Repositories list

• scs

  Public
  Splitting Conic Solver

  optimizationsolverlinear-programming+ 7

  optimizationsolverlinear-programmingnumerical-optimizationsemidefinite-programmingoptimization-algorithmsquadratic-programmingconvex-optimizationfirst-order-methodscone-programming

  C

  •

  MIT License

  •142•619•42•1•Updated Apr 5, 2026Apr 5, 2026

• CVXR

  Public
  An R modeling language for convex optimization problems.

  R

  •

  Other

  •33•217•3•0•Updated Apr 4, 2026Apr 4, 2026

• cvxcla

  Public
  critical line algorithm for efficient frontier

  markowitzefficient-frontiercritical-line-algorithm

  markowitzefficient-frontiercritical-line-algorithm

  Python

  •

  MIT License

  •5•21•9•0•Updated Apr 4, 2026Apr 4, 2026

• cvxrisk

  Public
  optimizationriskbarra+ 1

  optimizationriskbarracvar

  Python

  •

  MIT License

  •4•24•3•0•Updated Apr 3, 2026Apr 3, 2026

• DNLP

  Public
  Disciplined nonlinear programming extension of CVXPY.

  C++

  •

  Apache License 2.0

  •1.2k•22•4•4•Updated Apr 3, 2026Apr 3, 2026

• simulator

  Public template
  Tool to support backtests

  HTML

  •

  MIT License

  •4•51•10•0•Updated Mar 31, 2026Mar 31, 2026

• cvxmarkowitz

  Public
  Python

  •

  MIT License

  •6•32•12•3•Updated Mar 31, 2026Mar 31, 2026

• home-energy-management

  Public
  Home energy management with dynamic tariffs and tiered peak power charges.

  Python

  •1•3•1•0•Updated Mar 30, 2026Mar 30, 2026

• cvqp

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

  Python

  •

  Apache License 2.0

  •2•28•0•0•Updated Mar 29, 2026Mar 29, 2026

• CuClarabel

  Public
  Julia

  •

  Apache License 2.0

  •6•53•1•18•Updated Mar 25, 2026Mar 25, 2026

• dccp

  Public
  A CVXPY extension for convex-concave programming

  Python

  •

  GNU General Public License v3.0

  •34•135•9•8•Updated Mar 23, 2026Mar 23, 2026

• cvxportfolio

  Public
  Portfolio optimization and back-testing.

  pythonfinancetime-series+ 6

  pythonfinancetime-seriesoptimizationoptimizerportfolio-optimizationoptimization-methodsoptimization-algorithmsconvex-optimization

  Python

  •

  GNU General Public License v3.0

  •284•1.2k•26•3•Updated Mar 10, 2026Mar 10, 2026

• optimization_via_circuits

  Public
  Distributed Optimization: Analysis and Synthesis via Circuits

  Python

  •

  Apache License 2.0

  •2•22•1•0•Updated Mar 10, 2026Mar 10, 2026

• coop_t_code

  Public
  Numerical experiments for coop_t_cost paper

  Python

  •1•0•0•0•Updated Mar 9, 2026Mar 9, 2026

• optimal-pricing

  Public
  Optimal Product Pricing

  Python

  •1•2•0•0•Updated Mar 3, 2026Mar 3, 2026

• dsp

  Public
  A CVXPY extension for saddle problems

  pythonoptimizationmodeling-language+ 2

  pythonoptimizationmodeling-languagecvxpysaddle-point

  Python

  •

  Apache License 2.0

  •4•27•1•6•Updated Mar 1, 2026Mar 1, 2026

• pymde

  Public
  Minimum-distortion embedding with PyTorch

  visualizationmachine-learninggpu+ 6

  visualizationmachine-learninggpucudapytorchdimensionality-reductionembeddinggraph-embeddingfeature-vectors

  Python

  •

  Apache License 2.0

  •30•582•27•1•Updated Feb 26, 2026Feb 26, 2026

• cvxball

  Public archive
  Fast computation of the smallest enclosing sphere

  Python

  •

  MIT License

  •0•9•2•0•Updated Feb 24, 2026Feb 24, 2026

• lpcf

  Public
  Learning parametric convex functions

  Python

  •

  Apache License 2.0

  •1•13•0•0•Updated Feb 19, 2026Feb 19, 2026

• cvxpygen

  Public
  Code generation with CVXPY

  Python

  •

  Apache License 2.0

  •30•179•12•9•Updated Feb 19, 2026Feb 19, 2026

• cvxbook_additional_exercises

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

  Julia

  •213•894•0•0•Updated Feb 15, 2026Feb 15, 2026

• qss

  Public
  QSS: Quadratic-Separable Solver

  Jupyter Notebook

  •

  Apache License 2.0

  •2•7•13•0•Updated Feb 9, 2026Feb 9, 2026

• diffcp

  Public
  Differentiation through cone programs

  Python

  •

  Apache License 2.0

  •26•118•11•2•Updated Jan 26, 2026Jan 26, 2026

• cvxpy

  Public
  A Python-embedded modeling language for convex optimization problems.

  C++

  •

  Apache License 2.0

  •1.2k•23•0•0•Updated Jan 26, 2026Jan 26, 2026

• ls-spa

  Public
  A package for efficient Shapley performance attribution for least-squares problems

  Python

  •

  Apache License 2.0

  •1•8•0•0•Updated Jan 16, 2026Jan 16, 2026

• dnlp-examples

  Public
  This repository contains examples accompanying the paper Disciplined Nonlinear Programming (DNLP)

  Jupyter Notebook

  •

  Apache License 2.0

  •0•0•0•0•Updated Dec 16, 2025Dec 16, 2025

• cvx_ccv_slides

  Public
  Convex-Convex Lecture Slides and Code

  Python

  •3•18•0•0•Updated Dec 10, 2025Dec 10, 2025

• diffqcp

  Public
  Python

  •

  Apache License 2.0

  •0•23•2•0•Updated Dec 7, 2025Dec 7, 2025

• torch_linops

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

  matrixlinear-algebrapytorch

  matrixlinear-algebrapytorch

  Python

  •

  Apache License 2.0

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

• markowitz-reference

  Public
  This repository contains a reference implementation of the Markowitz portfolio optimization problem discussed in the paper Markowitz Portfolio Construction at S…

  Python

  •

  Apache License 2.0

  •10•37•4•0•Updated Nov 24, 2025Nov 24, 2025