Projects in Awesome Lists tagged with convex-optimization
A curated list of projects in awesome lists tagged with convex-optimization .
https://github.com/cvxpy/cvxpy
A Python-embedded modeling language for convex optimization problems.
convex-optimization cvxpy mathematical-optimization modeling-language numerical-optimization optimization optimization-modeling python
Last synced: 27 Aug 2025
https://github.com/dcajasn/riskfolio-lib
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
asset-allocation convex-optimization cvar-optimization cvxpy drawdown-model duration-matching efficient-frontier finance investment investment-analysis portfolio-management portfolio-optimization principal-components-regression quantitative-finance risk-contribution risk-factors risk-parity sharpe-ratio stepwise-regression trading
Last synced: 12 May 2025
https://github.com/dcajasn/Riskfolio-Lib
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
asset-allocation convex-optimization cvar-optimization cvxpy drawdown-model duration-matching efficient-frontier finance investment investment-analysis portfolio-management portfolio-optimization principal-components-regression quantitative-finance risk-contribution risk-factors risk-parity sharpe-ratio stepwise-regression trading
Last synced: 22 Mar 2025
https://github.com/osqp/osqp
The Operator Splitting QP Solver
control convex-optimization lasso machine-learning model-predictive-control numerical-optimization optimization portfolio-optimization quadratic-programming solver svm
Last synced: 14 May 2025
https://github.com/skfolio/skfolio
Python library for portfolio optimization built on top of scikit-learn
asset-allocation asset-management convex-optimization cvar-optimization cvxpy efficient-frontier hierarchical-clustering machine-learning portfolio portfolio-optimization quantitative-finance quantitative-investment risk-parity scikit-learn trading-strategies
Last synced: 15 Mar 2026
https://github.com/cvxgrp/cvxportfolio
Portfolio optimization and back-testing.
convex-optimization finance optimization optimization-algorithms optimization-methods optimizer portfolio-optimization python time-series
Last synced: 14 May 2025
https://github.com/jankrepl/deepdow
Portfolio optimization with deep learning.
allocation convex-optimization deep-learning finance machine-learning markowitz portfolio-optimization pytorch stock-price-prediction timeseries trading wealth-management
Last synced: 17 Jan 2026
https://github.com/sciml/optimization.jl
Mathematical Optimization in Julia. Local, global, gradient-based and derivative-free. Linear, Quadratic, Convex, Mixed-Integer, and Nonlinear Optimization in one simple, fast, and differentiable interface.
algorithmic-differentiation automatic-differentiation convex-optimization derivative-free-optimization global-optimization hacktoberfest julia local-optimization mixed-integer-programming nonlinear-optimization optimization scientific-machine-learning sciml
Last synced: 01 Apr 2026
https://github.com/SciML/GalacticOptim.jl
Mathematical Optimization in Julia. Local, global, gradient-based and derivative-free. Linear, Quadratic, Convex, Mixed-Integer, and Nonlinear Optimization in one simple, fast, and differentiable interface.
algorithmic-differentiation automatic-differentiation convex-optimization derivative-free-optimization global-optimization hacktoberfest julia local-optimization mixed-integer-programming nonlinear-optimization optimization scientific-machine-learning sciml
Last synced: 23 Mar 2025
https://github.com/SciML/Optimization.jl
Mathematical Optimization in Julia. Local, global, gradient-based and derivative-free. Linear, Quadratic, Convex, Mixed-Integer, and Nonlinear Optimization in one simple, fast, and differentiable interface.
algorithmic-differentiation automatic-differentiation convex-optimization derivative-free-optimization global-optimization hacktoberfest julia local-optimization mixed-integer-programming nonlinear-optimization optimization scientific-machine-learning sciml
Last synced: 04 May 2025
https://github.com/jump-dev/convex.jl
A Julia package for disciplined convex programming
convex-optimization julia solver
Last synced: 16 Dec 2025
https://github.com/cvxgrp/scs
Splitting Conic Solver
cone-programming convex-optimization first-order-methods linear-programming numerical-optimization optimization optimization-algorithms quadratic-programming semidefinite-programming solver
Last synced: 28 Dec 2025
https://github.com/kjunelee/MetaOptNet
Meta-Learning with Differentiable Convex Optimization (CVPR 2019 Oral)
convex-optimization cvpr2019 few-shot few-shot-learning few-shot-recognition image-classification meta-learning metalearning
Last synced: 15 Mar 2025
https://github.com/gbionics/osqp-eigen
Simple Eigen-C++ wrapper for OSQP library
convex-optimization optimization osqp qp quadratic-programming
Last synced: 11 Jan 2026
https://github.com/robotology/osqp-eigen
Simple Eigen-C++ wrapper for OSQP library
convex-optimization optimization osqp qp quadratic-programming
Last synced: 19 Jun 2025
https://github.com/oxfordcontrol/cosmo.jl
COSMO: Accelerated ADMM-based solver for convex conic optimisation problems (LP, QP, SOCP, SDP, ExpCP, PowCP). Automatic chordal decomposition of sparse semidefinite programs.
