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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 166

  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 539 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 45 7

  6. cvxpygen cvxpygen Public

    Code generation with CVXPY

    Python 135 18

Repositories

Showing 10 of 114 repositories
  • cvxportfolio Public

    Portfolio optimization and back-testing.

    cvxgrp/cvxportfolio’s past year of commit activity
    Python 1,032 GPL-3.0 260 26 (1 issue needs help) 3 Updated Feb 10, 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 5 3 0 Updated Feb 10, 2025
  • cvxbook_additional_exercises Public

    Additional exercises and data for EE364a. No solutions; for public consumption.

    cvxgrp/cvxbook_additional_exercises’s past year of commit activity
    Julia 636 169 0 0 Updated Feb 9, 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 8, 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 8, 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 8, 2025
  • cvxball Public template

    Fast computation of the smallest enclosing sphere

    cvxgrp/cvxball’s past year of commit activity
    Jupyter Notebook 5 MIT 0 2 0 Updated Feb 8, 2025
  • simulator Public template

    Tool to support backtests

    cvxgrp/simulator’s past year of commit activity
    Python 43 Apache-2.0 2 10 0 Updated Feb 8, 2025
  • CuClarabel Public
    cvxgrp/CuClarabel’s past year of commit activity
    Julia 15 Apache-2.0 1 1 12 Updated Feb 7, 2025
  • .github Public

    Reusable workflows for cvxgrp

    cvxgrp/.github’s past year of commit activity
    Makefile 1 Apache-2.0 0 1 0 Updated Feb 7, 2025
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