convex-optimization | Topic | Ecosyste.ms: Repos

Topic: "convex-optimization"

cvxpy/cvxpy

A Python-embedded modeling language for convex optimization problems.

Language: C++ - Size: 206 MB - Last synced at: 26 minutes ago - Pushed at: about 15 hours ago - Stars: 6,050 - Forks: 1,139

dcajasn/Riskfolio-Lib

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

Language: C++ - Size: 185 MB - Last synced at: about 1 month ago - Pushed at: about 1 month ago - Stars: 3,666 - Forks: 605

osqp/osqp

The Operator Splitting QP Solver

Language: C - Size: 75 MB - Last synced at: about 2 months ago - Pushed at: 2 months ago - Stars: 1,991 - Forks: 389

skfolio/skfolio

Python library for portfolio optimization built on top of scikit-learn

Language: Python - Size: 123 MB - Last synced at: 17 days ago - Pushed at: 19 days ago - Stars: 1,793 - Forks: 172

cvxgrp/cvxportfolio

Portfolio optimization and back-testing.

Language: Python - Size: 315 MB - Last synced at: 6 days ago - Pushed at: 7 days ago - Stars: 1,145 - Forks: 282

jankrepl/deepdow

Portfolio optimization with deep learning.

Language: Python - Size: 2.24 MB - Last synced at: 4 months ago - Pushed at: almost 2 years ago - Stars: 1,057 - Forks: 150

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.

Language: Julia - Size: 28.9 MB - Last synced at: 9 days ago - Pushed at: 9 days ago - Stars: 810 - Forks: 96

mbs0221-mlsys/Multitask-Learning

Awesome Multitask Learning Resources

Size: 29.3 MB - Last synced at: 12 months ago - Pushed at: over 4 years ago - Stars: 654 - Forks: 144

cvxgrp/scs

Splitting Conic Solver

Language: C - Size: 11.7 MB - Last synced at: 8 days ago - Pushed at: 9 days ago - Stars: 608 - Forks: 142

jump-dev/Convex.jl

A Julia package for disciplined convex programming

Language: Julia - Size: 10.8 MB - Last synced at: 19 days ago - Pushed at: 6 months ago - Stars: 591 - Forks: 122

ebrahimpichka/awesome-optimization

A curated list of mathematical optimization courses, lectures, books, notes, libraries, frameworks and software.

Size: 46.9 KB - Last synced at: 13 days ago - Pushed at: about 1 year ago - Stars: 555 - Forks: 60

kjunelee/MetaOptNet

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

Language: Python - Size: 2.78 MB - Last synced at: 10 months ago - Pushed at: over 1 year ago - Stars: 533 - Forks: 97

oxfordcontrol/Clarabel.rs

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

Language: Rust - Size: 1.54 MB - Last synced at: 2 days ago - Pushed at: 23 days ago - Stars: 505 - Forks: 40

gbionics/osqp-eigen

Simple Eigen-C++ wrapper for OSQP library

Language: C++ - Size: 1.83 MB - Last synced at: 15 days ago - Pushed at: about 2 months ago - Stars: 465 - Forks: 128

ShiqinHuo/Numerical-Optimization-Books

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

Size: 113 MB - Last synced at: 7 months ago - Pushed at: over 6 years ago - Stars: 348 - Forks: 104

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.

Language: Julia - Size: 7.55 MB - Last synced at: 3 months ago - Pushed at: 5 months ago - Stars: 303 - Forks: 43

locuslab/icnn

Input Convex Neural Networks

Language: Python - Size: 10.3 MB - Last synced at: 9 months ago - Pushed at: almost 7 years ago - Stars: 289 - Forks: 50

VITA-Group/Open-L2O

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

Language: C++ - Size: 17.6 MB - Last synced at: 8 months ago - Pushed at: over 2 years ago - Stars: 278 - Forks: 43

vprusso/toqito

|toqito> (Theory of Quantum Information Toolkit) is a Python library for research in quantum information theory.

Language: Python - Size: 6.13 MB - Last synced at: 3 days ago - Pushed at: 5 days ago - Stars: 258 - Forks: 122

tirthajyoti/Optimization-Python

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

Language: Jupyter Notebook - Size: 2.79 MB - Last synced at: 6 months ago - Pushed at: about 4 years ago - Stars: 229 - Forks: 142

oxfordcontrol/Clarabel.jl

Clarabel.jl: Interior-point solver for convex conic optimisation problems in Julia.