conic-programs convex-optimization julia-language optimization sdp semidefinite-programming solver
Last synced: 15 May 2025
https://github.com/locuslab/icnn
Input Convex Neural Networks
convex-optimization deep-learning reinforcement-learning research-paper
Last synced: 28 Feb 2026
https://github.com/vita-group/open-l2o
Open-L2O: A Comprehensive and Reproducible Benchmark for Learning to Optimize Algorithms
convex-optimization lasso learning-to-learn learning-to-optimize meta-learning neural-networks nonconvex-optimization
Last synced: 09 Apr 2025
https://github.com/oxfordcontrol/clarabel.rs
Clarabel.rs: Interior-point solver for convex conic optimisation problems in Rust.
conic-optimization conic-programs convex-optimization interior-point-method linear-programming optimization optimization-algorithms quadratic-programming rust-lang semidefinite-programming
Last synced: 09 Apr 2025
https://github.com/tirthajyoti/optimization-python
General optimization (LP, MIP, QP, continuous and discrete optimization etc.) using Python
convex-optimization integer-programming linear-programming mixed-integer-programming optimization quadratic-programming scipy
Last synced: 28 Jun 2025
https://github.com/oxfordcontrol/clarabel.jl
Clarabel.jl: Interior-point solver for convex conic optimisation problems in Julia.
conic-optimization conic-programs convex-optimization interior-point-method julia-language linear-programming optimization optimization-algorithms quadratic-programming semidefinite-programming
Last synced: 16 May 2025
https://github.com/thieu1995/opfunu
A collection of Benchmark functions for numerical optimization problems
benchmark-functions cec-2005 cec-2008 cec-2010 cec-2013 cec-2014 cec-2015 cec-2017 cec-2019 cec-2020 cec-2021 cec-2022 convex-optimization global-optimization multimodal-functions non-convex-optimization soft-computing unconstrained-optimization unimodal-functions
Last synced: 09 Apr 2025
https://github.com/epfl-lts2/pyunlocbox
A Python convex optimization package using proximal splitting methods
convex-optimization proximal-algorithms proximal-operators
Last synced: 09 Aug 2025
https://github.com/MIT-SPARK/CertifiablyRobustPerception
Certifiable Outlier-Robust Geometric Perception
autonomous-driving computer-vision convex-optimization mixed-integer-programming outliers-detection point-cloud-registration robotics robust-estimation semidefinite-programming
Last synced: 20 Mar 2025
https://github.com/mariohsouto/proxsdp.jl
Semidefinite programming optimization solver
conic-programs convex-optimization julia optimization sdp semidefinite-programming solver
Last synced: 19 Feb 2026
https://github.com/raoumer/srrescgan
Code repo for "Deep Generative Adversarial Residual Convolutional Networks for Real-World Super-Resolution" (CVPRW NTIRE2020).
convex-optimization cvpr2020 deep-neural-networks discriminative-learning ntire2020 real-world residual-learning sisr super-resolution
Last synced: 18 Jun 2025
https://github.com/carnotresearch/cr-sparse
Functional models and algorithms for sparse signal processing
basis-pursuit compressive-sensing convex-optimization functional-programming jax l1-regularization lasso linear-operators sparse-bayesian-learning sparse-linear-systems sparse-representations wavelets
Last synced: 19 Aug 2025
https://github.com/lanl/scico
Scientific Computational Imaging COde
admm computational-imaging convex-optimization fista inverse-problems jax optimization plug-and-play-priors proximal-algorithms proximal-operators total-variation
Last synced: 09 Apr 2025
https://github.com/cvxgrp/cocp
Source code for the examples accompanying the paper "Learning convex optimization control policies."
control-systems convex-optimization differentiable-programming learning
Last synced: 13 Apr 2025
https://github.com/sergioragostinho/cvxpnpl
A Perspective-n-Points-and-Lines method.
