convex-optimization topic

List convex-optimization repositories

Multi-Purpose-MPC

210
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59
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Multi-Purpose MPC for Reference Path Tracking, Time-Optimal Driving and Obstacle Avoidance

cocp

79
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16
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Source code for the examples accompanying the paper "Learning convex optimization control policies."

Clarabel.jl

157
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16
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Clarabel.jl: Interior-point solver for convex conic optimisation problems in Julia.

benchopt

222
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52
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Making your benchmark of optimization algorithms simple and open

ProxSDP.jl

90
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12
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Semidefinite programming optimization solver

markowitz-portfolio-optimization

72
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24
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Markowitz portfolio optimization on synthetic and real stocks

pyunlocbox

110
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25
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A Python convex optimization package using proximal splitting methods

ADMM

126
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29
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Implemented ADMM for solving convex optimization problems such as Lasso, Ridge regression