Portfolio optimization with deep learning.

Some data analysis tools for working with historical PV solar time-series data sets.

A library to define abstract linear operators, and associated algebra and matrix-free algorithms, that works with pyTorch Tensors.

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

A CVXPY extension for convex-concave programming

Code generation with CVXPY

Differentiable convex optimization layers

A Stanford Engineering Beamer Template, so that you don't have to make the template yourself.

A reactive notebook for Python — run reproducible experiments, query with SQL, execute as a script, deploy as an app, and version with git. Stored as pure Python. All in a modern, AI-native editor.

A fast algorithm for finding an optimal path in a collection of safe boxes

Linear algebra foundation for the Rust programming language

Convex optimization modeling in Lean 4

A Python-embedded modeling language for convex optimization problems.

Heterogeneous Accelerator Memory Resource

The Operator Splitting QP Solver

An implementation of algorithms for randomized alternating method of multipliers for solving convex optimization problems. The algorithms are from "Randomized Alternating Direction Methods for Effi…

Knockoffs for controlled variable selection

Preconditioned Conjugate Gradient in Pytorch

A high-performance C++ library for randomized numerical linear algebra

A header-only C++ library for sketching in randomized linear algebra

HKN Master Slides

An automatic differentiation library for Python+NumPy.

CPU Raytracer

A fork of hspicefile, with support for >4GiB .tr0 files

The Libertinus font family