Stanford University Convex Optimization Group

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119 repositories

CuClarabel
Public
Julia
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Apache License 2.0
•4•28•1•14•Updated Jun 4, 2025Jun 4, 2025
cvxportfolio
Public
Portfolio optimization and back-testing.
python finance time-series optimization optimizer portfolio-optimization optimization-methods optimization-algorithms convex-optimization
Python
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GNU General Public License v3.0
•270•1.1k•26•2•Updated Jun 4, 2025Jun 4, 2025
lpcf
Public
Learning parametric convex functions
Python
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Apache License 2.0
•0•0•0•0•Updated Jun 4, 2025Jun 4, 2025
cvxrisk
Public
Compile risk with cvxpy
Python
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Apache License 2.0
•1•13•2•1•Updated Jun 3, 2025Jun 3, 2025
cvxbson
Public
dealing with json and bson files
Python
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Apache License 2.0
•0•2•3•0•Updated Jun 3, 2025Jun 3, 2025
cvxball
Public template
Fast computation of the smallest enclosing sphere
Python
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MIT License
•1•9•5•0•Updated Jun 3, 2025Jun 3, 2025
.github
Public
Reusable workflows for cvxgrp
testing docker devops automation latex ci-cd gitops github-actions
Python
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Apache License 2.0
•0•3•1•0•Updated Jun 3, 2025Jun 3, 2025
cvxcla
Public
critical line algorithm for efficient frontier
Python
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Apache License 2.0
•1•13•8•1•Updated Jun 3, 2025Jun 3, 2025
simulator
Public template
Tool to support backtests
Python
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Apache License 2.0
•2•44•12•0•Updated Jun 3, 2025Jun 3, 2025
cvqp
Public
CVQP: An operator splitting method for large-scale CVaR-constrained quadratic programs
Python
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Apache License 2.0
•0•5•0•0•Updated Jun 3, 2025Jun 3, 2025
scs
Public
Splitting Conic Solver
optimization solver linear-programming numerical-optimization semidefinite-programming optimization-algorithms quadratic-programming convex-optimization first-order-methods cone-programming
C
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MIT License
•138•569•44•4•Updated Jun 2, 2025Jun 2, 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
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Apache License 2.0
•7•28•3•0•Updated Jun 2, 2025Jun 2, 2025
cvxpylayers
Public
Differentiable convex optimization layers
Python
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Apache License 2.0
•173•1.9k•50•6•Updated Jun 1, 2025Jun 1, 2025
cvxpygen
Public
Code generation with CVXPY
Python
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Apache License 2.0
•20•147•9•2•Updated May 30, 2025May 30, 2025
cvxbook_additional_exercises
Public
Additional exercises and data for EE364a. No solutions; for public consumption.
Julia
•184•708•0•0•Updated May 28, 2025May 28, 2025
cvx_short_course
Public
Materials for a short course on convex optimization.
Jupyter Notebook
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Apache License 2.0
•115•343•8•5•Updated May 25, 2025May 25, 2025
cvxcli
Public template
Example cli using fire, uv and uvx
cli command-line-tool uv uvx
Python
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Apache License 2.0
•0•2•2•0•Updated May 24, 2025May 24, 2025
cvxmarkowitz
Public
Python
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Apache License 2.0
•4•26•12•3•Updated May 24, 2025May 24, 2025
boilerplate
Public
We use this repo to automate and avoid boilerplate issue
Python
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Apache License 2.0
•0•1•1•0•Updated May 24, 2025May 24, 2025
cov_pred_finance
Public
Jupyter Notebook
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Apache License 2.0
•9•65•14•3•Updated May 21, 2025May 21, 2025
cvxstatarb
Public
Jupyter Notebook
•13•27•8•0•Updated May 21, 2025May 21, 2025
cvx_ccv_slides
Public
Convex-Convex Lecture Slides and Code
Python
•1•9•0•0•Updated May 8, 2025May 8, 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•1•0•0•Updated May 5, 2025May 5, 2025
pymde
Public
Minimum-distortion embedding with PyTorch
visualization machine-learning gpu cuda pytorch dimensionality-reduction embedding graph-embedding feature-vectors
Python
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Apache License 2.0
•26•548•26•1•Updated Apr 28, 2025Apr 28, 2025
randalo
Public
Python
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MIT License
•0•4•0•0•Updated Apr 17, 2025Apr 17, 2025
retirement
Public
Jupyter Notebook
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Apache License 2.0
•0•0•0•5•Updated Mar 29, 2025Mar 29, 2025
pdmcf
Public
Python
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MIT License
•0•1•0•0•Updated Mar 26, 2025Mar 26, 2025
smooth_multiperiodic_forecasting_experiments
Public
Notebook accompanying numerical results section of the paper "Interpretable Net Load Forecasting Using Smooth Multiperiodic Features".
Jupyter Notebook
•1•3•1•0•Updated Mar 21, 2025Mar 21, 2025
mra_precovery
Public
Multiple-response agents
Jupyter Notebook
•0•0•0•0•Updated Mar 18, 2025Mar 18, 2025
spcqe
Public
Smooth periodic consistent quantile estimation
Jupyter Notebook
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BSD 2-Clause "Simplified" License
•2•8•2•0•Updated Mar 14, 2025Mar 14, 2025