convex-optimization 开源项目推荐（675 个）

cvxpy /cvxpy

A Python-embedded modeling language for convex optimization problems.

dcajasn /Riskfolio-Lib

Portfolio Optimization in Python

osqp /osqp

The Operator Splitting QP Solver

cvxgrp /cvxportfolio

Portfolio optimization and back-testing.

jankrepl /deepdow

Portfolio optimization with deep learning.

SciML /Optimization.jl

《Julia中的数学优化》。局部、全局、基于梯度且无导数。线性、二次、凸、混合整数和非线性优化，集成在一个简单、快速且可微的界面中。

ebrahimpichka /awesome-optimization

A curated list of mathematical optimization courses, lectures, books, notes, libraries, frameworks and software.

mbs0221 /Multitask-Learning

Awesome Multitask Learning Resources

cvxgrp /scs

Splitting Conic Solver

oxfordcontrol /Clarabel.rs

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

jump-dev /Convex.jl

A Julia package for disciplined convex programming

kjunelee /MetaOptNet

Meta-Learning with Differentiable Convex Optimization (CVPR 2019 Oral)

optimatika /ojAlgo

Pure Java LP, QP and MIP solvers plus fast linear algebra. Zero dependencies, MIT licensed. Mathematical optimization and linear algebra for the JVM.

gbionics /osqp-eigen

Simple Eigen-C++ wrapper for OSQP library

ShiqinHuo /Numerical-Optimization-Books

Collected study materials in Numerical Optimization ANU@MATH3514(HPC)

matssteinweg /Multi-Purpose-MPC

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

UW-ACL /SCPToolbox.jl

Sequential Convex Programming Toolbox for nonconvex trajectory optimization.

oxfordcontrol /COSMO.jl

COSMO: Accelerated ADMM-based solver for convex conic optimisation problems (LP, QP, SOCP, SDP, ExpCP, PowCP). Automatic chordal decomposition of sparse semidefinite programs.

locuslab /icnn

Input Convex Neural Networks

VITA-Group /Open-L2O

Open-L2O: A Comprehensive and Reproducible Benchmark for Learning to Optimize Algorithms