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@cvxgrp

Stanford University Convex Optimization Group

Pinned

  1. cvxpylayers Public

    Differentiable convex optimization layers

    Python 1.4k 120

  2. scs Public

    Splitting Conic Solver

    C 430 127

  3. cvxportfolio Public

    Portfolio optimization and simulation in Python

    Python 500 175

  4. cvx_short_course Public

    Materials for a short course on convex optimization.

    Jupyter Notebook 242 96

  5. CVXR Public

    An R modeling language for convex optimization problems.

    R 173 29

  6. pymde Public

    Minimum-distortion embedding with PyTorch

    Python 447 24

Repositories

  • SURE-CR Public

    Tractable evaluation of Stein's Unbiased Risk Estimator on convexly regularized estimators

    Python 0 Apache-2.0 0 0 0 Updated Nov 15, 2022
  • diffcp Public

    Differentiation through cone programs

    Python 61 Apache-2.0 15 8 2 Updated Nov 14, 2022
  • cocp Public

    Source code for the examples accompanying the paper "Learning convex optimization control policies."

    Jupyter Notebook 61 Apache-2.0 12 2 0 Updated Nov 14, 2022
  • WaveOperators.jl Public

    Building matrices in physics is hard; that's why this package exists.

    Julia 2 MIT 0 0 0 Updated Nov 14, 2022
  • scs Public

    Splitting Conic Solver

    C 430 MIT 127 31 0 Updated Nov 9, 2022
  • torch_linops Public

    A library to define abstract linear operators, and associated algebra and matrix-free algorithms, that works with pyTorch Tensors.

    Python 2 Apache-2.0 0 0 0 Updated Oct 30, 2022
  • CVXR Public

    An R modeling language for convex optimization problems.

    R 173 Apache-2.0 29 18 1 Updated Oct 30, 2022
  • OSBDO Public

    Oracle-Structured Bundle Distributed Optimization (OSBDO)

    Python 4 Apache-2.0 1 0 0 Updated Oct 25, 2022
  • cvxpylayers Public

    Differentiable convex optimization layers

    Python 1,386 Apache-2.0 120 34 (2 issues need help) 4 Updated Oct 17, 2022
  • signal-decomposition Public

    A simple and general framework for signal decomposition

    Jupyter Notebook 18 BSD-3-Clause 1 0 1 Updated Oct 4, 2022
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