Stanford University Convex Optimization Group

Splitting Conic Solver

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Minimum-distortion embedding with PyTorch

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Portfolio optimization and back-testing.

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Differentiable convex optimization layers

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An R modeling language for convex optimization problems.

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Materials for a short course on convex optimization.

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

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Anderson accelerated Douglas-Rachford splitting

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Anderson Acceleration

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Repository for "Fitting a Kalman Smoother to Data"

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