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@cvxgrp

Stanford University Convex Optimization Group

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  1. cvx_short_course cvx_short_course Public

    Materials for a short course on convex optimization.

    Jupyter Notebook 357 117

  2. pymde pymde Public

    Minimum-distortion embedding with PyTorch

    Python 567 27

  3. dsp dsp Public

    A CVXPY extension for saddle problems

    Python 28 4

  4. dmcp dmcp Public

    A CVXPY extension for multi-convex programming

    Python 46 8

  5. cvxpygen cvxpygen Public

    Code generation with CVXPY

    Python 175 27

Repositories

Showing 10 of 121 repositories
  • ls-spa Public

    A package for efficient Shapley performance attribution for least-squares problems

    cvxgrp/ls-spa’s past year of commit activity
    Python 8 Apache-2.0 1 0 1 Updated Dec 26, 2025
  • cvxportfolio Public

    Portfolio optimization and back-testing.

    cvxgrp/cvxportfolio’s past year of commit activity
    Python 1,143 GPL-3.0 282 26 (1 issue needs help) 2 Updated Dec 26, 2025
  • DNLP Public Forked from cvxpy/cvxpy

    Disciplined nonlinear programming extension of CVXPY.

    cvxgrp/DNLP’s past year of commit activity
    C++ 11 Apache-2.0 1,144 3 2 Updated Dec 26, 2025
  • simulator Public template

    Tool to support backtests

    cvxgrp/simulator’s past year of commit activity
    HTML 48 MIT 4 10 0 Updated Dec 23, 2025
  • cvxball Public template

    Fast computation of the smallest enclosing sphere

    cvxgrp/cvxball’s past year of commit activity
    Python 9 MIT 0 5 0 Updated Dec 23, 2025
  • cvxmarkowitz Public
    cvxgrp/cvxmarkowitz’s past year of commit activity
    Python 32 Apache-2.0 5 13 3 Updated Dec 23, 2025
  • cvxrisk Public
    cvxgrp/cvxrisk’s past year of commit activity
    Python 22 MIT 4 3 0 Updated Dec 23, 2025
  • cvxcla Public

    critical line algorithm for efficient frontier

    cvxgrp/cvxcla’s past year of commit activity
    Python 19 MIT 5 10 0 Updated Dec 23, 2025
  • diffcp Public

    Differentiation through cone programs

    cvxgrp/diffcp’s past year of commit activity
    Python 113 Apache-2.0 25 11 2 Updated Dec 22, 2025
  • cvxpy Public Forked from cvxpy/cvxpy

    A Python-embedded modeling language for convex optimization problems.

    cvxgrp/cvxpy’s past year of commit activity
    C++ 22 Apache-2.0 1,144 0 0 Updated Dec 18, 2025
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