PHP library implementing the simplex algorithm.

Solvers for unconstrained and constrained convex functions.

Some of the optimisation functions I've implemented: for learning purpose

Phase diversity method for atmospheric wavefront sensing from a pair of images (in focus and out of focus).

Low-rank matrix estimation using convex non-convex prior

Denoise Sparse Low-Rank matrices using convex non-convex priors

Sharpe ratio portfolio maximization by way of quadratic programming.

Uplift modeling and estimation via the "Uplift Support Vector Machine".

Cradle-to-grave notes about convex optimization

Syllabus and exercises for "Data Science for Finance," a course taught in the Masters of Financial Engineering program at UC Berkeley's Haas School of Business.

PNPG algorithm implementation and examples

USSR: An UltraSound Sparse Regularization framework

Compute weighted geometric midpoint

Optimization sample codes on Python

Portfolio Manager

Implementation of Intrusion Detection Framework(IDS)

Matlab Simulation for T. K. Vu, M. Bennis, S. Samarakoon, M. Debbah and M. Latva-aho, "Joint In-Band Backhauling and Interference Mitigation in 5G Heterogeneous Networks," European Wireless 2016; 22th European Wireless Conference, Oulu, Finland, 2016, pp. 1-6. URL: http://ieeexplore.ieee.org/stamp/stamp.jsp?tp=&arnumber=7499273&isnumber=7499250

Notes for EE364A: Convex Optimization I by Stanford University

Markowitz portfolio optimization on synthetic and real stocks