All Git Users → cvxgrp

20 open source projects by cvxgrp

1. Cvx short course
Materials for a short course on convex optimization.
2. Proximal
Sample implementations of proximal operators
✭ 144
matlab
3. Cvxr
An R modeling language for convex optimization problems.
✭ 134
r
4. Dccp
A CVXPY extension for convex-concave programming
✭ 75
python
6. Diffcp
Differentiation through cone programs
✭ 46
python
7. Qcml
A Python parser for generating Python/C/Matlab solver interfaces
✭ 37
python
8. Cvxpylayers
Differentiable convex optimization layers
✭ 881
python
9. Scs
C package that solves convex cone problems via operator splitting
✭ 347
c
10. Cvxportfolio
Portfolio optimization and simulation in Python
✭ 333
python
11. Cvxpy
A Python-embedded modeling language for convex optimization problems.
12. dmcp
A CVXPY extension for multi-convex programming
✭ 32
python
13. miqp admm
ADMM for Mixed-Integer Quadratic Programming
14. qcqp
A CVXPY extension for handling nonconvex QCQP via Suggest-and-Improve framework
✭ 80
python
16. cvxflow
No description, website, or topics provided.
✭ 68
python
17. kelly code
Code and examples for the project on risk-constrained Kelly gambling
18. auto ks
Repository for "Fitting a Kalman Smoother to Data"
✭ 40
python
19. GGS
Greedy Gaussian Segmentation
✭ 68
python
20. cocp
Source code for the examples accompanying the paper "Learning convex optimization control policies."
1-20 of 20 user projects