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@cvxgrp

Stanford University Convex Optimization Group

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  1. cvxpylayers Public

    Differentiable convex optimization layers

    Python 1.9k 167

  2. cvx_short_course Public

    Materials for a short course on convex optimization.

    Jupyter Notebook 338 115

  3. pymde Public

    Minimum-distortion embedding with PyTorch

    Python 540 27

  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 136 18

Repositories

Showing 10 of 115 repositories
  • cvxball Public template

    Fast computation of the smallest enclosing sphere

    Python 6 MIT 1 5 1 Updated Feb 24, 2025
  • scs Public

    Splitting Conic Solver

    C 565 MIT 138 42 4 Updated Feb 24, 2025
  • spcqe Public

    Smooth periodic consistent quantile estimation

    Jupyter Notebook 8 BSD-2-Clause 2 2 (1 issue needs help) 0 Updated Feb 24, 2025
  • cvxportfolio Public

    Portfolio optimization and back-testing.

    Python 1,039 GPL-3.0 261 27 (1 issue needs help) 2 Updated Feb 24, 2025
  • cvxrisk Public

    Compile risk with cvxpy

    Python 13 Apache-2.0 1 2 1 Updated Feb 24, 2025
  • cvxcla Public

    critical line algorithm for efficient frontier

    Python 7 Apache-2.0 1 6 1 Updated Feb 24, 2025
  • .github Public

    Reusable workflows for cvxgrp

    Makefile 1 Apache-2.0 0 1 0 Updated Feb 24, 2025
  • cvxbson Public

    dealing with json and bson files

    Python 2 Apache-2.0 0 3 1 Updated Feb 24, 2025
  • cvx_short_course Public

    Materials for a short course on convex optimization.

    Jupyter Notebook 338 Apache-2.0 115 5 3 Updated Feb 24, 2025
  • simulator Public template

    Tool to support backtests

    Python 43 Apache-2.0 2 11 0 Updated Feb 24, 2025

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