp_py lqp_py Public

    Batch QP solver with ADMM.

    Python 8 1

  2. scqpth scqpth Public

    Differentiable ADMM splitting method for convex quadratic programming in pytorch

    Python 2

  3. drrp_w drrp_w Public

    Distributionally Robust Risk Parity using the Wasserstein Distance

    Jupyter Notebook 1

  4. dboost_py dboost_py Public

    Decision boosting for convex cone predict and optimize problems

    Python

  5. ipo-lab.github.io ipo-lab.github.io Public

    Decision optimization and machine learning research group.

  6. rpth rpth Public

    Risk parity batch solver with Pytorch

    Python

Repositories

Showing 10 of 11 repositories
  • lqp_py Public

    Batch QP solver with ADMM.

    Python 8 Apache-2.0 1 0 0 Updated Apr 25, 2024
  • ipo_mvo Public

    IPO MVO paper simulation experiments

    Python 0 Apache-2.0 0 0 0 Updated Mar 17, 2024
  • ipo_risk Public

    Risk based IPO

    Python 0 Apache-2.0 0 0 0 Updated Jan 23, 2024
  • scqp_bench Public

    Benchmarks for scqp solver

    Python 0 Apache-2.0 0 0 0 Updated Jan 23, 2024
  • scqpth_bench Public

    Benchmarks for scqpth solver

    Python 0 Apache-2.0 0 0 0 Updated Jan 23, 2024
  • dboost_py Public

    Decision boosting for convex cone predict and optimize problems

    Python 0 Apache-2.0 0 0 0 Updated Jan 23, 2024
  • drrp_w Public

    Distributionally Robust Risk Parity using the Wasserstein Distance

    Jupyter Notebook 1 0 0 0 Updated Jan 20, 2024
  • scqpth Public

    Differentiable ADMM splitting method for convex quadratic programming in pytorch

    Python 2 Apache-2.0 0 0 0 Updated Aug 17, 2023
  • scqp Public

    ADMM splitting method for convex quadratic programming

    Python 0 Apache-2.0 0 0 0 Updated Aug 17, 2023
  • rpth Public

    Risk parity batch solver with Pytorch

    Python 0 Apache-2.0 0 0 0 Updated Aug 16, 2023
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