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Materials for a short course on convex optimization.
Jupyter Notebook 359 118
Minimum-distortion embedding with PyTorch
Python 579 29
A CVXPY extension for saddle problems
Python 28 4
A CVXPY extension for multi-convex programming
Python 46 8
Code generation with CVXPY
Python 177 29
Disciplined nonlinear programming extension of CVXPY.
Splitting Conic Solver
Learning parametric convex functions
Portfolio optimization and back-testing.
critical line algorithm for efficient frontier
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Tool to support backtests
Fast computation of the smallest enclosing sphere
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