2d-3d 2d-3d-correspondences 3d 6d 6dof 6dof-pose absolute-pose computer-vision convex convex-optimization lines points pose pose-estimation python python-3 python3 registration
Last synced: 07 Sep 2025
https://github.com/willyfh/uav-trajectory-planning
The first unofficial implementation of a paper with the title of "UAV Trajectory Planning for Data Collection from Time-Constrained IoT Devices" (IEEE Transactions on Wireless Communications 2019)
convex-optimization optimization path-planning resource-allocation trajectory-planning uav
Last synced: 08 Mar 2026
https://github.com/juliafirstorder/structuredoptimization.jl
Structured optimization in Julia
convex-optimization large-scale non-convex non-smooth optimization-algorithms
Last synced: 24 Feb 2025
https://github.com/chaitjo/markowitz-portfolio-optimization
Markowitz portfolio optimization on synthetic and real stocks
convex-optimization cvxpy financial-engineering markowitz portfolio-optimization python stock-market
Last synced: 07 May 2025
https://github.com/platers/songpong
Synchronizing pong to music
constrained-optimization convex-optimization cvxpy music-visualizer pong
Last synced: 21 Aug 2025
https://github.com/stephenbeckr/convex-optimization-class
APPM 5630 at CU Boulder
convex-optimization cu-boulder
Last synced: 12 Feb 2026
https://github.com/oxfordcontrol/bayesian-optimization
Reference implementation of Optimistic Expected Improvement.
bayesian-optimization convex-optimization gaussian-processes machine-learning tensorflow
Last synced: 18 Jul 2025
https://github.com/qoco-org/qoco
Quadratic Objective Conic Optimizer
conic-programming convex-optimization interior-point-method linear-programming optimization quadratic-programming
Last synced: 09 May 2026
https://github.com/epfl-lts2/unlocbox
A Matlab convex optimization toolbox using proximal splitting methods
convex-optimization proximal-algorithms proximal-operators
Last synced: 31 Oct 2025
https://github.com/bodono/scs-python
Python interface for SCS
convex-optimization numerical-optimization
Last synced: 16 May 2025
https://github.com/cvxgrp/cptopt
Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization
convex-optimization cumulative-prospect-theory portfolio-optimization
Last synced: 15 Mar 2026
https://github.com/mstone/depict
depict – share mental models better
complex-systems constraint-layout convex-optimization diagrams drawing free gui mental-models notes notetaking rust wasm
Last synced: 12 Apr 2025
https://github.com/verified-optimization/CvxLean
Convex optimization modeling in Lean 4
convex-optimization formal-verification interactive-theorem-proving lean4
Last synced: 22 Jul 2025
https://github.com/mir-aidj/transition-analysis
Code for "Reverse-Engineering The Transition Regions of Real-World DJ Mixes using Sub-band Analysis with Convex Optimization" NIME 2021
Last synced: 17 Jan 2026
https://github.com/dmalyuta/lcvx
Lossless convexification new results (mixed-integer problems)
control-systems convex-optimization gnc mixed-integer-programming optimal-control optimization spacecraft
Last synced: 12 Apr 2025
https://github.com/rafabench/ac-opf
Final project of Convex Optimization II to solve AC Optimal Power Flow with convex relaxations
convex-optimization julia optimal-power-flow optimization
Last synced: 04 Oct 2025
https://github.com/avoroshilov/physics_playground
Improved version of real-time physics engine that couples FEM-based deformables and rigid body dynamics
collision-detection conjugate-gradient convex-hull-algorithms convex-optimization fem joints minkowski-sum mlcp-solver pgs real-time rigid-bodies soft-bodies solver
Last synced: 08 May 2025
https://github.com/juliafirstorder/separableoptimization.jl
A Julia package that solves Linearly Constrained Separable Optimization Problems using ADMM.
