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1.1k

5.5k

apache-2.0

126

A Python-embedded modeling language for convex optimization problems.

cvxpy python optimization modeling-language convex-optimization optimization-modeling numerical-optimization mathematical-optimization

Created 2013-07-01

3,577 commits to master branch, last one 7 days ago

Riskfolio-Lib dcajasn

530

3.1k

bsd-3-clause

80

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

Created 2020-03-02

354 commits to master branch, last one about a month ago

osqp osqp

364

1.7k

apache-2.0

42

The Operator Splitting QP Solver

svm lasso solver control optimization machine-learning convex-optimization quadratic-programming numerical-optimization portfolio-optimization model-predictive-control

Created 2016-09-27

2,854 commits to master branch, last one 20 days ago

skfolio skfolio

114

1.3k

bsd-3-clause

26

Python library for portfolio optimization built on top of scikit-learn

cvxpy portfolio risk-parity scikit-learn asset-allocation asset-management machine-learning cvar-optimization efficient-frontier trading-strategies convex-optimization quantitative-finance portfolio-optimization hierarchical-clustering quantitative-investment

Created 2023-12-14

156 commits to main branch, last one 9 hours ago

cvxportfolio cvxgrp

257

1.0k

gpl-3.0

64

Portfolio optimization and back-testing.

python finance optimizer time-series optimization convex-optimization optimization-methods portfolio-optimization optimization-algorithms

Created 2017-01-11

2,440 commits to master branch, last one 12 days ago

deepdow jankrepl

138

936

apache-2.0

26

Portfolio optimization with deep learning.

finance pytorch trading markowitz allocation timeseries deep-learning machine-learning wealth-management convex-optimization portfolio-optimization stock-price-prediction

Created 2020-02-02

66 commits to master branch, last one 11 months ago

Optimization.jl SciML

83

740

mit

15

Mathematical Optimization in Julia. Local, global, gradient-based and derivative-free. Linear, Quadratic, Convex, Mixed-Integer, and Nonlinear Optimization in one simple, fast, and differentiable inte...

julia sciml optimization hacktoberfest local-optimization convex-optimization global-optimization nonlinear-optimization automatic-differentiation mixed-integer-programming algorithmic-differentiation scientific-machine-learning derivative-free-optimization

Created 2020-05-06

2,106 commits to master branch, last one 22 days ago

Multitask-Learning mbs0221-mlsys

144

653

unknown

28

Awesome Multitask Learning Resources

deep-learning meta-learning sparse-learning machine-learning domain-adaptation few-shot-learning transfer-learning federated-learning convex-optimization multi-task-learning

Created 2018-11-02

56 commits to master branch, last one 3 years ago

Convex.jl jump-dev

120

570

other

29

A Julia package for disciplined convex programming

julia solver convex-optimization

Created 2014-03-08

1,434 commits to master branch, last one 20 days ago

scs cvxgrp

137

557

mit

36

Splitting Conic Solver

solver optimization cone-programming linear-programming convex-optimization first-order-methods quadratic-programming numerical-optimization optimization-algorithms semidefinite-programming

Created 2013-11-29

1,265 commits to master branch, last one 20 days ago

MetaOptNet kjunelee

97

532

apache-2.0

8

Meta-Learning with Differentiable Convex Optimization (CVPR 2019 Oral)

cvpr2019 few-shot metalearning meta-learning few-shot-learning convex-optimization few-shot-recognition image-classification

Created 2018-11-02

75 commits to master branch, last one 2 years ago

osqp-eigen robotology

120

404

bsd-3-clause

13

Simple Eigen-C++ wrapper for OSQP library

qp osqp optimization convex-optimization quadratic-programming

Created 2018-02-01

257 commits to master branch, last one 14 days ago

Clarabel.rs oxfordcontrol

29

367

apache-2.0

14

Clarabel.rs: Interior-point solver for convex conic optimisation problems in Rust.

rust-lang optimization conic-programs conic-optimization linear-programming convex-optimization interior-point-method quadratic-programming optimization-algorithms semidefinite-programming

Created 2022-04-17

443 commits to main branch, last one 3 months ago

awesome-optimization ebrahimpichka

36

343

unknown

6

A curated list of mathematical optimization courses, lectures, books, notes, libraries, frameworks and software.

awesome awesome-list optimization linear-programming convex-optimization integer-programming linear-optimization operations-research discrete-optimization mathematical-modelling stochastic-optimization mathematical-programming mathematical-optimization combinatorial-optimization integer-linear-programming

Created 2023-10-31

35 commits to main branch, last one 15 days ago

COSMO.jl oxfordcontrol

41

290

apache-2.0

14

COSMO: Accelerated ADMM-based solver for convex conic optimisation problems (LP, QP, SOCP, SDP, ExpCP, PowCP). Automatic chordal decomposition of sparse semidefinite programs.

