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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 167

  2. cvx_short_course cvx_short_course Public

    Materials for a short course on convex optimization.

    Jupyter Notebook 338 115

  3. pymde pymde Public

    Minimum-distortion embedding with PyTorch

    Python 540 27

  4. dsp dsp Public

    A CVXPY extension for saddle problems

    Python 26 3

  5. dmcp dmcp Public

    A CVXPY extension for multi-convex programming

    Python 46 8

  6. cvxpygen cvxpygen Public

    Code generation with CVXPY

    Python 136 18

Repositories

Showing 10 of 115 repositories
  • .github Public

    Reusable workflows for cvxgrp

    cvxgrp/.github’s past year of commit activity
    Makefile 1 Apache-2.0 0 1 0 Updated Feb 24, 2025
  • cvxball Public template

    Fast computation of the smallest enclosing sphere

    cvxgrp/cvxball’s past year of commit activity
    Python 6 MIT 1 5 1 Updated Feb 24, 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.

    cvxgrp/markowitz-reference’s past year of commit activity
    Python 23 Apache-2.0 6 3 1 Updated Feb 24, 2025
  • cvxpygen Public

    Code generation with CVXPY

    cvxgrp/cvxpygen’s past year of commit activity
    Python 136 Apache-2.0 18 8 2 Updated Feb 22, 2025
  • simulator Public template

    Tool to support backtests

    cvxgrp/simulator’s past year of commit activity
    Python 43 Apache-2.0 2 11 0 Updated Feb 22, 2025
  • cvxrisk Public

    Compile risk with cvxpy

    cvxgrp/cvxrisk’s past year of commit activity
    Python 13 Apache-2.0 1 2 0 Updated Feb 22, 2025
  • cvxbson Public

    dealing with json and bson files

    cvxgrp/cvxbson’s past year of commit activity
    Python 2 Apache-2.0 0 3 0 Updated Feb 22, 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 Feb 22, 2025
  • CuClarabel Public
    cvxgrp/CuClarabel’s past year of commit activity
    Julia 16 Apache-2.0 1 2 12 Updated Feb 22, 2025
  • spcqe Public

    Smooth periodic consistent quantile estimation

    cvxgrp/spcqe’s past year of commit activity
    Jupyter Notebook 8 BSD-2-Clause 2 2 (1 issue needs help) 1 Updated Feb 22, 2025
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