Stanford University Convex Optimization Group

cvxcla Public
critical line algorithm for efficient frontier

cvxgrp/cvxcla's past year of commit activity

Python 24 MIT 6 0 2 Updated Nov 6, 2026
cvxopf Public
temporal optimal power flow, built on cvxpy

cvxgrp/cvxopf's past year of commit activity

Python 9 BSD-2-Clause 2 1 2 Updated Nov 4, 2026
cvxrisk Public
Portfolio risk management via convex optimization — interchangeable risk models behind one abstract interface, solved directly with Clarabel

cvxgrp/cvxrisk's past year of commit activity

Python 32 MIT 4 2 0 Updated Nov 3, 2026
cvxmarkowitz Public
Markowitz portfolio construction on CVXPY — DPP-compliant builders that solve long sequences of related problems without recompiling as assets and factors come and go

cvxgrp/cvxmarkowitz's past year of commit activity

Python 37 MIT 9 4 0 Updated Nov 3, 2026
simulator Public template
Tool to support backtests

cvxgrp/simulator's past year of commit activity

HTML 54 MIT 4 0 0 Updated Nov 3, 2026
scs Public
Splitting Conic Solver

cvxgrp/scs's past year of commit activity

C 639 MIT 143 7 7 Updated Nov 2, 2026
aa Public
Anderson Acceleration

cvxgrp/aa's past year of commit activity

C 33 MIT 10 0 0 Updated Nov 2, 2026
CVXR Public
An R modeling language for convex optimization problems.

cvxgrp/CVXR's past year of commit activity

R 219 32 2 0 Updated Oct 19, 2026
simple-portfolio-code Public

cvxgrp/simple-portfolio-code's past year of commit activity

Python 6 Apache-2.0 1 0 0 Updated Oct 17, 2026
randalo Public

cvxgrp/randalo's past year of commit activity

Python 6 MIT 0 0 1 Updated Oct 14, 2026

View all repositories

Navigation Menu

Stanford University Convex Optimization Group

Pinned Loading

Repositories

Uh oh!

Uh oh!

Uh oh!

Uh oh!

People

Top languages

Uh oh!

Most used topics

Uh oh!