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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 172

  2. cvx_short_course cvx_short_course Public

    Materials for a short course on convex optimization.

    Jupyter Notebook 341 114

  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 142 19

Repositories

Showing 10 of 118 repositories
  • 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 25, 2025
  • cvxportfolio Public

    Portfolio optimization and back-testing.

    cvxgrp/cvxportfolio’s past year of commit activity
    Python 1,070 GPL-3.0 267 27 (1 issue needs help) 2 Updated Apr 24, 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 Apr 23, 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 Apr 23, 2025
  • cvxrisk Public

    Compile risk with cvxpy

    cvxgrp/cvxrisk’s past year of commit activity
    Python 13 Apache-2.0 1 2 0 Updated Apr 23, 2025
  • cov_pred_finance Public
    cvxgrp/cov_pred_finance’s past year of commit activity
    Jupyter Notebook 63 Apache-2.0 9 14 3 Updated Apr 23, 2025
  • cvxball Public template

    Fast computation of the smallest enclosing sphere

    cvxgrp/cvxball’s past year of commit activity
    Python 9 MIT 1 5 0 Updated Apr 23, 2025
  • cvxstatarb Public
    cvxgrp/cvxstatarb’s past year of commit activity
    Jupyter Notebook 25 12 8 0 Updated Apr 23, 2025
  • cvxcla Public

    critical line algorithm for efficient frontier

    cvxgrp/cvxcla’s past year of commit activity
    Python 8 Apache-2.0 1 6 0 Updated Apr 23, 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 25 Apache-2.0 7 3 0 Updated Apr 21, 2025
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