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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 371 120

  2. pymde pymde Public

    Minimum-distortion embedding with PyTorch

    Python 595 31

  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 49 9

  5. cvxpygen cvxpygen Public

    Code generation with CVXPY

    Python 196 31

Repositories

Showing 10 of 129 repositories
  • cvxopf Public

    temporal optimal power flow, built on cvxpy

    cvxgrp/cvxopf's past year of commit activity
    Python 9 BSD-2-Clause 2 1 2 Updated Oct 1, 2026
  • simulator Public template

    Tool to support backtests

    cvxgrp/simulator's past year of commit activity
    HTML 53 MIT 4 0 0 Updated Oct 1, 2026
  • cvxmarkowitz Public

    Markowitz portfolio construction on CVXPY — DPP-compliant builders that solve long sequences of related problems without recompiling as assets and factors come and go

    cvxgrp/cvxmarkowitz's past year of commit activity
    Python 37 MIT 9 4 0 Updated Oct 1, 2026
  • cvxcla Public

    critical line algorithm for efficient frontier

    cvxgrp/cvxcla's past year of commit activity
    Python 23 MIT 6 1 0 Updated Oct 1, 2026
  • scs Public

    Splitting Conic Solver

    cvxgrp/scs's past year of commit activity
    C 639 MIT 143 6 2 Updated Oct 1, 2026
  • cvxrisk Public

    Portfolio risk management via convex optimization — interchangeable risk models behind one abstract interface, solved directly with Clarabel

    cvxgrp/cvxrisk's past year of commit activity
    Python 31 MIT 4 2 0 Updated Oct 1, 2026
  • cvx-sd-skill Public

    Convex signal decomposition for scalar time series — decompose a 1-D signal into interpretable components (a residual plus a trend, periodic terms, sparse spikes, exogenous responses, …) by solving one convex problem in CVXPY

    cvxgrp/cvx-sd-skill's past year of commit activity
    Python 2 Apache-2.0 1 0 0 Updated Sep 26, 2026
  • randalo Public
    cvxgrp/randalo's past year of commit activity
    Python 6 MIT 0 0 0 Updated Sep 19, 2026
  • aa Public

    Anderson Acceleration

    cvxgrp/aa's past year of commit activity
    C 33 MIT 11 0 0 Updated Sep 14, 2026
  • simple-portfolio-code Public
    cvxgrp/simple-portfolio-code's past year of commit activity
    Python 6 2 0 0 Updated Sep 7, 2026
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