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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 173

  2. cvx_short_course cvx_short_course Public

    Materials for a short course on convex optimization.

    Jupyter Notebook 343 114

  3. pymde pymde Public

    Minimum-distortion embedding with PyTorch

    Python 546 26

  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 144 19

Repositories

Showing 10 of 118 repositories
  • simulator Public template

    Tool to support backtests

    cvxgrp/simulator’s past year of commit activity
    Python 43 Apache-2.0 2 11 0 Updated May 4, 2025
  • cvxpygen Public

    Code generation with CVXPY

    cvxgrp/cvxpygen’s past year of commit activity
    Python 144 Apache-2.0 19 8 2 Updated May 3, 2025
  • cvxportfolio Public

    Portfolio optimization and back-testing.

    cvxgrp/cvxportfolio’s past year of commit activity
    Python 1,074 GPL-3.0 268 25 (1 issue needs help) 2 Updated May 2, 2025
  • boilerplate Public

    We use this repo to automate and avoid boilerplate issue

    cvxgrp/boilerplate’s past year of commit activity
    Python 1 Apache-2.0 0 1 0 Updated May 2, 2025
  • cov_pred_finance Public
    cvxgrp/cov_pred_finance’s past year of commit activity
    Jupyter Notebook 63 Apache-2.0 10 14 3 Updated May 1, 2025
  • cvxstatarb Public
    cvxgrp/cvxstatarb’s past year of commit activity
    Jupyter Notebook 26 13 8 0 Updated Apr 30, 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 27 Apache-2.0 7 3 0 Updated Apr 29, 2025
  • aging_aware_battery_control Public

    This repository contains data and notebooks for the paper ``Aging-Aware Battery Control via Convex Optimization".

    cvxgrp/aging_aware_battery_control’s past year of commit activity
    Jupyter Notebook 0 0 0 0 Updated Apr 28, 2025
  • pymde Public

    Minimum-distortion embedding with PyTorch

    cvxgrp/pymde’s past year of commit activity
    Python 546 Apache-2.0 26 26 1 Updated Apr 28, 2025
  • CuClarabel Public
    cvxgrp/CuClarabel’s past year of commit activity
    Julia 26 Apache-2.0 4 1 14 Updated Apr 26, 2025
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