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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 334 115

  3. pymde pymde Public

    Minimum-distortion embedding with PyTorch

    Python 540 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 132 17

Repositories

Showing 10 of 111 repositories
  • dsp Public

    A CVXPY extension for saddle problems

    cvxgrp/dsp’s past year of commit activity
    Python 25 Apache-2.0 3 2 1 Updated Jan 6, 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 4 3 0 Updated Jan 6, 2025
  • crypto_portfolio Public
    cvxgrp/crypto_portfolio’s past year of commit activity
    Jupyter Notebook 3 Apache-2.0 2 0 5 Updated Jan 6, 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 5, 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 0 0 Updated Jan 5, 2025
  • cvxcli Public

    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 5, 2025
  • simulator Public template

    Tool to support backtests

    cvxgrp/simulator’s past year of commit activity
    Python 40 Apache-2.0 2 9 0 Updated Jan 5, 2025
  • .github Public

    Reusable workflows for cvxgrp

    cvxgrp/.github’s past year of commit activity
    0 Apache-2.0 0 0 0 Updated Jan 5, 2025
  • cvxmarkowitz Public
    cvxgrp/cvxmarkowitz’s past year of commit activity
    Python 24 Apache-2.0 2 12 2 Updated Jan 5, 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 5, 2025
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