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Differentiable convex optimization layers
Python 1.9k 167
Materials for a short course on convex optimization.
Jupyter Notebook 338 115
Minimum-distortion embedding with PyTorch
Python 540 27
A CVXPY extension for saddle problems
Python 26 3
A CVXPY extension for multi-convex programming
Python 46 8
Code generation with CVXPY
Python 136 18
Fast computation of the smallest enclosing sphere
Portfolio optimization and back-testing.
dealing with json and bson files
Compile risk with cvxpy
critical line algorithm for efficient frontier
Splitting Conic Solver
Smooth periodic consistent quantile estimation
Reusable workflows for cvxgrp