convex-optimization

Top 14 convex-optimization Open-Source Projects

  • Riskfolio-Lib

    Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

  • Project mention: Riskfolio-Lib: NEW Portfolio Selection and Optimisation - star count:2361.0 | /r/algoprojects | 2023-11-14
  • osqp

    The Operator Splitting QP Solver

  • Project mention: Best/Any Convex Optimization Solver for Rust? | /r/rust | 2023-05-31

    There's also two bindings for the osqp library (which is written in C), osqp published 2 years ago and osqp-rust published 3 months ago. I don't know what are the differences between them, but they both target osqp 0.6.2 (released in 2021) while the last released version is osqp 0.6.3 which was released last week.

  • InfluxDB

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  • deepdow

    Portfolio optimization with deep learning.

  • Project mention: DeepDow: Portfolio optimization with deep learning. Portfolio Selection and Optimisation - star count:758.0 | /r/algoprojects | 2023-11-10
  • cvxportfolio

    Portfolio optimization and back-testing.

  • Project mention: cvxportfolio: NEW Portfolio Selection and Optimisation - star count:690.0 | /r/algoprojects | 2023-12-10
  • Optimization.jl

    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.

  • Project mention: SciPy: Interested in adopting PRIMA, but little appetite for more Fortran code | news.ycombinator.com | 2023-05-18

    Interesting response. I develop the Julia SciML organization https://sciml.ai/ and we'd be more than happy to work with you to get wrappers for PRIMA into Optimization.jl's general interface (https://docs.sciml.ai/Optimization/stable/). Please get in touch and we can figure out how to set this all up. I personally would be curious to try this out and do some benchmarks against nlopt methods.

  • osqp-eigen

    Simple Eigen-C++ wrapper for OSQP library

  • Project mention: Meson support for CLion 'tentatively' scheduled for 2023.3 | /r/cpp | 2023-06-21

    [1] btw. I recommend InstallBasicPackageFiles.cmake if you are writing a library and don't want to travel down this absurd road yourself

  • Clarabel.rs

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

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  • Open-L2O

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

  • Optimization-Python

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

  • portfolio_allocation_js

    A JavaScript library to allocate and optimize financial portfolios.

  • cocp

    Source code for the examples accompanying the paper "Learning convex optimization control policies."

  • Project mention: GPT can tune your PID/LQR controllers | /r/ControlTheory | 2023-06-22

    I agree and I think I may be able to do what you propose (using COCP). Will share results once I get some. In general I think GPT can be really powerful in translating human feedback in cost functions and constraints for optimization problems.

  • analisis-numerico-computo-cientifico

    Análisis numérico y cómputo científico

  • depict

    depict – share mental models better (by mstone)

  • Diversificador

    Diversificador de carteira de investimentos utilizando otimização de Markowitz

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NOTE: The open source projects on this list are ordered by number of github stars. The number of mentions indicates repo mentiontions in the last 12 Months or since we started tracking (Dec 2020).

convex-optimization related posts

  • cvxportfolio: NEW Portfolio Selection and Optimisation - star count:690.0

    1 project | /r/algoprojects | 10 Dec 2023
  • Riskfolio-Lib: NEW Portfolio Selection and Optimisation - star count:2361.0

    1 project | /r/algoprojects | 14 Nov 2023
  • Riskfolio-Lib: NEW Portfolio Selection and Optimisation - star count:2361.0

    1 project | /r/algoprojects | 10 Nov 2023
  • Riskfolio-Lib: NEW Portfolio Selection and Optimisation - star count:2361.0

    1 project | /r/algoprojects | 9 Nov 2023
  • Riskfolio-Lib: NEW Portfolio Selection and Optimisation - star count:2313.0

    1 project | /r/algoprojects | 17 Oct 2023
  • Riskfolio-Lib: NEW Portfolio Selection and Optimisation - star count:2222.0

    1 project | /r/algoprojects | 28 Aug 2023
  • Riskfolio-Lib: NEW Portfolio Selection and Optimisation - star count:2222.0

    1 project | /r/algoprojects | 27 Aug 2023
  • A note from our sponsor - InfluxDB
    www.influxdata.com | 12 May 2024
    Get real-time insights from all types of time series data with InfluxDB. Ingest, query, and analyze billions of data points in real-time with unbounded cardinality. Learn more →

Index

What are some of the best open-source convex-optimization projects? This list will help you:

Project Stars
1 Riskfolio-Lib 2,706
2 osqp 1,565
3 deepdow 842
4 cvxportfolio 803
5 Optimization.jl 671
6 osqp-eigen 354
7 Clarabel.rs 253
8 Open-L2O 251
9 Optimization-Python 221
10 portfolio_allocation_js 169
11 cocp 75
12 analisis-numerico-computo-cientifico 44
13 depict 26
14 Diversificador 21

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