admm admm-algorithm constrained-optimization convex convex-optimization first-order first-order-methods julia julia-language linearly-constrained linearly-separable nonsmooth-optimization optimization piecewise piecewise-quadratic prox proximal-algorithms proximal-operators quadratic separable-optimization
Last synced: 13 Apr 2025
https://github.com/matbesancon/mathoptsetdistances.jl
Distances to sets for MathOptInterface
convex-optimization julia jump mathematical-optimization optimization
Last synced: 26 Jul 2025
https://github.com/wolframresearch/gurobilink
Wolfram Language interface to the Gurobi numerical optimization library
convex convex-optimization gurobi gurobi-library gurobi-optimization gurobi-solver mathematica minimization numerical-methods numerical-modelling numerical-optimization optimization optimization-algorithms optimization-library wolfram-language
Last synced: 26 Jun 2025
https://github.com/atsushisakai/pyoptsamples
Optimization sample codes on Python
convex-optimization optimization python
Last synced: 05 Mar 2026
https://github.com/lanl-ansi/graphicalmodellearning.jl
Algorithms for Learning Graphical Models
algorithm convex-optimization graphical-models learning sampling
Last synced: 07 Mar 2026
https://github.com/mfalt/firstordersolvers.jl
Large scale convex optimization solvers in julia
convex-optimization julia optimization-algorithms solver
Last synced: 10 Apr 2025
https://github.com/zentrik/tvc
GNC to land a model rocket using TVC and a solid motor.
control-systems convex-optimization ekf lqr rocket-landing simulation tvc
Last synced: 22 Jun 2025
https://github.com/erikerlandson/gibbous
Convex optimization for java and scala, built on Apache Commons Math
commons-math constraint-programming convex-optimization convex-programming java linear-programming optimization optimization-algorithms quadratic-programming scala
Last synced: 22 Apr 2025
https://github.com/juliafirstorder/piecewisequadratics.jl
A Julia package for manipulation of univariate piecewise quadratic functions.
convex convex-hull convex-optimization julia julia-language optimization piecewise piecewise-quadratic prox proximal-operators quadratic
Last synced: 13 Apr 2025
https://github.com/jupiters1117/mico
MICO: Mutual Information and Conic Optimization for feature selection
conic-programs convex-optimization feature-selection machine-learning mutual-information python semidefinite-programming
Last synced: 14 Jan 2026
https://github.com/hermish/cvx-graph-algorithms
Implementations of modern convex optimization-based graph algorithms in Python. Available on the Python Package Index (PyPI).
convex-optimization graph-algorithms maximum-cut python
Last synced: 17 Jun 2025
https://github.com/shailesh1729/tisp
Topics in Signal Processing
convex-optimization first-order-methods proximal-algorithms sparse-representations
Last synced: 04 Jan 2026
https://github.com/dmalyuta/explicit_hybrid_mpc
Approximate Multiparametric Mixed-integer Convex Programming
control-systems convex-optimization high-performance-computing mixed-integer-programming mpi optimization parallel-computing
Last synced: 25 Aug 2025
https://github.com/atraplet/clarabel4j
Clarabel Solver for Java
conic-optimization conic-programs convex-optimization interior-point-method java linear-programming operations-research optimization optimization-algorithms quadratic-programming semidefinite-programming
Last synced: 07 Apr 2026
https://github.com/jorgepz/cablenets
A Python Module For Structural Cable Nets Analysis
convex-optimization structural-engineering
Last synced: 16 Jun 2025
https://github.com/rfsantacruz/cvx-nb
IPython Notebooks of Convex Optimization Problems
convex-optimization cvxpy ipython-notebook optimization python
Last synced: 06 Jul 2025
https://github.com/non-contradiction/convexjlr
Disciplined Convex Programming in R using Convex.jl.
convex convex-optimization dcp optimization r
Last synced: 17 Apr 2025
https://github.com/osqp/osqp-r
R interface for OSQP
admm convex-optimization lasso machine-learning operator-splitting quadratic-programming r
Last synced: 12 Oct 2025
https://github.com/aldma/qpdo
The Quadratic Primal-Dual Optimizer
convex-optimization numerical-optimization optimization quadratic-programming
Last synced: 12 Sep 2025
https://github.com/davidstutz/ipiano
Implementation of the iPiano algorithm for non-convex and non-smooth optimization as described in [1].
