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A Python-embedded modeling language for convex optimization problems.
Created
2013-07-01
3,602 commits to master branch, last one 19 hours ago
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
cvxpy
finance
trading
investment
risk-parity
risk-factors
sharpe-ratio
drawdown-model
asset-allocation
cvar-optimization
duration-matching
risk-contribution
efficient-frontier
convex-optimization
investment-analysis
stepwise-regression
portfolio-management
quantitative-finance
portfolio-optimization
principal-components-regression
Created
2020-03-02
364 commits to master branch, last one 6 days ago
The Operator Splitting QP Solver
Created
2016-09-27
2,911 commits to master branch, last one 5 days ago
Python library for portfolio optimization built on top of scikit-learn
Created
2023-12-14
161 commits to main branch, last one about a month ago
Portfolio optimization and back-testing.
Created
2017-01-11
2,565 commits to master branch, last one 4 days ago
Portfolio optimization with deep learning.
Created
2020-02-02
66 commits to master branch, last one about a year ago
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...
Created
2020-05-06
2,127 commits to master branch, last one 12 days ago
Awesome Multitask Learning Resources
Created
2018-11-02
56 commits to master branch, last one 3 years ago
A Julia package for disciplined convex programming
Created
2014-03-08
1,436 commits to master branch, last one about a month ago
Splitting Conic Solver
Created
2013-11-29
1,267 commits to master branch, last one 21 days ago
Meta-Learning with Differentiable Convex Optimization (CVPR 2019 Oral)
Created
2018-11-02
75 commits to master branch, last one 2 years ago
Simple Eigen-C++ wrapper for OSQP library
Created
2018-02-01
261 commits to master branch, last one 18 days ago
Clarabel.rs: Interior-point solver for convex conic optimisation problems in Rust.
Created
2022-04-17
562 commits to main branch, last one 5 days ago
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 2 months ago
COSMO: Accelerated ADMM-based solver for convex conic optimisation problems (LP, QP, SOCP, SDP, ExpCP, PowCP). Automatic chordal decomposition of sparse semidefinite programs.
Created
2018-01-08
756 commits to master branch, last one a day ago
Sequential Convex Programming Toolbox for nonconvex trajectory optimization.
Created
2020-07-25
336 commits to master branch, last one about a year ago
Open-L2O: A Comprehensive and Reproducible Benchmark for Learning to Optimize Algorithms
Created
2021-01-03
49 commits to main branch, last one about a year ago
Multi-Purpose MPC for Reference Path Tracking, Time-Optimal Driving and Obstacle Avoidance
Created
2019-11-23
105 commits to master branch, last one 4 years ago
General optimization (LP, MIP, QP, continuous and discrete optimization etc.) using Python
Created
2018-11-05
33 commits to master branch, last one 3 years ago
MoveIt kinematics_base plugin based on particle optimization & GA
Created
2017-09-22
185 commits to master branch, last one 14 days ago
Clarabel.jl: Interior-point solver for convex conic optimisation problems in Julia.
Created
2021-11-09
880 commits to main branch, last one 15 days ago
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
모두를 위한 컨백스 최적화
Created
2021-01-08
196 commits to main branch, last one 13 days ago
A course on Optimization Methods
Created
2016-08-18
844 commits to master branch, last one 2 years ago
Implemented ADMM for solving convex optimization problems such as Lasso, Ridge regression
Created
2018-04-28
13 commits to master branch, last one 6 years ago
A collection of Benchmark functions for numerical optimization problems
Created
2019-12-06
493 commits to master branch, last one 8 months ago
Working files for the textbook project "Machine Learning. The Basics"
Created
2020-12-22
265 commits to master branch, last one 5 months ago
Codes related to answers on StackExchange Network.
Created
2015-10-23
414 commits to master branch, last one a day ago
Scientific Computational Imaging COde
Created
2021-09-21
915 commits to main branch, last one 6 days ago
Certifiable Outlier-Robust Geometric Perception
Created
2020-07-11
34 commits to master branch, last one 2 years ago