sdp solver optimization conic-programs julia-language convex-optimization semidefinite-programming

Created 2018-01-08

751 commits to master branch, last one 2 months ago

SCPToolbox.jl UW-ACL

61

271

gpl-3.0

12

Sequential Convex Programming Toolbox for nonconvex trajectory optimization.

robotics quadrotors spacecraft optimization rocket-landing motion-planning autonomous-driving convex-optimization trajectory-generation

Created 2020-07-25

336 commits to master branch, last one about a year ago

Open-L2O VITA-Group

44

268

mit

8

Open-L2O: A Comprehensive and Reproducible Benchmark for Learning to Optimize Algorithms

lasso meta-learning neural-networks learning-to-learn convex-optimization learning-to-optimize nonconvex-optimization

Created 2021-01-03

49 commits to main branch, last one about a year ago

Multi-Purpose-MPC matssteinweg

63

262

unknown

6

Multi-Purpose MPC for Reference Path Tracking, Time-Optimal Driving and Obstacle Avoidance

motion-planning autonomous-driving obstacle-avoidance convex-optimization model-predictive-control

Created 2019-11-23

105 commits to master branch, last one 4 years ago

Optimization-Python tirthajyoti

142

227

mit

18

General optimization (LP, MIP, QP, continuous and discrete optimization etc.) using Python

scipy optimization linear-programming convex-optimization integer-programming quadratic-programming mixed-integer-programming

Created 2018-11-05

33 commits to master branch, last one 3 years ago

bio_ik TAMS-Group

82

212

bsd-3-clause

16

MoveIt kinematics_base plugin based on particle optimization & GA

ros bio-ik moveit robotics ik-solver optimization robot-control genetic-algorithm inverse-kinematics convex-optimization robot-motion-planning evolutionary-algorithm artificial-intelligence non-convex-optimization particle-swarm-optimization

Created 2017-09-22

184 commits to master branch, last one about a year ago

Clarabel.jl oxfordcontrol

16

182

apache-2.0

5

Clarabel.jl: Interior-point solver for convex conic optimisation problems in Julia.

optimization conic-programs julia-language conic-optimization linear-programming convex-optimization interior-point-method quadratic-programming optimization-algorithms semidefinite-programming

Created 2021-11-09

848 commits to main branch, last one 6 months ago

portfolio_allocation_js lequant40

31

175

mit

12

A JavaScript library to allocate and optimize financial portfolios.

smo fista markowitz clustering risk-parity index-tracking risk-budgeting correlation-matrix linear-programming convex-optimization portfolio-selection portfolio-allocation quantitative-finance quadratic-programming portfolio-optimization critical-line-algorithm optimization-algorithms equal-risk-contributions

Created 2017-06-09

87 commits to master branch, last one 2 years ago

convex-optimization-for-all.github.io convex-optimization-for-all

23

162

other

6

모두를 위한 컨백스 최적화

korean-docs convex-optimization

Created 2021-01-08

195 commits to main branch, last one about a month ago

optimization_course amkatrutsa

53

150

mit

15

A course on Optimization Methods

mipt colab seminar convex-optimization optimization-methods numerical-optimization

Created 2016-08-18

844 commits to master branch, last one 2 years ago

ADMM bhushan23

28

145

unknown

4

Implemented ADMM for solving convex optimization problems such as Lasso, Ridge regression

admm pytorch lasso-regression ridge-regression convex-optimization

Created 2018-04-28

13 commits to master branch, last one 6 years ago

opfunu thieu1995

39

134

gpl-3.0

3

A collection of Benchmark functions for numerical optimization problems

cec-2005 cec-2008 cec-2010 cec-2013 cec-2014 cec-2015 cec-2017 cec-2019 cec-2020 cec-2021 cec-2022 soft-computing unimodal-functions benchmark-functions convex-optimization global-optimization multimodal-functions non-convex-optimization unconstrained-optimization

Created 2019-12-06

493 commits to master branch, last one 6 months ago

MachineLearningTheBasics alexjungaalto

15

119

unknown

10

Working files for the textbook project "Machine Learning. The Basics"

machinelearning machine-learning convex-optimization artificial-intelligence machine-learning-algorithms

Created 2020-12-22

265 commits to master branch, last one 3 months ago

StackExchangeCodes RoyiAvital

43

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other

11

Codes related to answers on StackExchange Network.

julia matlab mathematics optimization stackexchange stackoverflow computer-vision image-processing machine-learning signal-processing convex-optimization

Created 2015-10-23

406 commits to master branch, last one 9 days ago