https://github.com/cvxgrp/strat_models • Science 13%

A distributed method for fitting Laplacian regularized stratified models.

https://github.com/cvxgrp/qss • Science 26%

QSS: Quadratic-Separable Solver

https://github.com/cvxgrp/rerm_code • Science 10%

Public code for Robust Empirical Risk Minimization Paper

https://github.com/cvxgrp/cvxbook_additional_exercises • Science 13%

Additional exercises and data for EE364a. No solutions; for public consumption.

https://github.com/cvxgrp/log_ccv_conf_int • Science 23%

confidence interval for log-concave density

https://github.com/cvxgrp/low_rank_forecasting_code • Science 13%

Code for "Low Rank Forecasting" paper.

https://github.com/cvxgrp/kelly_code • Science 13%

Code and examples for the project on risk-constrained Kelly gambling

https://github.com/cvxgrp/lfd_lqr • Science 13%

Code for "Fitting a Linear Control Policy to Demonstrations with a Kalman Constraint"

https://github.com/cvxgrp/nonexp_global_aa1 • Science 13%

Globally Convergent Type-I Anderson Acceleration for Non-Smooth Fixed-Point Iterations

https://github.com/cvxgrp/principaltimeseries • Science 13%

https://github.com/cvxgrp/multi_period_liability_clearing • Science 13%

Code for the paper "Multi-period liability clearing via convex optimal control"

https://github.com/cvxgrp/resalloc • Science 13%

Efficient allocation of fungible resources

https://github.com/cvxgrp/cptopt • Science 36%

Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization

https://github.com/cvxgrp/robust_bond_portfolio • Science 36%

Robust Bond Portfolio Construction via Convex-Concave Saddle Point Optimization

https://github.com/cvxgrp/opt_cap_res • Science 13%

Solves the problem of reserving link capacity in a network in such a way that any of a given set of flow scenarios can be supported.

https://github.com/cvxgrp/extquadcontrol • Science 13%

https://github.com/cvxgrp/joint-lrsm • Science 23%

Joint graph learning and model fitting in Laplacian Regularized Stratified Models

https://github.com/cvxgrp/polyak_minorant • Science 13%

https://github.com/cvxgrp/lr_distributed_routing • Science 13%

Approximate Distributed Routing via Low Dimensional Embedding

https://github.com/cvxgrp/ls-spa-benchmark • Science 26%