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convex-optimization

Here are 359 public repositories matching this topic...

Riskfolio-Lib

dcajasn / Riskfolio-Lib

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

finance trading portfolio-optimization sharpe-ratio quantitative-finance investment cvxpy convex-optimization asset-allocation stepwise-regression investment-analysis principal-components-regression risk-factors portfolio-management risk-parity efficient-frontier drawdown-model duration-matching cvar-optimization risk-contribution

Updated Oct 4, 2023
C++

osqp / osqp

The Operator Splitting QP Solver

machine-learning control optimization svm solver lasso portfolio-optimization numerical-optimization quadratic-programming convex-optimization model-predictive-control

Updated Oct 3, 2023
C

jankrepl / deepdow

Portfolio optimization with deep learning.

finance machine-learning timeseries deep-learning trading pytorch stock-price-prediction portfolio-optimization allocation convex-optimization wealth-management markowitz

Updated Aug 2, 2022
Python

cvxgrp / cvxportfolio

Portfolio optimization.

python finance time-series optimization optimizer portfolio-optimization optimization-methods optimization-algorithms convex-optimization

Updated Oct 14, 2023
Python

mbs0221 / Multitask-Learning

Awesome Multitask Learning Resources

machine-learning deep-learning transfer-learning convex-optimization domain-adaptation multi-task-learning meta-learning federated-learning few-shot-learning sparse-learning

Updated Apr 13, 2021

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 julia automatic-differentiation global-optimization hacktoberfest nonlinear-optimization convex-optimization algorithmic-differentiation mixed-integer-programming scientific-machine-learning derivative-free-optimization sciml local-optimization

Updated Oct 22, 2023
Julia

jump-dev / Convex.jl

A Julia package for disciplined convex programming

julia solver convex-optimization

Updated Oct 20, 2023
Julia

kjunelee / MetaOptNet

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

image-classification convex-optimization meta-learning few-shot metalearning few-shot-learning few-shot-recognition cvpr2019

Updated Dec 23, 2022
Python

scs

cvxgrp / scs

Splitting Conic Solver

optimization solver linear-programming semidefinite-programming optimization-algorithms quadratic-programming convex-optimization first-order-methods cone-programming

Updated Jul 28, 2023
C

robotology / osqp-eigen

Simple Eigen-C++ wrapper for OSQP library

optimization quadratic-programming convex-optimization qp osqp

Updated Aug 1, 2023
C++

locuslab / icnn

Input Convex Neural Networks

reinforcement-learning deep-learning research-paper convex-optimization

Updated Mar 20, 2019
Python

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.

optimization solver julia-language sdp semidefinite-programming convex-optimization conic-programs

Updated Sep 21, 2023
Julia

tirthajyoti / Optimization-Python

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

optimization linear-programming scipy quadratic-programming convex-optimization integer-programming mixed-integer-programming

Updated Oct 27, 2021
Jupyter Notebook

VITA-Group / Open-L2O

Open-L2O: A Comprehensive and Reproducible Benchmark for Learning to Optimize Algorithms

lasso neural-networks convex-optimization meta-learning learning-to-learn nonconvex-optimization learning-to-optimize

Updated Jun 9, 2023
C++

ShiqinHuo / Numerical-Optimization-Books

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

numerical-methods numerical-optimization convex-optimization electronic-books boyd convex-optimisation

Updated May 6, 2019

UW-ACL / SCPToolbox.jl

Sequential Convex Programming Toolbox for nonconvex trajectory optimization.

robotics optimization spacecraft motion-planning trajectory-generation autonomous-driving convex-optimization quadrotors rocket-landing

Updated Aug 7, 2023
Julia

TAMS-Group / bio_ik

MoveIt kinematics_base plugin based on particle optimization & GA

robotics optimization genetic-algorithm artificial-intelligence ros inverse-kinematics moveit robot-control evolutionary-algorithm ik-solver convex-optimization particle-swarm-optimization robot-motion-planning non-convex-optimization bio-ik

Updated Sep 27, 2023
C++

lequant40 / portfolio_allocation_js

A JavaScript library to allocate and optimize financial portfolios.

clustering linear-programming portfolio-optimization quantitative-finance smo optimization-algorithms quadratic-programming convex-optimization fista portfolio-selection correlation-matrix portfolio-allocation markowitz risk-parity risk-budgeting critical-line-algorithm index-tracking equal-risk-contributions

Updated Mar 3, 2023
JavaScript

oxfordcontrol / Clarabel.rs

Clarabel.rs: Interior-point solver for convex conic optimisation problems in Rust.

optimization linear-programming rust-lang semidefinite-programming optimization-algorithms quadratic-programming convex-optimization interior-point-method conic-programs conic-optimization

Updated Oct 17, 2023
Rust

matssteinweg / Multi-Purpose-MPC

Multi-Purpose MPC for Reference Path Tracking, Time-Optimal Driving and Obstacle Avoidance

motion-planning autonomous-driving convex-optimization obstacle-avoidance model-predictive-control

Updated Oct 20, 2021
Python

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