convex-optimization

There are 22 repositories under convex-optimization topic.

cvxpy / cvxpy
A Python-embedded modeling language for convex optimization problems.
convex-optimization cvxpy mathematical-optimization modeling-language numerical-optimization optimization optimization-modeling python
Language:C++ 5085
Riskfolio-Lib
dcajasn / Riskfolio-Lib
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
portfolio-optimization convex-optimization stepwise-regression duration-matching drawdown-model sharpe-ratio trading investment finance asset-allocation principal-components-regression cvar-optimization cvxpy risk-parity risk-contribution risk-factors portfolio-management investment-analysis quantitative-finance efficient-frontier
Language:C++ 2682
osqp / osqp
The Operator Splitting QP Solver
optimization quadratic-programming convex-optimization machine-learning lasso svm control model-predictive-control portfolio-optimization solver numerical-optimization
Language:C 1564
skfolio
skfolio / skfolio
Python library for portfolio optimization built on top of scikit-learn
asset-allocation asset-management convex-optimization cvar-optimization cvxpy efficient-frontier hierarchical-clustering machine-learning portfolio portfolio-optimization quantitative-finance quantitative-investment risk-parity scikit-learn trading-strategies
Language:Python 898
jankrepl / deepdow
Portfolio optimization with deep learning.
allocation convex-optimization deep-learning finance machine-learning markowitz portfolio-optimization pytorch stock-price-prediction timeseries trading wealth-management
Language:Python 835
cvxgrp / cvxportfolio
Portfolio optimization and back-testing.
convex-optimization finance optimization optimization-algorithms optimization-methods optimizer portfolio-optimization python time-series
Language:Python 788
SciML / Optimization.jl
Mathematical Optimization in Julia. Local, global, gradient-based and derivative-free. Linear, Quadratic, Convex, Mixed-Integer, and Nonlinear Optimization in one simple, fast, and differentiable interface.
optimization local-optimization global-optimization automatic-differentiation algorithmic-differentiation sciml scientific-machine-learning hacktoberfest julia mixed-integer-programming nonlinear-optimization convex-optimization derivative-free-optimization
Language:Julia 659
mbs0221 / Multitask-Learning
Awesome Multitask Learning Resources
multi-task-learning deep-learning sparse-learning domain-adaptation transfer-learning meta-learning few-shot-learning convex-optimization federated-learning machine-learning
622
jump-dev / Convex.jl
A Julia package for disciplined convex programming
julia convex-optimization solver
Language:Julia 539
scs
cvxgrp / scs
Splitting Conic Solver
convex-optimization cone-programming semidefinite-programming first-order-methods quadratic-programming linear-programming optimization solver optimization-algorithms numerical-optimization
Language:C 521
kjunelee / MetaOptNet
Meta-Learning with Differentiable Convex Optimization (CVPR 2019 Oral)
meta-learning few-shot convex-optimization few-shot-learning image-classification few-shot-recognition cvpr2019 metalearning
Language:Python 514
robotology / osqp-eigen
Simple Eigen-C++ wrapper for OSQP library
optimization qp osqp quadratic-programming convex-optimization
Language:C++ 353
oxfordcontrol / COSMO.jl
COSMO: Accelerated ADMM-based solver for convex conic optimisation problems (LP, QP, SOCP, SDP, ExpCP, PowCP). Automatic chordal decomposition of sparse semidefinite programs.
convex-optimization semidefinite-programming solver julia-language conic-programs optimization sdp
Language:Julia 276
locuslab / icnn
Input Convex Neural Networks
deep-learning reinforcement-learning convex-optimization research-paper
Language:Python 268
oxfordcontrol / Clarabel.rs
Clarabel.rs: Interior-point solver for convex conic optimisation problems in Rust.
conic-optimization conic-programs convex-optimization interior-point-method linear-programming optimization optimization-algorithms quadratic-programming rust-lang semidefinite-programming
Language:Rust 252
VITA-Group / Open-L2O
Open-L2O: A Comprehensive and Reproducible Benchmark for Learning to Optimize Algorithms
convex-optimization lasso learning-to-learn learning-to-optimize meta-learning neural-networks nonconvex-optimization
Language:C++ 249
ShiqinHuo / Numerical-Optimization-Books
Collected study materials in Numerical Optimization ANU@MATH3514(HPC)
electronic-books numerical-optimization convex-optimization numerical-methods boyd convex-optimisation
235
tirthajyoti / Optimization-Python
General optimization (LP, MIP, QP, continuous and discrete optimization etc.) using Python
optimization linear-programming integer-programming mixed-integer-programming quadratic-programming scipy convex-optimization
Language:Jupyter Notebook 221
UW-ACL / SCPToolbox.jl
Sequential Convex Programming Toolbox for nonconvex trajectory optimization.
