A Python-embedded modeling language for convex optimization problems.
Portfolio Optimization in Python
The Operator Splitting QP Solver
Python library for portfolio optimization built on top of scikit-learn
Portfolio optimization and back-testing.
Portfolio optimization with deep learning.
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.
A curated list of mathematical optimization courses, lectures, books, notes, libraries, frameworks and software.
Awesome Multitask Learning Resources
Splitting Conic Solver
A Julia package for disciplined convex programming
Clarabel.rs: Interior-point solver for convex conic optimisation problems in Rust.
Meta-Learning with Differentiable Convex Optimization (CVPR 2019 Oral)
Simple Eigen-C++ wrapper for OSQP library
Collected study materials in Numerical Optimization ANU@MATH3514(HPC)
Sequential Convex Programming Toolbox for nonconvex trajectory optimization.
Multi-Purpose MPC for Reference Path Tracking, Time-Optimal Driving and Obstacle Avoidance
Input Convex Neural Networks
COSMO: Accelerated ADMM-based solver for convex conic optimisation problems (LP, QP, SOCP, SDP, ExpCP, PowCP). Automatic chordal decomposition of sparse semidefinite programs.
Open-L2O: A Comprehensive and Reproducible Benchmark for Learning to Optimize Algorithms
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