The Operator Splitting QP Solver

A Julia package for disciplined convex programming

Meta-Learning with Differentiable Convex Optimization (CVPR 2019 Oral)

Awesome Multitask Learning Resources

C package that solves convex cone problems via operator splitting

Input Convex Neural Networks

COSMO: An ADMM-based solver for convex conic optimisation problems (LP, QP, SOCP, SDP, ExpCP, PowCP). Automatic chordal decomposition of sparse semidefinite programs.

General optimization (LP, MIP, QP, continuous and discrete optimization etc.) using Python

A JavaScript library to allocate and optimize financial portfolios.

A course on Optimization Methods

A Python convex optimization package using proximal splitting methods

Simple Eigen-C++ wrapper for OSQP library

Collected study materials in Numerical Optimization ANU@MATH3514(HPC)

Semidefinite programming optimization solver

Structured optimization in Julia

Riskfolio-Lib is a library for making quantitative strategic asset allocation or portfolio optimization in Python.

A set of lightweight header-only template functions implementing commonly-used optimization methods on Riemannian manifolds and convex spaces.

Visualization of various deep learning optimization algorithms using PyTorch automatic differentiation and optimizers.

Implemented ADMM for solving convex optimization problems such as Lasso, Ridge regression

Source code for the examples accompanying the paper "Learning convex optimization control policies."

Code repo for "Deep Generative Adversarial Residual Convolutional Networks for Real-World Super-Resolution" (CVPRW NTIRE2020).

A Matlab convex optimization toolbox using proximal splitting methods

Análisis numérico y cómputo científico

Reference implementation of Optimistic Expected Improvement.

A C++ toolkit for Convex Optimization (Logistic Loss, SVM, SVR, Least Squares etc.), Convex Optimization algorithms (LBFGS, TRON, SGD, AdsGrad, CG, Nesterov etc.) and Classifiers/Regressors (Logistic Regression, SVMs, Least Squares Regression etc.)

Making your benchmark of optimization algorithms simple and open

Markowitz portfolio optimization on synthetic and real stocks

Information Retrieval in High Dimensional Data (class deliverables)

Implementation of various optimization methods