optimization convex-optimization trajectory-generation robotics rocket-landing spacecraft motion-planning autonomous-driving quadrotors
Language:Julia 221
matssteinweg / Multi-Purpose-MPC
Multi-Purpose MPC for Reference Path Tracking, Time-Optimal Driving and Obstacle Avoidance
autonomous-driving convex-optimization model-predictive-control motion-planning obstacle-avoidance
Language:Python 200
TAMS-Group / bio_ik
MoveIt kinematics_base plugin based on particle optimization & GA
bio-ik ik-solver optimization inverse-kinematics moveit ros genetic-algorithm evolutionary-algorithm particle-swarm-optimization non-convex-optimization convex-optimization robot-control robot-motion-planning artificial-intelligence robotics
Language:C++ 193
ebrahimpichka / awesome-optimization
A curated list of mathematical optimization courses, lectures, books, notes, libraries, frameworks and software.
combinatorial-optimization convex-optimization discrete-optimization integer-linear-programming integer-programming linear-optimization linear-programming mathematical-modelling mathematical-optimization mathematical-programming operations-research optimization stochastic-optimization awesome awesome-list
173
lequant40 / portfolio_allocation_js
A JavaScript library to allocate and optimize financial portfolios.
quantitative-finance risk-parity risk-budgeting markowitz critical-line-algorithm clustering convex-optimization portfolio-optimization fista quadratic-programming linear-programming smo index-tracking equal-risk-contributions portfolio-allocation optimization-algorithms portfolio-selection correlation-matrix
Language:JavaScript 171
oxfordcontrol / Clarabel.jl
Clarabel.jl: Interior-point solver for convex conic optimisation problems in Julia.
optimization convex-optimization optimization-algorithms julia-language conic-programs linear-programming quadratic-programming conic-optimization interior-point-method semidefinite-programming
Language:Julia 153
amkatrutsa / optimization_course
A course on Optimization Methods
convex-optimization seminar numerical-optimization optimization-methods colab mipt
Language:Jupyter Notebook 144
convex-optimization-for-all / convex-optimization-for-all.github.io
모두를 위한 컨백스 최적화
convex-optimization korean-docs
Language:CSS 141
bhushan23 / ADMM
Implemented ADMM for solving convex optimization problems such as Lasso, Ridge regression
convex-optimization admm lasso-regression ridge-regression pytorch
Language:Jupyter Notebook 123
epfl-lts2 / pyunlocbox
A Python convex optimization package using proximal splitting methods
convex-optimization proximal-algorithms proximal-operators
Language:Python 110
MIT-SPARK / CertifiablyRobustPerception
Certifiable Outlier-Robust Geometric Perception
computer-vision semidefinite-programming robotics point-cloud-registration autonomous-driving convex-optimization robust-estimation outliers-detection mixed-integer-programming
Language:MATLAB 105
alexjungaalto / MachineLearningTheBasics
Working files for the textbook project "Machine Learning. The Basics"
artificial-intelligence convex-optimization machine-learning machine-learning-algorithms machinelearning
Language:Jupyter Notebook 104
RoyiAvital / StackExchangeCodes
Codes related to answers on StackExchange Network.
stackexchange mathematics stackoverflow signal-processing image-processing optimization machine-learning matlab julia computer-vision convex-optimization
Language:MATLAB 103
thieu1995 / opfunu
A collection of Benchmark functions for numerical optimization problems
benchmark-functions soft-computing global-optimization convex-optimization non-convex-optimization unimodal-functions multimodal-functions cec-2014 cec-2017 cec-2019 unconstrained-optimization cec-2005 cec-2008 cec-2010 cec-2013 cec-2015 cec-2020 cec-2021 cec-2022
Language:Python 99
RaoUmer / SRResCGAN
Code repo for "Deep Generative Adversarial Residual Convolutional Networks for Real-World Super-Resolution" (CVPRW NTIRE2020).
super-resolution deep-neural-networks convex-optimization residual-learning discriminative-learning real-world sisr ntire2020 cvpr2020
Language:Python 93
david-m-rosen / Optimization
A set of lightweight header-only template functions implementing commonly-used optimization methods on Riemannian manifolds and convex spaces.
optimization riemannian-optimization convex-optimization nonlinear-programming
Language:C++ 91
ProxSDP.jl
mariohsouto / ProxSDP.jl
Semidefinite programming optimization solver
semidefinite-programming convex-optimization optimization julia solver conic-programs sdp
Language:Julia 88
lanl / scico
Scientific Computational Imaging COde
computational-imaging inverse-problems optimization admm fista total-variation plug-and-play-priors jax convex-optimization proximal-algorithms proximal-operators
Language:Python 84