convex-optimization image-denoising image-segmentation ipiano
Last synced: 03 Mar 2026
https://github.com/kul-optec/CIAOAlgorithms.jl
Coordinate and Incremental Aggregated Optimization Algorithms
convex-optimization julia machine-learning nonconvex-optimization proximal-algorithms stochastic-optimization
Last synced: 04 May 2025
https://github.com/kul-optec/ciaoalgorithms.jl
Coordinate and Incremental Aggregated Optimization Algorithms
convex-optimization julia machine-learning nonconvex-optimization proximal-algorithms stochastic-optimization
Last synced: 10 Sep 2025
https://github.com/lts5/ussr-ius2017
USSR: An UltraSound Sparse Regularization framework
convex-optimization reproducible-research sparse-regularization ultrasound-imaging
Last synced: 18 Jan 2026
https://github.com/fedemagnani/optimization-solvers
Composable numerical solvers for unconstrained and simple-bounds constrained convex optimization problems in Rust. WASM compatible
bfgs convex-optimization lbfgs optimization optimization-algorithms optimization-methods rust solver spg
Last synced: 13 Aug 2025
https://github.com/dmeoli/optiml
Optimizers for/and sklearn compatible Machine Learning models
artificial-intelligence constrained-optimization convex-optimization deep-neural-networks duality lagrangian-relaxation machine-learning neural-network nonlinear-optimization nonsmooth-optimization numerical-optimization optimization optimization-algorithms optimizers quadratic-programming sklearn-compatible svm unconstrained-optimization
Last synced: 27 May 2026
https://github.com/pylat/adaptive-proximal-algorithms
A Julia package for adaptive proximal gradient and primal-dual algorithms
adaptive-learning-rate convex-optimization linesearch-free-methods machine-learning optimization primal-dual-algorithms proximal-gradient-method
Last synced: 05 Apr 2026
https://github.com/cvxgrp/vgi
Value-gradient iteration for convex stochastic control
approximate-dynamic-programming convex-optimization mpc python
Last synced: 13 Apr 2025
https://github.com/jamesyang007/adelie
A fast and flexible Python package for solving group elastic net problems.
convex-optimization coordinate-descent cpp17 elastic group lasso net python310 python311 python312 python39
Last synced: 13 Apr 2025
https://github.com/xiaohan2012/signed-local-community
Code for paper "Searching for polarization in signed graphs: a local spectral approach" (published at WebConf 2020)
community-detection convex-optimization duality-theory graph-algorithms graph-mining linear-algebra local-community-detection paper polarization political-polarization python research semidefinite-programming signed-graph social-network-analysis spectral-methods webconf
Last synced: 02 Apr 2025
https://github.com/karrlab/conv_opt
Python package for linear and quadratic programming
convex-optimization linear-programming python quadratic-programming
Last synced: 25 Jun 2025
https://github.com/lanl-ansi/katana.jl
A Cutting-Plane Based Solver for Convex NLPs
convex-optimization julia-language linear-programming nonlinear-optimization optimization
Last synced: 28 Apr 2025
https://github.com/hsprcode/linear-matrix-inequalities
Syntax for using YALMIP toolbox for control system design.
convex-optimization linear-matrix-inequalities optimal-control yalmip
Last synced: 18 Aug 2025
https://github.com/girafe-ai/msai-optimization
Optimization course for MSAI at MIPT
convex-optimization gradient-descent lectures newton-method optimization optimization-algorithms slides
Last synced: 05 Mar 2026
https://github.com/rounak-meyur/revs-admm
Distributed approach of scheduling residential EV charging to maintain reliability of power distribution grids.
convex-optimization distributed-optimization distribution-systems electric-vehicles optimization power-systems residential-energy-consumptions
Last synced: 06 Oct 2025
https://github.com/ashwinpn/advanced-python
Python for Machine Learning/AI/DS, Game Theory and Convex Optimization using Python, Managing Docker in Python, Web Scraping / Development in Python using Django and Flask, Functional Programming in Python.