Language: Julia - Size: 94.5 MB - Last synced at: 2 months ago - Pushed at: 2 months ago - Stars: 226 - Forks: 23

UW-ACL/SCPToolbox.jl

Sequential Convex Programming Toolbox for nonconvex trajectory optimization.

Language: Julia - Size: 1.46 MB - Last synced at: over 1 year ago - Pushed at: over 2 years ago - Stars: 219 - Forks: 50

TAMS-Group/bio_ik

MoveIt kinematics_base plugin based on particle optimization & GA

Language: C++ - Size: 1.25 MB - Last synced at: 11 months ago - Pushed at: 11 months ago - Stars: 215 - Forks: 83

lequant40/portfolio_allocation_js

A JavaScript library to allocate and optimize financial portfolios.

Language: JavaScript - Size: 2.98 MB - Last synced at: 3 months ago - Pushed at: almost 3 years ago - Stars: 183 - Forks: 36

matssteinweg/Multi-Purpose-MPC

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

Language: Python - Size: 16.9 MB - Last synced at: almost 2 years ago - Pushed at: about 4 years ago - Stars: 178 - Forks: 57

convex-optimization-for-all/convex-optimization-for-all.github.io

모두를 위한 컨백스 최적화

Language: CSS - Size: 7.22 MB - Last synced at: 7 months ago - Pushed at: 8 months ago - Stars: 176 - Forks: 23

thieu1995/opfunu

A collection of Benchmark functions for numerical optimization problems

Language: Python - Size: 20.2 MB - Last synced at: 18 days ago - Pushed at: over 1 year ago - Stars: 166 - Forks: 42

lanl/scico

Scientific Computational Imaging COde

Language: Python - Size: 2.58 MB - Last synced at: 16 days ago - Pushed at: 18 days ago - Stars: 145 - Forks: 21

amkatrutsa/optimization_course

A course on Optimization Methods

Language: Jupyter Notebook - Size: 104 MB - Last synced at: about 2 years ago - Pushed at: over 3 years ago - Stars: 141 - Forks: 47

WU-CVGL/GlobustVP

[CVPR 2025 Award Candidate & Oral] Convex Relaxation for Robust Vanishing Point Estimation in Manhattan World

Language: Python - Size: 1.31 MB - Last synced at: 2 months ago - Pushed at: 2 months ago - Stars: 125 - Forks: 4

PREDICT-EPFL/piqp

A Proximal Interior Point Quadratic Programming solver

Language: C++ - Size: 34.8 MB - Last synced at: 2 months ago - Pushed at: 4 months ago - Stars: 125 - Forks: 18

RoyiAvital/StackExchangeCodes

Codes related to answers on StackExchange Network.

Language: MATLAB - Size: 39.9 MB - Last synced at: 3 months ago - Pushed at: 3 months ago - Stars: 120 - Forks: 43

alexjungaalto/MachineLearningTheBasics

Working files for the textbook project "Machine Learning. The Basics"

Language: Jupyter Notebook - Size: 194 MB - Last synced at: 10 months ago - Pushed at: 10 months ago - Stars: 120 - Forks: 15

epfl-lts2/pyunlocbox

A Python convex optimization package using proximal splitting methods

Language: Python - Size: 4.26 MB - Last synced at: about 1 month ago - Pushed at: 4 months ago - Stars: 118 - Forks: 27

MIT-SPARK/CertifiablyRobustPerception

Certifiable Outlier-Robust Geometric Perception

Language: MATLAB - Size: 12.4 MB - Last synced at: 7 months ago - Pushed at: about 2 years ago - Stars: 117 - Forks: 17

bhushan23/ADMM

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

Language: Jupyter Notebook - Size: 735 KB - Last synced at: about 2 years ago - Pushed at: about 4 years ago - Stars: 107 - Forks: 27

RaoUmer/SRResCGAN

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

Language: Python - Size: 24.3 MB - Last synced at: 4 months ago - Pushed at: almost 3 years ago - Stars: 99 - Forks: 17

mariohsouto/ProxSDP.jl

Semidefinite programming optimization solver

Language: Julia - Size: 12.1 MB - Last synced at: about 2 months ago - Pushed at: 8 months ago - Stars: 97 - Forks: 13

carnotresearch/cr-sparse

Functional models and algorithms for sparse signal processing

Language: Jupyter Notebook - Size: 81.6 MB - Last synced at: 1 day ago - Pushed at: about 2 years ago - Stars: 96 - Forks: 11

cvxgrp/cocp

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

Language: Jupyter Notebook - Size: 3.43 MB - Last synced at: 4 months ago - Pushed at: about 3 years ago - Stars: 85 - Forks: 16

harsh306/awesome-nn-optimization

Awesome list for Neural Network Optimization methods.

