Repositories list

• torch_linops

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

  matrixlinear-algebrapytorch

  Python

  •

  Apache License 2.0

  •2•16•0•0•Updated Dec 7, 2025Dec 7, 2025

• cvxcla

  Public

  cvxgrp/cvxcla’s past year of commit activity
  critical line algorithm for efficient frontier

  markowitzefficient-frontiercritical-line-algorithm

  Python

  •

  Other

  •6•19•10•0•Updated Dec 6, 2025Dec 6, 2025

• diffqcp

  Public

  cvxgrp/diffqcp’s past year of commit activity
  Python

  •

  Apache License 2.0

  •0•19•2•0•Updated Dec 5, 2025Dec 5, 2025

• DNLP

  Public
  Disciplined nonlinear programming extension of CVXPY.

  C++

  •

  Apache License 2.0

  •1.1k•3•2•0•Updated Dec 5, 2025Dec 5, 2025

• cvxportfolio

  Public

  cvxgrp/cvxportfolio’s past year of commit activity
  Portfolio optimization and back-testing.

  pythonfinancetime-series+ 6optimizationoptimizerportfolio-optimizationoptimization-methodsoptimization-algorithmsconvex-optimization

  Python

  •

  GNU General Public License v3.0

  •282•1.1k•26•2•Updated Dec 5, 2025Dec 5, 2025

• cvxmarkowitz

  Public

  cvxgrp/cvxmarkowitz’s past year of commit activity
  Python

  •

  Apache License 2.0

  •5•31•14•4•Updated Dec 3, 2025Dec 3, 2025

• simulator

  Public template

  cvxgrp/simulator’s past year of commit activity
  Tool to support backtests

  Python

  •

  Other

  •5•48•10•1•Updated Dec 2, 2025Dec 2, 2025

• cvxrisk

  Public
  optimizationriskbarra+ 1cvar

  Python

  •

  Other

  •4•20•4•0•Updated Dec 2, 2025Dec 2, 2025

• dnlp-examples

  Public

  cvxgrp/dnlp-examples’s past year of commit activity
  This repository contains examples which accompany the paper Disciplined Nonlinear Programming (DNLP)

  Jupyter Notebook

  •

  Apache License 2.0

  •0•0•0•0•Updated Dec 1, 2025Dec 1, 2025

• dsp

  Public
  A CVXPY extension for saddle problems

  pythonoptimizationmodeling-language+ 2cvxpysaddle-point

  Python

  •

  Apache License 2.0

  •4•28•1•6•Updated Dec 1, 2025Dec 1, 2025

• cvxball

  Public template

  cvxgrp/cvxball’s past year of commit activity
  Fast computation of the smallest enclosing sphere

  Python

  •

  MIT License

  •1•9•6•0•Updated Dec 1, 2025Dec 1, 2025

• ls-spa

  Public

  cvxgrp/ls-spa’s past year of commit activity
  A package for efficient Shapley performance attribution for least-squares problems

  Python

  •

  Apache License 2.0

  •1•8•0•1•Updated Nov 27, 2025Nov 27, 2025

• cvxpygen

  Public
  Code generation with CVXPY

  Python

  •

  Apache License 2.0

  •27•174•11•4•Updated Nov 27, 2025Nov 27, 2025

• scs

  Public
  Splitting Conic Solver

  optimizationsolverlinear-programming+ 7numerical-optimizationsemidefinite-programmingoptimization-algorithmsquadratic-programmingconvex-optimizationfirst-order-methodscone-programming

  C

  •

  MIT License

  •142•606•42•2•Updated Nov 24, 2025Nov 24, 2025

• markowitz-reference

  Public

  cvxgrp/markowitz-reference’s past year of commit activity
  This repository contains a reference implementation of the Markowitz portfolio optimization problem discussed in the paper Markowitz Portfolio Construction at Seventy.

  Python

  •

  Apache License 2.0

  •10•35•4•0•Updated Nov 24, 2025Nov 24, 2025

• optimal-pricing

  Public
  Optimal Product Pricing

  Python

  •1•1•0•0•Updated Nov 8, 2025Nov 8, 2025

• dccp

  Public
  A CVXPY extension for convex-concave programming

  Python

  •

  GNU General Public License v3.0

  •32•134•12•6•Updated Oct 27, 2025Oct 27, 2025

• cvxbson

  Public archive
  dealing with json and bson files

  Python

  •

  Apache License 2.0

  •0•3•5•0•Updated Oct 26, 2025Oct 26, 2025

• CuClarabel

  Public

  cvxgrp/CuClarabel’s past year of commit activity
  Julia

  •

  Apache License 2.0

  •6•44•1•17•Updated Oct 12, 2025Oct 12, 2025

• cvqp

  Public
  CVQP: An operator splitting method for large-scale CVaR-constrained quadratic programs

  Jupyter Notebook

  •

  Apache License 2.0

  •1•26•0•0•Updated Sep 29, 2025Sep 29, 2025

• cvx_short_course

  Public
  Materials for a short course on convex optimization.

  Jupyter Notebook

  •

  Apache License 2.0

  •117•354•8•6•Updated Sep 13, 2025Sep 13, 2025

• .github

  Public
  Reusable workflows for cvxgrp

  testingdockerdevops+ 5automationlatexci-cdgitopsgithub-actions

  Makefile

  •

  Apache License 2.0

  •1•3•2•0•Updated Sep 11, 2025Sep 11, 2025

• diffcp

  Public
  Differentiation through cone programs

  Python

  •

  Apache License 2.0

  •25•111•11•2•Updated Aug 8, 2025Aug 8, 2025

• multilevel_factor_model

  Public

  cvxgrp/multilevel_factor_model’s past year of commit activity
  Fitting multilevel factor model

  Jupyter Notebook

  •

  Apache License 2.0

  •2•4•0•0•Updated Aug 6, 2025Aug 6, 2025

• pymde

  Public
  Minimum-distortion embedding with PyTorch

  visualizationmachine-learninggpu+ 6cudapytorchdimensionality-reductionembeddinggraph-embeddingfeature-vectors

  Python

  •

  Apache License 2.0

  •27•566•26•1•Updated Jul 1, 2025Jul 1, 2025

• iteratively_saturated_kalman_filter

  Public
  An outlier-robust Kalman filter

  Python

  •

  MIT License

  •0•3•0•0•Updated Jun 19, 2025Jun 19, 2025

• mra_precovery

  Public
  Multiple-response agents

  Jupyter Notebook

  •0•0•0•0•Updated Jun 19, 2025Jun 19, 2025

• cvxbook_additional_exercises

  Public
  Additional exercises and data for EE364a. No solutions; for public consumption.

  Julia

  •204•809•0•0•Updated Jun 14, 2025Jun 14, 2025

• cov_pred_finance

  Public
  Jupyter Notebook

  •

  Apache License 2.0

  •14•70•15•3•Updated Jun 13, 2025Jun 13, 2025

• cvxstatarb

  Public
  Jupyter Notebook

  •15•33•9•0•Updated Jun 13, 2025Jun 13, 2025