https://github.com/cvxgrp/multi_period_liability_clearing
Code for the paper "Multi-period liability clearing via convex optimal control"
Science Score: 13.0%
This score indicates how likely this project is to be science-related based on various indicators:
-
○CITATION.cff file
-
✓codemeta.json file
Found codemeta.json file -
○.zenodo.json file
-
○DOI references
-
○Academic publication links
-
○Academic email domains
-
○Institutional organization owner
-
○JOSS paper metadata
-
○Scientific vocabulary similarity
Low similarity (7.4%) to scientific vocabulary
Repository
Code for the paper "Multi-period liability clearing via convex optimal control"
Basic Info
- Host: GitHub
- Owner: cvxgrp
- License: apache-2.0
- Language: Python
- Default Branch: master
- Size: 12.7 KB
Statistics
- Stars: 4
- Watchers: 10
- Forks: 2
- Open Issues: 0
- Releases: 0
Metadata Files
README.md
multiperiodliability_clearing
Code for the paper Multi-period liability clearing via convex optimal control.
Dependencies
The code is written in the Python language, and
has the following dependencies:
numpy
scipy
cvxpy
networkx
matplotlib
mosek
To use the MOSEK solver, you will need to follow instructions listed here.
Examples
The examples in section 6.1 are in liability_clearing.py.
The example in section 6.2 is in liability_reduction.py.
The example in section 6.3 is in liability_mpc.py.
The example in section 7.5 is in non_cleared_liabilities.py.
To run, for example, the examples in 6.1, run
$ python liability_clearing.py
License
This repository carries an Apache 2.0 license.
Citing
If you use multiperiodliability_clearing for research, please cite our accompanying paper:
@article{barratt2020multiperiod,
author={Barratt, Shane and Boyd, Stephen},
title={Multi-period liability clearing via convex optimal control},
journal={Manuscript}.
year={2020},
}
Owner
- Name: Stanford University Convex Optimization Group
- Login: cvxgrp
- Kind: organization
- Location: Stanford, CA
- Website: www.stanford.edu/~boyd
- Repositories: 102
- Profile: https://github.com/cvxgrp
GitHub Events
Total
- Watch event: 1
Last Year
- Watch event: 1
Issues and Pull Requests
Last synced: about 1 year ago
All Time
- Total issues: 0
- Total pull requests: 0
- Average time to close issues: N/A
- Average time to close pull requests: N/A
- Total issue authors: 0
- Total pull request authors: 0
- Average comments per issue: 0
- Average comments per pull request: 0
- Merged pull requests: 0
- Bot issues: 0
- Bot pull requests: 0
Past Year
- Issues: 0
- Pull requests: 0
- Average time to close issues: N/A
- Average time to close pull requests: N/A
- Issue authors: 0
- Pull request authors: 0
- Average comments per issue: 0
- Average comments per pull request: 0
- Merged pull requests: 0
- Bot issues: 0
- Bot pull requests: 0