convex-optimization

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

The Operator Splitting QP Solver

Portfolio optimization with deep learning.

Awesome Multitask Learning Resources

A Julia package for disciplined convex programming

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

Splitting Conic Solver

Input Convex Neural Networks

Simple Eigen-C++ wrapper for OSQP library

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

General optimization (LP, MIP, QP, continuous and discrete optimization etc.) using Python

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

MoveIt kinematics_base plugin based on particle optimization & GA

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

A JavaScript library to allocate and optimize financial portfolios.

Sequential Convex Programming Toolbox for nonconvex trajectory optimization.

Making your benchmark of optimization algorithms simple and open

A course on Optimization Methods

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

A Python convex optimization package using proximal splitting methods