#Convex-optimization

Showing 13 of 13 repositories tagged #convex-optimization, ranked by stars

cvxpy
cvxpy
cvxpy

A Python-embedded modeling language for convex optimization problems.

Score
100
★ 6.3k ⑂ 1.2k +7/day
C++
dcajasn
dcajasn
Riskfolio-Lib

Portfolio Optimization in Python

Score
100
★ 4.3k ⑂ 682 +15/day
C++
osqp
osqp
osqp

The Operator Splitting QP Solver

Score
100
★ 2.2k ⑂ 416 +2/day
C
skfolio
skfolio
skfolio

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

Score
67
★ 2.0k ⑂ 213
Python
jankrepl
jankrepl
deepdow

Portfolio optimization with deep learning.

Score
33
★ 1.2k ⑂ 167 +1/day
Python
mbs0221
mbs0221
Multitask-Learning

Awesome Multitask Learning Resources

Score
50
★ 672 ⑂ 144
oxfordcontrol
oxfordcontrol
Clarabel.rs

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

Score
0
★ 577 ⑂ 48 +3/day
Rust
vprusso
vprusso
toqito

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

Score
50
★ 284 ⑂ 166 +2/day
Python
TAMS-Group
TAMS-Group
bio_ik

MoveIt kinematics_base plugin based on particle optimization & GA

Score
25
★ 268 ⑂ 92 +1/day
C++
lequant40
lequant40
portfolio_allocation_js

A JavaScript library to allocate and optimize financial portfolios.

Score
0
★ 187 ⑂ 37
JavaScript
RoyiAvital
RoyiAvital
StackExchangeCodes

Codes related to answers on StackExchange Network.

Score
75
★ 122 ⑂ 43
MATLAB
harsh306
harsh306
awesome-nn-optimization

Awesome list for Neural Network Optimization methods.

Score
0
★ 83 ⑂ 12
SergioRAgostinho
SergioRAgostinho
cvxpnpl

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

Score
0
★ 81 ⑂ 14
Python
Related Topics
#optimization#portfolio-optimization#machine-learning#cvxpy#python#quantitative-finance#risk-parity#quadratic-programming#deep-learning#numerical-optimization#asset-allocation#cvar-optimization

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