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@cvxgrp

Stanford University Convex Optimization Group

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  1. cvxpylayers cvxpylayers Public

    Differentiable convex optimization layers

    Python 1.9k 163

  2. cvx_short_course cvx_short_course Public

    Materials for a short course on convex optimization.

    Jupyter Notebook 335 115

  3. pymde pymde Public

    Minimum-distortion embedding with PyTorch

    Python 538 27

  4. dsp dsp Public

    A CVXPY extension for saddle problems

    Python 25 3

  5. dmcp dmcp Public

    A CVXPY extension for multi-convex programming

    Python 45 7

  6. cvxpygen cvxpygen Public

    Code generation with CVXPY

    Python 133 17

Repositories

Showing 10 of 114 repositories
  • cvxball Public

    Fast computation of the smallest enclosing sphere

    cvxgrp/cvxball’s past year of commit activity
    Python 0 MIT 0 0 0 Updated Jan 15, 2025
  • cradle Public

    Simple command line interface to create repos based on templates

    cvxgrp/cradle’s past year of commit activity
    Python 1 Apache-2.0 0 2 (1 issue needs help) 0 Updated Jan 15, 2025
  • n-queens Public
    cvxgrp/n-queens’s past year of commit activity
    Python 2 0 0 0 Updated Jan 14, 2025
  • cvxportfolio Public

    Portfolio optimization and back-testing.

    cvxgrp/cvxportfolio’s past year of commit activity
    Python 1,014 GPL-3.0 259 27 (1 issue needs help) 3 Updated Jan 14, 2025
  • simulator Public template

    Tool to support backtests

    cvxgrp/simulator’s past year of commit activity
    Python 41 Apache-2.0 2 9 0 Updated Jan 14, 2025
  • cov_pred_finance Public
    cvxgrp/cov_pred_finance’s past year of commit activity
    Jupyter Notebook 63 Apache-2.0 7 11 2 Updated Jan 14, 2025
  • cvxmarkowitz Public
    cvxgrp/cvxmarkowitz’s past year of commit activity
    Python 24 Apache-2.0 2 12 2 Updated Jan 14, 2025
  • cvxrisk Public

    Compile risk with cvxpy

    cvxgrp/cvxrisk’s past year of commit activity
    Python 11 Apache-2.0 1 1 0 Updated Jan 14, 2025
  • cvxcli Public template

    Example cli using fire, uv and uvx

    cvxgrp/cvxcli’s past year of commit activity
    Python 2 Apache-2.0 0 2 0 Updated Jan 14, 2025
  • cvxcla Public

    critical line algorithm for efficient frontier

    cvxgrp/cvxcla’s past year of commit activity
    Python 7 Apache-2.0 1 6 0 Updated Jan 14, 2025
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