Stanford University Convex Optimization Group

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Results 40 repositories owned by Stanford University Convex Optimization Group

l1_ls

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This is the repository for the l1_ls, a simple Matlab solver for l1-regularized least squares problems.

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miqp_admm

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ADMM for Mixed-Integer Quadratic Programming

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ncvx

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pdos

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Primal-Dual Operator Splitting Method for Conic Optimization

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proximal

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Sample implementations of proximal operators

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qcml

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A Python parser for generating Python/C/Matlab solver interfaces

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qcqp

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A CVXPY extension for handling nonconvex QCQP via Suggest-and-Improve framework

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signal-decomposition

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A simple and general framework for signal decomposition

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strat_models

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A distributed method for fitting Laplacian regularized stratified models.

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vwap_opt_exec

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Volume Weighted Average Price Optimal Execution

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