Projects in Awesome Lists by cvxgrp
A curated list of projects in awesome lists by cvxgrp .
https://github.com/cvxgrp/cvxpylayers
Differentiable convex optimization layers
Last synced: 13 May 2025
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/cvxgrp/cvxbook_additional_exercises
Additional exercises and data for EE364a. No solutions; for public consumption.
Last synced: 26 Jan 2026
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/cvxgrp/pymde
Minimum-distortion embedding with PyTorch
cuda dimensionality-reduction embedding feature-vectors gpu graph-embedding machine-learning pytorch visualization
Last synced: 16 May 2025
https://github.com/cvxgrp/cvx_short_course
Materials for a short course on convex optimization.
Last synced: 07 Apr 2025
https://github.com/cvxgrp/cvxr
An R modeling language for convex optimization problems.
Last synced: 07 Apr 2025
https://github.com/cvxgrp/CVXR
An R modeling language for convex optimization problems.
Last synced: 14 Mar 2025
https://github.com/cvxgrp/proximal
Sample implementations of proximal operators
Last synced: 31 Jul 2025
https://github.com/cvxgrp/dccp
A CVXPY extension for convex-concave programming
Last synced: 09 Apr 2025
https://github.com/cvxgrp/qcqp
A CVXPY extension for handling nonconvex QCQP via Suggest-and-Improve framework
Last synced: 13 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/cvxgrp/signal-decomposition
A simple and general framework for signal decomposition
Last synced: 07 Apr 2025
https://github.com/cvxgrp/fastpathplanning
A fast algorithm for finding an optimal path in a collection of safe boxes
Last synced: 13 Apr 2025
https://github.com/cvxgrp/auto_ks
Repository for "Fitting a Kalman Smoother to Data"
Last synced: 05 Mar 2026
https://github.com/cvxgrp/cvxpower
Power Network Optimization and Simulation.
Last synced: 13 Apr 2025
https://github.com/cvxgrp/dmcp
A CVXPY extension for multi-convex programming
Last synced: 13 Apr 2025
https://github.com/cvxgrp/qcml
A Python parser for generating Python/C/Matlab solver interfaces
Last synced: 13 Apr 2025
https://github.com/cvxgrp/miqp_admm
ADMM for Mixed-Integer Quadratic Programming
Last synced: 22 Jun 2025
https://github.com/cvxgrp/vwap_opt_exec
Volume Weighted Average Price Optimal Execution
Last synced: 13 Apr 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/cvxgrp/a2dr
Anderson accelerated Douglas-Rachford splitting
Last synced: 13 Apr 2025
https://github.com/cvxgrp/kelly_code
Code and examples for the project on risk-constrained Kelly gambling
Last synced: 13 Apr 2025
https://github.com/cvxgrp/dsp
A CVXPY extension for saddle problems
cvxpy modeling-language optimization python saddle-point
Last synced: 13 Apr 2025
https://github.com/cvxgrp/strat_models
A distributed method for fitting Laplacian regularized stratified models.
Last synced: 13 Jul 2025
https://github.com/cvxgrp/cvqp
CVQP: An operator splitting method for large-scale CVaR-constrained quadratic programs
Last synced: 07 Oct 2025
https://github.com/cvxgrp/exp_util_gm_portfolio_opt
Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.
Last synced: 03 Mar 2026
https://github.com/cvxgrp/osc
C package performing operator splitting for control
Last synced: 13 Apr 2025
https://github.com/cvxgrp/covpred
Covariance prediction via convex optimization
Last synced: 13 Apr 2025
https://github.com/cvxgrp/pdos
Primal-Dual Operator Splitting Method for Conic Optimization
Last synced: 29 Jul 2025
https://github.com/cvxgrp/rsw
rsw: optimal representative sample weighting.
Last synced: 13 Apr 2025
https://github.com/cvxgrp/nonexp_global_aa1
Globally Convergent Type-I Anderson Acceleration for Non-Smooth Fixed-Point Iterations
Last synced: 10 Mar 2025
https://github.com/cvxgrp/cvxcla
critical line algorithm for efficient frontier
critical-line-algorithm efficient-frontier markowitz
Last synced: 15 Mar 2026
https://github.com/cvxgrp/cvx_ccv_slides
Convex-Convex Lecture Slides and Code
Last synced: 10 Mar 2026
https://github.com/cvxgrp/l1_ls
This is the repository for the l1_ls, a simple Matlab solver for l1-regularized least squares problems.
Last synced: 10 Mar 2025
https://github.com/cvxgrp/optimization_via_circuits
Distributed Optimization: Analysis and Synthesis via Circuits
Last synced: 13 Apr 2025
https://github.com/cvxgrp/cvx_opt_risk_neutral
Convex optimization over risk-neutral probabilities.
