A Python-embedded modeling language for convex optimization problems.

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

The Operator Splitting QP Solver

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

Portfolio optimization with deep learning.

Portfolio optimization and back-testing.

Mathematical Optimization in Julia. Local, global, gradient-based and derivative-free. Linear, Quadratic, Convex, Mixed-Integer, and Nonlinear Optimization in one simple, fast, and differentiable interface.

Awesome Multitask Learning Resources

A Julia package for disciplined convex programming

Splitting Conic Solver

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

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.

Input Convex Neural Networks

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

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

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

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

Sequential Convex Programming Toolbox for nonconvex trajectory optimization.

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