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@cvxgrp

Stanford University Convex Optimization Group

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  1. cvxpylayers Public

    Differentiable convex optimization layers

    Python 1.9k 171

  2. cvx_short_course Public

    Materials for a short course on convex optimization.

    Jupyter Notebook 340 114

  3. pymde Public

    Minimum-distortion embedding with PyTorch

    Python 546 26

  4. dsp Public

    A CVXPY extension for saddle problems

    Python 26 3

  5. dmcp Public

    A CVXPY extension for multi-convex programming

    Python 46 8

  6. cvxpygen Public

    Code generation with CVXPY

    Python 142 19

Repositories

Showing 10 of 117 repositories
  • cvxpygen Public

    Code generation with CVXPY

    Python 142 Apache-2.0 19 8 2 Updated Apr 18, 2025
  • cvqp Public

    CVQP: An operator splitting method for large-scale CVaR-constrained quadratic programs

    Python 2 Apache-2.0 0 0 0 Updated Apr 18, 2025
  • randalo Public
    Python 4 MIT 0 0 0 Updated Apr 17, 2025
  • cvxportfolio Public

    Portfolio optimization and back-testing.

    Python 1,068 GPL-3.0 266 28 (1 issue needs help) 2 Updated Apr 17, 2025
  • cvxstatarb Public
    Jupyter Notebook 25 12 7 0 Updated Apr 16, 2025
  • simulator Public template

    Tool to support backtests

    Python 43 Apache-2.0 2 11 0 Updated Apr 16, 2025
  • CuClarabel Public
    Julia 25 Apache-2.0 3 1 14 Updated Apr 15, 2025
  • scs Public

    Splitting Conic Solver

    C 569 MIT 138 43 3 Updated Apr 15, 2025
  • cvxrisk Public

    Compile risk with cvxpy

    Python 13 Apache-2.0 1 2 0 Updated Apr 14, 2025
  • cvxcla Public

    critical line algorithm for efficient frontier

    Python 8 Apache-2.0 1 6 0 Updated Apr 14, 2025
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