Size: 202 KB - Last synced at: 9 days ago - Pushed at: 11 months ago - Stars: 81 - Forks: 11

SergioRAgostinho/cvxpnpl

A Perspective-n-Points-and-Lines method.

Language: Python - Size: 132 KB - Last synced at: 27 minutes ago - Pushed at: over 3 years ago - Stars: 80 - Forks: 14

willyfh/uav-trajectory-planning

The first unofficial implementation of a paper with the title of "UAV Trajectory Planning for Data Collection from Time-Constrained IoT Devices" (IEEE Transactions on Wireless Communications 2019)

Language: MATLAB - Size: 804 KB - Last synced at: 9 months ago - Pushed at: over 2 years ago - Stars: 78 - Forks: 14

david-m-rosen/Optimization

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

Language: C++ - Size: 400 KB - Last synced at: over 2 years ago - Pushed at: over 3 years ago - Stars: 78 - Forks: 15

chaitjo/markowitz-portfolio-optimization

Markowitz portfolio optimization on synthetic and real stocks

Language: Python - Size: 532 KB - Last synced at: 8 months ago - Pushed at: about 8 years ago - Stars: 76 - Forks: 25

JuliaFirstOrder/StructuredOptimization.jl

Structured optimization in Julia

Language: Julia - Size: 5.22 MB - Last synced at: 2 months ago - Pushed at: over 2 years ago - Stars: 75 - Forks: 10

MIT-SPARK/STRIDE

Solver for Large-Scale Rank-One Semidefinite Relaxations

Language: MATLAB - Size: 666 KB - Last synced at: 7 months ago - Pushed at: about 3 years ago - Stars: 68 - Forks: 11

santoshrajkumar/kq-lmpc-quadrotor

A complete, hardware-ready Python package for Koopman-based Linear Model Predictive Control (LMPC), delivering real-time trajectory tracking for quadrotors using analytical Koopman lifting (no training data required)

Language: Python - Size: 96.5 MB - Last synced at: 10 days ago - Pushed at: 27 days ago - Stars: 65 - Forks: 11

amkatrutsa/optimization-fivt

Lectures on optimization methods

Language: Jupyter Notebook - Size: 29.4 MB - Last synced at: almost 3 years ago - Pushed at: about 3 years ago - Stars: 65 - Forks: 23

verified-optimization/CvxLean

Convex optimization modeling in Lean 4

Language: Lean - Size: 22.5 MB - Last synced at: 5 days ago - Pushed at: over 1 year ago - Stars: 61 - Forks: 10

amkatrutsa/liboptpy

Implementation of various optimization methods

Language: Python - Size: 3.73 MB - Last synced at: almost 3 years ago - Pushed at: almost 4 years ago - Stars: 60 - Forks: 17

JamesYang007/adelie

A fast and flexible Python package for efficiently solving lasso, elastic net, group lasso, and group elastic net problems.

Language: C++ - Size: 21.8 MB - Last synced at: 4 days ago - Pushed at: 5 months ago - Stars: 59 - Forks: 7

platers/songpong

Synchronizing pong to music

Language: Python - Size: 55.7 KB - Last synced at: 5 months ago - Pushed at: over 1 year ago - Stars: 59 - Forks: 2

epfl-lts2/unlocbox

A Matlab convex optimization toolbox using proximal splitting methods

Language: MATLAB - Size: 4.22 MB - Last synced at: 2 months ago - Pushed at: about 2 years ago - Stars: 56 - Forks: 18

mynkpl1998/Deep-Learning-Optimization-Algorithms

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

Language: Jupyter Notebook - Size: 82.5 MB - Last synced at: almost 3 years ago - Pushed at: over 7 years ago - Stars: 53 - Forks: 7

stephenbeckr/convex-optimization-class

APPM 5630 at CU Boulder

Language: Jupyter Notebook - Size: 198 MB - Last synced at: 5 months ago - Pushed at: 5 months ago - Stars: 50 - Forks: 12

decile-team/jensen

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.)

