A Python-embedded modeling language for convex optimization problems.
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convex-optimization
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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
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The Operator Splitting QP Solver
machine-learning control optimization svm solver lasso portfolio-optimization numerical-optimization quadratic-programming convex-optimization model-predictive-control
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Python library for portfolio optimization built on top of scikit-learn
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Portfolio optimization and back-testing.
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Portfolio optimization with deep learning.
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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.
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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
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A curated list of mathematical optimization courses, lectures, books, notes, libraries, frameworks and software.
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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
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Meta-Learning with Differentiable Convex Optimization (CVPR 2019 Oral)
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Simple Eigen-C++ wrapper for OSQP library
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Collected study materials in Numerical Optimization ANU@MATH3514(HPC)
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Sequential Convex Programming Toolbox for nonconvex trajectory optimization.
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Multi-Purpose MPC for Reference Path Tracking, Time-Optimal Driving and Obstacle Avoidance
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Input Convex Neural Networks
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COSMO: Accelerated ADMM-based solver for convex conic optimisation problems (LP, QP, SOCP, SDP, ExpCP, PowCP). Automatic chordal decomposition of sparse semidefinite programs.
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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
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