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@cvxgrp

Stanford University Convex Optimization Group

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  1. cvxpylayers Public

    Differentiable convex optimization layers

    Python 1.9k 173

  2. cvx_short_course Public

    Materials for a short course on convex optimization.

    Jupyter Notebook 343 114

  3. pymde Public

    Minimum-distortion embedding with PyTorch

    Python 547 26

  4. dsp Public

    A CVXPY extension for saddle problems

    Python 26 3

  5. dmcp Public

    A CVXPY extension for multi-convex programming

    Python 46 8

  6. cvxpygen Public

    Code generation with CVXPY

    Python 144 19

Repositories

Showing 10 of 118 repositories
  • boilerplate Public

    We use this repo to automate and avoid boilerplate issue

    Python 1 Apache-2.0 0 1 1 Updated May 9, 2025
  • cvxportfolio Public

    Portfolio optimization and back-testing.

    Python 1,075 GPL-3.0 267 25 (1 issue needs help) 2 Updated May 8, 2025
  • cvx_ccv_slides Public

    Convex-Convex Lecture Slides and Code

    Python 8 1 0 0 Updated May 8, 2025
  • cvxstatarb Public
    Jupyter Notebook 26 13 8 0 Updated May 7, 2025
  • aging_aware_battery_control Public

    This repository contains data and notebooks for the paper ``Aging-Aware Battery Control via Convex Optimization".

    Jupyter Notebook 1 0 0 0 Updated May 5, 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.

    Python 27 Apache-2.0 7 3 0 Updated May 5, 2025
  • simulator Public template

    Tool to support backtests

    Python 43 Apache-2.0 2 11 0 Updated May 4, 2025
  • cvxpygen Public

    Code generation with CVXPY

    Python 144 Apache-2.0 19 8 2 Updated May 3, 2025
  • cov_pred_finance Public
    Jupyter Notebook 64 Apache-2.0 10 14 3 Updated May 1, 2025
  • pymde Public

    Minimum-distortion embedding with PyTorch

    Python 547 Apache-2.0 26 26 1 Updated Apr 28, 2025
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