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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 164

  2. cvx_short_course cvx_short_course Public

    Materials for a short course on convex optimization.

    Jupyter Notebook 336 115

  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 113 repositories
  • .github Public

    Reusable workflows for cvxgrp

    cvxgrp/.github’s past year of commit activity
    0 Apache-2.0 0 0 0 Updated Jan 26, 2025
  • cvxportfolio Public

    Portfolio optimization and back-testing.

    cvxgrp/cvxportfolio’s past year of commit activity
    Python 1,022 GPL-3.0 260 28 (1 issue needs help) 3 Updated Jan 24, 2025
  • cvxcli Public template

    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 24, 2025
  • cvxcla Public

    critical line algorithm for efficient frontier

    cvxgrp/cvxcla’s past year of commit activity
    Python 7 Apache-2.0 1 5 0 Updated Jan 24, 2025
  • cvxrisk Public

    Compile risk with cvxpy

    cvxgrp/cvxrisk’s past year of commit activity
    Python 12 Apache-2.0 1 1 0 Updated Jan 24, 2025
  • cvxmarkowitz Public
    cvxgrp/cvxmarkowitz’s past year of commit activity
    Python 26 Apache-2.0 2 12 2 Updated Jan 24, 2025
  • simulator Public template

    Tool to support backtests

    cvxgrp/simulator’s past year of commit activity
    Python 43 Apache-2.0 2 9 0 Updated Jan 24, 2025
  • cvxbson Public

    dealing with json and bson files

    cvxgrp/cvxbson’s past year of commit activity
    Python 2 Apache-2.0 0 2 0 Updated Jan 24, 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 24, 2025
  • spcqe Public

    Smooth periodic consistent quantile estimation

    cvxgrp/spcqe’s past year of commit activity
    Jupyter Notebook 8 BSD-2-Clause 2 2 (1 issue needs help) 0 Updated Jan 23, 2025
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