cvxgrp Goto Github PK

.github

Reusable workflows for cvxgrp

a2dr

Anderson accelerated Douglas-Rachford splitting

aa

Anderson Acceleration

auto_ks

Repository for "Fitting a Kalman Smoother to Data"

boilerplate

We use this repo to automate and avoid boilerplate issue

boolprob

A Python tool to analyze joint distributions of boolean random variables

cocp

Source code for the examples accompanying the paper "Learning convex optimization control policies."

conda-recipes

Anaconda recipes for cvxgrp python packages

cone_prog_refine

Cone program refinement

coneos

C package that solves convex cone problems via operator splitting (DEPRECATED, new project https://github.com/cvxgrp/scs)

convexjl

A julia package for disciplined convex programming.

cov_pred_finance

covpred

Covariance prediction via convex optimization

cptopt

Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization

cvx-docker

Docker image containing CVXPY and other cvxgrp libraries

cvx-finance-examples

cvxbook_additional_exercises

Additional exercises and data for EE364a. No solutions; for public consumption.

cvxbson

dealing with json and bson files

cvxcanon

cvxcla

critical line algorithm for efficient frontier

cvxcli

Example cli using fire, poetry and pipx

cvxflow

cvxgrp.github.io

cvxmarkowitz

cvxportfolio

Portfolio optimization and back-testing.

cvxpower

Power Network Optimization and Simulation.

cvxpy

A Python-embedded modeling language for convex optimization problems.

cvxpygen

Code generation with CVXPY

cvxpylayers

Differentiable convex optimization layers

cvxpyrepair

Code for "Automatic repair of convex optimization problems".