Stanford University Convex Optimization Group

cvx_short_course Public
Materials for a short course on convex optimization.

Jupyter Notebook 224 89 1 3 Updated Jul 6, 2022
cvxportfolio Public
Portfolio optimization and simulation in Python

Python 480 167 26 4 Updated Jul 6, 2022
signal-decomposition Public
A simple and general framework for signal decomposition

Jupyter Notebook 17 BSD-3-Clause 1 0 0 Updated Jul 5, 2022
qss Public
QSS: Quadratic-Separable Solver

Python 1 Apache-2.0 0 15 0 Updated Jun 30, 2022
torch_linops Public

Python 2 0 0 0 Updated Jun 27, 2022
ncvx Public

Python 58 GPL-3.0 15 5 1 Updated May 26, 2022
exp_util_gm_portfolio_opt Public
Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.

Python 3 1 0 0 Updated May 12, 2022
pymde Public
Minimum-distortion embedding with PyTorch

Python 422 Apache-2.0 24 16 1 Updated May 1, 2022
scs Public
Splitting Conic Solver

C 410 MIT 124 29 0 Updated Apr 20, 2022
cvxgrp.github.io Public

HTML 0 0 0 0 Updated Mar 23, 2022

Pinned