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@cvxgrp Stanford University Convex Optimization Group

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    121 repositories

    • simulator

      Public template
      Tool to support backtests
      HTML
      •
      MIT License
      •4•51•10•0•Updated Feb 28, 2026Feb 28, 2026

    • CVXR

      Public
      An R modeling language for convex optimization problems.
      R
      •
      Apache License 2.0
      •33•216•25•2•Updated Feb 28, 2026Feb 28, 2026

    • cvxcla

      Public
      critical line algorithm for efficient frontier
      markowitzefficient-frontiercritical-line-algorithm
      Python
      •
      MIT License
      •5•20•9•0•Updated Feb 28, 2026Feb 28, 2026

    • cvxportfolio

      Public
      Portfolio optimization and back-testing.
      pythonfinancetime-seriesoptimizationoptimizerportfolio-optimizationoptimization-methodsoptimization-algorithmsconvex-optimization
      Python
      •
      GNU General Public License v3.0
      •283•1.2k•26•2•Updated Feb 27, 2026Feb 27, 2026

    • DNLP

      Public
      Disciplined nonlinear programming extension of CVXPY.
      C++
      •
      Apache License 2.0
      •1.2k•19•5•3•Updated Feb 27, 2026Feb 27, 2026

    • pymde

      Public
      Minimum-distortion embedding with PyTorch
      visualizationmachine-learninggpucudapytorchdimensionality-reductionembeddinggraph-embeddingfeature-vectors
      Python
      •
      Apache License 2.0
      •30•579•26•1•Updated Feb 26, 2026Feb 26, 2026

    • cvxrisk

      Public
      optimizationriskbarracvar
      Python
      •
      MIT License
      •4•24•3•0•Updated Feb 25, 2026Feb 25, 2026

    • cvxball

      Public archive
      Fast computation of the smallest enclosing sphere
      Python
      •
      MIT License
      •0•9•2•0•Updated Feb 24, 2026Feb 24, 2026

    • home-energy-management

      Public
      Home energy management with dynamic tariffs and tiered peak power charges.
      Python
      •1•3•1•0•Updated Feb 23, 2026Feb 23, 2026

    • cvxmarkowitz

      Public
      Python
      •
      MIT License
      •6•32•12•3•Updated Feb 23, 2026Feb 23, 2026

    • scs

      Public
      Splitting Conic Solver
      optimizationsolverlinear-programmingnumerical-optimizationsemidefinite-programmingoptimization-algorithmsquadratic-programmingconvex-optimizationfirst-order-methodscone-programming
      C
      •
      MIT License
      •141•618•42•2•Updated Feb 19, 2026Feb 19, 2026

    • lpcf

      Public
      Learning parametric convex functions
      Python
      •
      Apache License 2.0
      •1•14•0•0•Updated Feb 19, 2026Feb 19, 2026

    • cvxpygen

      Public
      Code generation with CVXPY
      Python
      •
      Apache License 2.0
      •30•178•12•7•Updated Feb 19, 2026Feb 19, 2026

    • cvxbook_additional_exercises

      Public
      Additional exercises and data for EE364a. No solutions; for public consumption.
      Julia
      •215•875•0•0•Updated Feb 15, 2026Feb 15, 2026

    • optimal-pricing

      Public
      Optimal Product Pricing
      Python
      •1•2•0•0•Updated Feb 11, 2026Feb 11, 2026

    • qss

      Public
      QSS: Quadratic-Separable Solver
      Jupyter Notebook
      •
      Apache License 2.0
      •2•7•13•0•Updated Feb 9, 2026Feb 9, 2026

    • diffcp

      Public
      Differentiation through cone programs
      Python
      •
      Apache License 2.0
      •25•117•11•2•Updated Jan 26, 2026Jan 26, 2026

    • cvxpy

      Public
      A Python-embedded modeling language for convex optimization problems.
      C++
      •
      Apache License 2.0
      •1.2k•23•0•0•Updated Jan 26, 2026Jan 26, 2026

    • ls-spa

      Public
      A package for efficient Shapley performance attribution for least-squares problems
      Python
      •
      Apache License 2.0
      •1•8•0•0•Updated Jan 16, 2026Jan 16, 2026

    • dsp

      Public
      A CVXPY extension for saddle problems
      pythonoptimizationmodeling-languagecvxpysaddle-point
      Python
      •
      Apache License 2.0
      •4•28•1•6•Updated Jan 1, 2026Jan 1, 2026

    • dnlp-examples

      Public
      This repository contains examples accompanying the paper Disciplined Nonlinear Programming (DNLP)
      Jupyter Notebook
      •
      Apache License 2.0
      •0•0•0•0•Updated Dec 16, 2025Dec 16, 2025

    • dccp

      Public
      A CVXPY extension for convex-concave programming
      Python
      •
      GNU General Public License v3.0
      •33•135•12•7•Updated Dec 14, 2025Dec 14, 2025

    • cvx_ccv_slides

      Public
      Convex-Convex Lecture Slides and Code
      Python
      •3•16•0•0•Updated Dec 10, 2025Dec 10, 2025

    • diffqcp

      Public
      Python
      •
      Apache License 2.0
      •0•20•2•0•Updated Dec 7, 2025Dec 7, 2025

    • torch_linops

      Public
      A library to define abstract linear operators, and associated algebra and matrix-free algorithms, that works with pyTorch Tensors.
      matrixlinear-algebrapytorch
      Python
      •
      Apache License 2.0
      •2•16•0•0•Updated Dec 7, 2025Dec 7, 2025

    • markowitz-reference

      Public
      This repository contains a reference implementation of the Markowitz portfolio optimization problem discussed in the paper Markowitz Portfolio Construction at S…
      Python
      •
      Apache License 2.0
      •10•37•4•0•Updated Nov 24, 2025Nov 24, 2025

    • cvxbson

      Public archive
      dealing with json and bson files
      Python
      •
      Apache License 2.0
      •0•3•5•0•Updated Oct 26, 2025Oct 26, 2025

    • CuClarabel

      Public
      Julia
      •
      Apache License 2.0
      •6•50•1•17•Updated Oct 12, 2025Oct 12, 2025

    • cvqp

      Public
      CVQP: An operator splitting method for large-scale CVaR-constrained quadratic programs
      Jupyter Notebook
      •
      Apache License 2.0
      •1•28•0•0•Updated Sep 29, 2025Sep 29, 2025

    • cvx_short_course

      Public
      Materials for a short course on convex optimization.
      Jupyter Notebook
      •
      Apache License 2.0
      •118•359•8•6•Updated Sep 13, 2025Sep 13, 2025