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

Portfolio optimization and back-testing.

Portfolio optimization with deep learning.

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

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

Input Convex Neural Networks

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

A collection of Benchmark functions for numerical optimization problems

Scientific Computational Imaging COde

[CVPR 2025 Award Candidate & Oral] Convex Relaxation for Robust Vanishing Point Estimation in Manhattan World

A Python convex optimization package using proximal splitting methods

Code repo for "Deep Generative Adversarial Residual Convolutional Networks for Real-World Super-Resolution" (CVPRW NTIRE2020).

Markowitz portfolio optimization on synthetic and real stocks

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

Implementation of various optimization methods

Synchronizing pong to music

Simulation code for "A Novel SCA-Based Method for Beamforming Optimization in IRS/RIS-Assisted MU-MISO Downlink," by V. Kumar, R. Zhang, M. D. Renzo and L. -N. Tran, IEEE Wireless Communications Letters, doi: 10.1109/LWC.2022.3224316.

Reference implementation of Optimistic Expected Improvement.

Convex optimizers for LASSO, including subgradient, project gradient, proximal gradient, smooth method, lagrangian method and stochastic gradient descent variants.

Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization