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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 28

Repositories

Showing 10 of 121 repositories
  • cvxcla Public

    critical line algorithm for efficient frontier

    cvxgrp/cvxcla’s past year of commit activity
    Python 19 MIT 5 9 0 Updated Jan 3, 2026
  • cvxportfolio Public

    Portfolio optimization and back-testing.

    cvxgrp/cvxportfolio’s past year of commit activity
    Python 1,145 GPL-3.0 282 26 (1 issue needs help) 2 Updated Jan 2, 2026
  • cvxball Public template

    Fast computation of the smallest enclosing sphere

    cvxgrp/cvxball’s past year of commit activity
    Python 9 MIT 0 2 0 Updated Jan 2, 2026
  • cvxmarkowitz Public
    cvxgrp/cvxmarkowitz’s past year of commit activity
    Python 32 Apache-2.0 5 12 3 Updated Jan 2, 2026
  • dsp Public

    A CVXPY extension for saddle problems

    cvxgrp/dsp’s past year of commit activity
    Python 28 Apache-2.0 4 1 6 Updated Jan 1, 2026
  • 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 Jan 1, 2026
  • cvxrisk Public
    cvxgrp/cvxrisk’s past year of commit activity
    Python 23 MIT 4 3 0 Updated Dec 30, 2025
  • simulator Public template

    Tool to support backtests

    cvxgrp/simulator’s past year of commit activity
    HTML 49 MIT 4 10 1 Updated Dec 30, 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 1,145 3 2 Updated Dec 29, 2025
  • diffcp Public

    Differentiation through cone programs

    cvxgrp/diffcp’s past year of commit activity
    Python 114 Apache-2.0 25 11 2 Updated Dec 29, 2025
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