Language: C++ - Size: 20.4 MB - Last synced at: about 1 year ago - Pushed at: almost 4 years ago - Stars: 50 - Forks: 21

oxfordcontrol/Bayesian-Optimization

Reference implementation of Optimistic Expected Improvement.

Language: Python - Size: 118 KB - Last synced at: 3 months ago - Pushed at: over 5 years ago - Stars: 50 - Forks: 10

oxfordcontrol/Clarabel.cpp

Clarabel.cpp: C/C++ interface to the Clarabel Interior-point solver for convex conic optimisation problems.

Language: C++ - Size: 261 KB - Last synced at: 6 months ago - Pushed at: 7 months ago - Stars: 48 - Forks: 13

bodono/scs-python

Python interface for SCS

Language: Jupyter Notebook - Size: 1 MB - Last synced at: about 12 hours ago - Pushed at: 9 days ago - Stars: 45 - Forks: 36

arobey1/LipSDP

LipSDP - Lipschitz Estimation for Neural Networks

Language: MATLAB - Size: 204 KB - Last synced at: over 2 years ago - Pushed at: almost 4 years ago - Stars: 44 - Forks: 16

qoco-org/qoco

Quadratic Objective Conic Optimizer

Language: C - Size: 29.1 MB - Last synced at: about 5 hours ago - Pushed at: 6 days ago - Stars: 43 - Forks: 3

ITAM-DS/analisis-numerico-computo-cientifico

Análisis numérico y cómputo científico

Language: Jupyter Notebook - Size: 612 MB - Last synced at: about 2 years ago - Pushed at: about 3 years ago - Stars: 43 - Forks: 185

SinaMirrazavi-sony/QP_IK_solver

Quadratic program based Inverse kinematic solver for mutli-robotic arms with respect to the kinematic and self-collision avoidance constraints

Language: C++ - Size: 239 KB - Last synced at: almost 2 years ago - Pushed at: over 6 years ago - Stars: 43 - Forks: 7

kien-vu/Joint-User-Association-and-In-band-Backhaul-Scheduling-and-in-5G-mmWave-Networks

Matlab Simulation for T. K. Vu, M. Bennis, S. Samarakoon, M. Debbah and M. Latva-aho, "Joint In-Band Backhauling and Interference Mitigation in 5G Heterogeneous Networks," European Wireless 2016; 22th European Wireless Conference, Oulu, Finland, 2016, pp. 1-6. URL: http://ieeexplore.ieee.org/stamp/stamp.jsp?tp=&arnumber=7499273&isnumber=7499250

Language: Matlab - Size: 1.94 MB - Last synced at: about 2 years ago - Pushed at: about 8 years ago - Stars: 37 - Forks: 20

cvxgrp/cptopt

Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization

Language: Python - Size: 26.4 KB - Last synced at: 4 months ago - Pushed at: over 1 year ago - Stars: 36 - Forks: 5

mstone/depict

depict – share mental models better

Language: Rust - Size: 1.97 MB - Last synced at: 9 months ago - Pushed at: over 2 years ago - Stars: 36 - Forks: 3

uzairakbar/info-retrieval

Information Retrieval in High Dimensional Data (class deliverables)

Language: Jupyter Notebook - Size: 140 MB - Last synced at: almost 3 years ago - Pushed at: over 7 years ago - Stars: 35 - Forks: 13

mir-aidj/transition-analysis

Code for "Reverse-Engineering The Transition Regions of Real-World DJ Mixes using Sub-band Analysis with Convex Optimization" NIME 2021

Language: Python - Size: 155 MB - Last synced at: 9 months ago - Pushed at: over 4 years ago - Stars: 33 - Forks: 4

jarredbarber/eigen-QP

Quadradic Programming solver using Eigen

Language: C++ - Size: 27.3 KB - Last synced at: about 1 month ago - Pushed at: over 5 years ago - Stars: 32 - Forks: 7

dmalyuta/lcvx

Lossless convexification new results (mixed-integer problems)

Language: Python - Size: 5.59 MB - Last synced at: 9 months ago - Pushed at: about 6 years ago - Stars: 32 - Forks: 5

lx10077/lasso

Convex optimizers for LASSO, including subgradient, project gradient, proximal gradient, smooth method, lagrangian method and stochastic gradient descent variants.

Language: Python - Size: 868 KB - Last synced at: over 2 years ago - Pushed at: about 7 years ago - Stars: 32 - Forks: 8