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@cvxgrp

Stanford University Convex Optimization Group

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  1. cvx_short_course Public

    Materials for a short course on convex optimization.

    Jupyter Notebook 345 116

  2. pymde Public

    Minimum-distortion embedding with PyTorch

    Python 556 26

  3. dsp Public

    A CVXPY extension for saddle problems

    Python 26 4

  4. dmcp Public

    A CVXPY extension for multi-convex programming

    Python 46 8

  5. cvxpygen Public

    Code generation with CVXPY

    Python 157 22

Repositories

Showing 10 of 120 repositories
  • cvxportfolio Public

    Portfolio optimization and back-testing.

    Python 1,091 GPL-3.0 271 25 (1 issue needs help) 2 Updated Jul 14, 2025
  • markowitz-reference Public

    This repository contains a reference implementation of the Markowitz portfolio optimization problem discussed in the paper Markowitz Portfolio Construction at Seventy.

    Python 31 Apache-2.0 7 3 0 Updated Jul 14, 2025
  • cvxcla Public

    critical line algorithm for efficient frontier

    Python 16 Apache-2.0 2 9 0 Updated Jul 14, 2025
  • cvxpygen Public

    Code generation with CVXPY

    Python 157 Apache-2.0 22 10 4 Updated Jul 11, 2025
  • cvxpy-ipopt Public Forked from cvxpy/cvxpy

    IPOPT port of Python-embedded modeling language for optimization problems.

    C++ 1 Apache-2.0 1,117 0 1 Updated Jul 11, 2025
  • cvxball Public template

    Fast computation of the smallest enclosing sphere

    Python 9 MIT 1 5 0 Updated Jul 10, 2025
  • scs Public

    Splitting Conic Solver

    C 578 MIT 139 42 2 Updated Jul 8, 2025
  • cvxrisk Public
    Python 15 Apache-2.0 2 3 0 Updated Jul 5, 2025
  • pymde Public

    Minimum-distortion embedding with PyTorch

    Python 556 Apache-2.0 26 26 1 Updated Jul 1, 2025
  • dsp Public

    A CVXPY extension for saddle problems

    Python 26 Apache-2.0 4 3 2 Updated Jul 1, 2025
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