Last synced: 02 Sep 2025
https://github.com/cvxgrp/cvxpyrepair
Code for "Automatic repair of convex optimization problems".
Last synced: 03 Feb 2026
https://github.com/cvxgrp/robust_bond_portfolio
Robust Bond Portfolio Construction via Convex-Concave Saddle Point Optimization
Last synced: 04 Mar 2026
https://github.com/cvxgrp/torch_linops
A library to define abstract linear operators, and associated algebra and matrix-free algorithms, that works with pyTorch Tensors.
Last synced: 13 Apr 2025
https://github.com/cvxgrp/lrsm_portfolio
Portfolio Construction using Stratified Models
Last synced: 13 Apr 2025
https://github.com/cvxgrp/icqm
MATLAB script for approximating the solution to the integer convex quadratic minimization problem
Last synced: 24 Dec 2025
https://github.com/cvxgrp/cvxpy
A Python-embedded modeling language for convex optimization problems.
Last synced: 24 Mar 2025
https://github.com/cvxgrp/cvxball
Fast computation of the smallest enclosing sphere
Last synced: 13 Apr 2025
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/cvxgrp/spcqe
Smooth periodic consistent quantile estimation
Last synced: 13 Apr 2025
https://github.com/cvxgrp/sure-cr
Tractable evaluation of Stein's Unbiased Risk Estimator on convexly regularized estimators
Last synced: 13 Apr 2025
https://github.com/cvxgrp/sigopt
Solvers for sigmoidal programming problems
Last synced: 13 Apr 2025
https://github.com/cvxgrp/osbdo
Oracle-Structured Bundle Distributed Optimization (OSBDO)
Last synced: 13 Oct 2025
https://github.com/cvxgrp/mlr_fitting
Factor Fitting, Rank Allocation, and Partitioning in Multilevel Low Rank Matrices
Last synced: 01 Mar 2026
https://github.com/cvxgrp/l1_tf
This is the repository for the l1_tf, software for l1 trend filtering.
Last synced: 24 Aug 2025
https://github.com/cvxgrp/low_rank_forecasting_code
Code for "Low Rank Forecasting" paper.
Last synced: 13 Apr 2025
https://github.com/cvxgrp/waveoperators.jl
Building matrices in physics is hard; that's why this package exists.
Last synced: 10 Mar 2025
https://github.com/cvxgrp/ls-spa
A package for efficient Shapley performance attribution for least-squares problems
Last synced: 02 Apr 2026
https://github.com/cvxgrp/cvx-docker
Docker image containing CVXPY and other cvxgrp libraries
Last synced: 10 Mar 2025
https://github.com/cvxgrp/sccf
Repository for "Minimizing a sum of clipped convex functions" paper
Last synced: 13 Apr 2025
https://github.com/cvxgrp/lfd_lqr
Code for "Fitting a Linear Control Policy to Demonstrations with a Kalman Constraint"
Last synced: 13 Apr 2025
https://github.com/cvxgrp/lass
Linear algebra for structured sparse matrices
Last synced: 13 Apr 2025
https://github.com/cvxgrp/multi_period_liability_clearing
Code for the paper "Multi-period liability clearing via convex optimal control"
Last synced: 13 Apr 2025
https://github.com/cvxgrp/conda-recipes
Anaconda recipes for cvxgrp python packages
Last synced: 13 Apr 2025
https://github.com/cvxgrp/joint-lrsm
Joint graph learning and model fitting in Laplacian Regularized Stratified Models
Last synced: 22 Apr 2026
https://github.com/cvxgrp/multilevel_factor_model
Fitting multilevel factor model
Last synced: 13 Apr 2025
https://github.com/cvxgrp/home-battery-dispatch
Home Battery Dispatch under a Tiered Peak Power Tariff
Last synced: 14 Jun 2026
https://github.com/cvxgrp/l1_logreg
This is the repository for the l1_logreg, l1-regularized logistic regression problem solver.
Last synced: 13 Apr 2025
https://github.com/cvxgrp/smooth_multiperiodic_forecasting_experiments
Notebook accompanying numerical results section of the paper "Interpretable Net Load Forecasting Using Smooth Multiperiodic Features".
Last synced: 25 Jun 2025
https://github.com/cvxgrp/resalloc
Efficient allocation of fungible resources
Last synced: 26 Oct 2025
https://github.com/cvxgrp/boolprob
A Python tool to analyze joint distributions of boolean random variables
Last synced: 11 Mar 2026
https://github.com/cvxgrp/incre_prox_mf_mpc
code for the paper Incremental Proximal Multi-Forecast Model Predictive Control
Last synced: 27 Apr 2026
https://github.com/cvxgrp/opt_cap_res
Solves the problem of reserving link capacity in a network in such a way that any of a given set of flow scenarios can be supported.
Last synced: 14 Jul 2026