convex-optimization data-science docker flask functional-programming game-theory machine-learning machine-learning-algorithms python web-development web-scraping
Last synced: 13 Apr 2025
https://github.com/giulioromualdi/scs-eigen
Simple Eigen-C++ wrapper for scs library
conic-optimization convex-optimization scs
Last synced: 24 Apr 2025
https://github.com/cvxpy/cvxkerb
Controlling Self-Landing Rockets Using CVXPY
control convex-optimization cvxpy rocket
Last synced: 04 Sep 2025
https://github.com/lucaswychan/federated-edge-ai-for-6g
Fusion of federated leaerning algorithm and reconfigurable intelligent surface from 6G
6g convex-optimization federated-learning oops-in-python pytorch reconfigurable-intelligent-surfaces wireless-communication
Last synced: 07 May 2025
https://github.com/sidazhang/uoft-ece1505-homework
University of Toronto ECE1505 Convex Optimization Homework
Last synced: 28 Oct 2025
https://github.com/mdeff/saga
Mini-batch and distributed SAGA
convex-optimization gradient-descent
Last synced: 09 Mar 2026
https://github.com/predict-epfl/cupiqp
CuPIQP: GPU-accelerated Proximal-Interior-Point-Method QP solver for large-scale and batched QPs
convex-optimization gpu-computing interior-point-method model-predictive-control numerical-optimization optimization quadratic-programming
Last synced: 11 Jun 2026
https://github.com/je-suis-tm/operations-research
Python operations research applications including sudoku solver, tictactoe gaming AI
alpha-beta-pruning binary-integer-programming convex-optimization dynamic-programming integer-linear-programming integer-programming linear-programming matrix-completion minimax minimax-algorithm minimax-alpha-beta-pruning negamax operations-research quadratic-programming sudoku sudoku-solution-finder sudoku-solver tic-tac-toe tictactoe
Last synced: 01 Aug 2025
https://github.com/aahouzi/optimization-for-machine-learning
Implementation of 11 variants of Gradient Descent algorithm from scratch, applied to the Boston Housing Dataset.
boston-housing-price-prediction convex-optimization gradient-descent housing-prices machine-learning-algorithms mathematics optimization optimization-algorithms
Last synced: 26 Aug 2025
https://github.com/davidstutz/php-simplex
PHP library implementing the simplex algorithm.
convex-optimization php simplex
Last synced: 13 Mar 2026
https://github.com/raoumer/isrrescnet
Code repo for "Deep Iterative Residual Convolutional Network for Single Image Super-Resolution" (ICPR 2020).
convex-optimization deep-neural-networks icpr iterative-methods super-resolution
Last synced: 19 Apr 2025
https://github.com/jackfsuia/vecparser
Vectorize the Matlab/CVX for-loops as much as possible.
convex convex-optimization cvx cvxopt cvxpy lexer matlab matlab-script modeling-and-simulation octave optimization parser python-script vectorization
Last synced: 21 Jun 2025
https://github.com/teddy-van-jerry/water_filling
This is a C++ command line app to optimize the water filling problem with plotting support.
Last synced: 13 Jul 2025
https://github.com/philzook58/cvxpy-helpers
some helper routines for modelling MIP in cvxpy
convex-optimization mip mixed-integer-programming modeling optimization
Last synced: 09 Jul 2025
https://github.com/arminarj/convex-optimization-boyd
This is CVXPY implementation of convex optimization additional problems
boyd convex convex-extra-exercise convex-optimization cvxpy cvxpy-notebook ee364a optimization optimization-problem soloution-links
Last synced: 31 Jul 2025
https://github.com/dmalyuta/convex_optimization
Cradle-to-grave notes about convex optimization
algorithms convex-optimization math notes optimization optimization-algorithms university
Last synced: 19 Mar 2026
https://github.com/pylat/adaptive-bilevel-optimization
A Julia package for adaptive proximal gradient for convex bilevel optimization
adaptive-learning-rate adaptive-proximal-algorithms bilevel-optimization convex-optimization machine-learning optimization-algorithms
Last synced: 31 Jan 2026
https://github.com/atraplet/ecos4j
ECOS Solver for Java
conic-optimization conic-programs convex-optimization interior-point-method java linear-programming operations-research optimization optimization-algorithms quadratic-programming semidefinite-programming
Last synced: 26 Jan 2026
https://github.com/atraplet/highs4j
HiGHS Solver for Java
convex-optimization interior-point-method java linear-programming mixed-integer-programming operations-research optimization optimization-algorithms quadratic-programming simplex-algorithm
Last synced: 26 Jan 2026
https://github.com/yixuan/gradfps
Gradient-based Fantope projection and selection algorithm for sparse PCA
constrained-optimization convex-optimization eigenvalue eigenvector sparse-pca sparse-principal-component-analysis
Last synced: 31 May 2026