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@cvxgrp Stanford University Convex Optimization Group

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    128 repositories

    • 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 spike…
      Python
      •
      Apache License 2.0
      •0•2•0•0•Updated Jul 23, 2026Jul 23, 2026

    • cvxmarkowitz

      Public
      Python
      •
      MIT License
      •8•36•10•3•Updated Jul 22, 2026Jul 22, 2026

    • cvxball

      Public template
      Fast computation of the smallest enclosing sphere
      Python
      •0•9•1•0•Updated Jul 22, 2026Jul 22, 2026

    • cvxcla

      Public
      critical line algorithm for efficient frontier
      markowitzefficient-frontiercritical-line-algorithm
      markowitzefficient-frontiercritical-line-algorithm
      Python
      •
      MIT License
      •6•22•0•0•Updated Jul 22, 2026Jul 22, 2026

    • cvxrisk

      Public
      optimizationriskbarra
      optimizationriskbarracvar
      Python
      •
      MIT License
      •4•29•0•1•Updated Jul 22, 2026Jul 22, 2026

    • simulator

      Public template
      Tool to support backtests
      HTML
      •
      MIT License
      •4•53•9•1•Updated Jul 22, 2026Jul 22, 2026

    • aa

      Public
      Anderson Acceleration
      C
      •
      MIT License
      •11•31•0•2•Updated Jul 21, 2026Jul 21, 2026

    • cvxopf

      Public
      optimal power flow, built on cvxpy
      Python
      •
      BSD 2-Clause "Simplified" License
      •0•6•1•1•Updated Jul 21, 2026Jul 21, 2026

    • ls-spa

      Public
      A package for efficient Shapley performance attribution for least-squares problems
      Python
      •
      Apache License 2.0
      •1•8•0•4•Updated Jul 20, 2026Jul 20, 2026

    • cvxstatarb

      Public
      Jupyter Notebook
      •15•36•9•0•Updated Jul 14, 2026Jul 14, 2026

    • cvx_short_course

      Public
      Materials for a short course on convex optimization.
      Jupyter Notebook
      •
      Apache License 2.0
      •120•368•8•6•Updated Jul 14, 2026Jul 14, 2026

    • cvxbson

      Public archive
      dealing with json and bson files
      Python
      •
      Apache License 2.0
      •0•3•5•0•Updated Jul 13, 2026Jul 13, 2026

    • cov_pred_finance

      Public
      Jupyter Notebook
      •
      Apache License 2.0
      •16•72•15•3•Updated Jul 13, 2026Jul 13, 2026

    • 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 Jul 13, 2026Jul 13, 2026

    • lpcf

      Public
      Learning parametric convex functions
      Python
      •
      Apache License 2.0
      •2•13•0•0•Updated Jul 5, 2026Jul 5, 2026

    • scs

      Public
      Splitting Conic Solver
      optimizationsolverlinear-programming
      optimizationsolverlinear-programmingnumerical-optimizationsemidefinite-programmingoptimization-algorithmsquadratic-programmingconvex-optimizationfirst-order-methodscone-programming
      C
      •
      MIT License
      •143•627•42•3•Updated Jun 28, 2026Jun 28, 2026

    • paper_template

      Public template
      Lean template for papers
      Python
      •
      MIT License
      •0•0•0•0•Updated Jun 26, 2026Jun 26, 2026

    • CVXR

      Public
      An R modeling language for convex optimization problems.
      R
      •
      Other
      •33•218•2•0•Updated Jun 26, 2026Jun 26, 2026

    • dccp

      Public
      A CVXPY extension for convex-concave programming
      Python
      •
      GNU General Public License v3.0
      •34•136•9•2•Updated Jun 22, 2026Jun 22, 2026

    • tsgam

      Public
      tsgam (time series additive models) is a package for expressive, interpretable time series models in cvxpy
      Python
      •
      BSD 3-Clause "New" or "Revised" License
      •2•0•0•0•Updated Jun 19, 2026Jun 19, 2026

    • CuClarabel

      Public archive
      Julia
      •
      Apache License 2.0
      •6•58•1•20•Updated Jun 5, 2026Jun 5, 2026

    • DNLP

      Public
      Disciplined nonlinear programming extension of CVXPY.
      C++
      •
      Apache License 2.0
      •1.2k•23•5•3•Updated May 27, 2026May 27, 2026

    • diffcp

      Public
      Differentiation through cone programs
      Python
      •
      Apache License 2.0
      •26•118•11•2•Updated May 20, 2026May 20, 2026

    • cvxpygen

      Public
      Code generation with CVXPY
      Python
      •
      Apache License 2.0
      •30•191•8•10•Updated May 19, 2026May 19, 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 May 8, 2026May 8, 2026

    • home-battery-dispatch

      Public
      Home Battery Dispatch under a Tiered Peak Power Tariff
      Python
      •1•5•1•0•Updated May 5, 2026May 5, 2026

    • cvqp

      Public
      CVQP: An operator splitting solver for large-scale CVaR-constrained quadratic programs
      Python
      •
      Apache License 2.0
      •2•29•0•0•Updated Apr 30, 2026Apr 30, 2026

    • jemdoc-cvx

      Public
      Modernized jemdoc with MathJax support and more
      Python
      •
      GNU Lesser General Public License v3.0
      •248•1•0•0•Updated Apr 29, 2026Apr 29, 2026

    • cvxportfolio

      Public
      Portfolio optimization and back-testing.
      pythonfinancetime-series
      pythonfinancetime-seriesoptimizationoptimizerportfolio-optimizationoptimization-methodsoptimization-algorithmsconvex-optimization
      Python
      •
      GNU General Public License v3.0
      •291•1.2k•26•4•Updated Apr 27, 2026Apr 27, 2026

    • diffqcp

      Public
      Python
      •
      Apache License 2.0
      •0•25•2•0•Updated Apr 27, 2026Apr 27, 2026
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