A MATLAB system for disciplined convex programming

Constrained optimization for Pytorch using the SQP-GS algorithm

Deep Learning optimization experiments in Pytorch

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.

GitHub actions for the CVXPY organization

A script for tidying bib files

Polyak step sizes with weight decay in Pytorch

A Python package for General Graphical Lasso computation

A CVXPY extension for saddle problems

Convex optimization modeling in Lean 4

A Github Action that posts a summary of all changes within the poetry.lock file to a pull request

Robust Bond Portfolio Construction via Convex-Concave Saddle Point Optimization

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

Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization

Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.

ARMA cell: a modular and effective approach for neural autoregressive modeling

QSS: Quadratic-Separable Solver

SciPy library main repository

Code and data related to CVXPY benchmarks.

Code generation with CVXPY

Python interface for SCS

Python for Finance

DoubleML - Double Machine Learning in Python

A Python-embedded modeling language for convex optimization problems.

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity