CVXPY
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Cited in
(only showing first 100 items - show all)- Estimating changes in the observed relationship between humidity and temperature using noncrossing quantile smoothing splines
- Computing large market equilibria using abstractions
- Convex optimization with an interpolation-based projection and its application to deep learning
- SUSPECT: MINLP special structure detector for Pyomo
- Polyhedral approximation in mixed-integer convex optimization
- Robustness verification of quantum classifiers
- Fully-discrete analysis of high-order spatial discretizations with optimal explicit Runge-Kutta methods
- T-optimal designs for multi-factor polynomial regression models via a semidefinite relaxation method
- Optimal estimation of Gaussian mixtures via denoised method of moments
- Maximum a posteriori inference of random dot product graphs via conic programming
- JAXopt
- Bregman three-operator splitting methods
- Geometry of graph partitions via optimal transport
- A generic coordinate descent solver for non-smooth convex optimisation
- FANOK: knockoffs in linear time
- A general system for heuristic minimization of convex functions over non-convex sets
- Stochastic matrix-free equilibration
- Variations and extension of the convex-concave procedure
- Multi-period portfolio optimization using model predictive control with mean-variance and risk parity frameworks
- A steepest descent method for set optimization problems with set-valued mappings of finite cardinality
- Anderson Accelerated Douglas--Rachford Splitting
- Dynamic portfolio optimization across hidden market regimes
- Signal Decomposition Using Masked Proximal Operators
- Matrix-free convex optimization modeling
- A distributed method for optimal capacity reservation
- Machine learning for fluid flow reconstruction from limited measurements
- Automatic repair of convex optimization problems
- Eigen-stratified models
- Is a finite intersection of balls covered by a finite union of balls in Euclidean spaces?
- Efficient allocations in double auction markets
- Modulus metrics on networks
- Python for probability, statistics, and machine learning
- Disciplined geometric programming
- Network optimization for unified packet and circuit switched networks
- Convexification with bounded gap for randomly projected quadratic optimization
- Inverse optimization in semi-infinite linear programs
- Linear programming with nonparametric penalty programs and iterated thresholding
- Single-forward-step projective splitting: exploiting cocoercivity
- Tax-aware portfolio construction via convex optimization
- Accelerated stochastic algorithms for convex-concave saddle-point problems
- On the utility maximization of the discrepancy between a perceived and market implied risk neutral distribution
- Predictive online convex optimization
- Online Mixed-Integer Optimization in Milliseconds
- Frank--Wolfe Methods with an Unbounded Feasible Region and Applications to Structured Learning
- Disciplined quasiconvex programming
- Gradient-based Regularization Parameter Selection for Problems With Nonsmooth Penalty Functions
- Temporal hierarchies with autocorrelation for load forecasting
- LDL
- PERUSE
- CVXOPT
- GGPLAB
- DSDP5
- CVX
- Mosek
- YALMIP
- Algorithm 587
- DrAmpl
- LMBM
- PICOS
- CVXGEN
- Robotics
- MProbe
- NMRDPP
- bmrm
- ECOS
- BENSOLVE
- CBLIB
- DCCP
- PolySCIP
- JuMP
- SCS
- packomania
- SPIRAL
- POEM
- biglasso
- SnapVX
- GPkit
- QETLAB
- NESTA
- PESTO
- CVXR
- NDlib
- NCVX
- C-HiLasso
- lightning
- Convex.jl
- CVXPortfolio
- fast_mpc
- OSQP
- POGS
- QCQP
- ParetoImageSDP
- RiskPortfolios
- ConRad
- DISROPT
- TomoPy
- PyWavelets
- extended-MIQCP
- COBRA Toolbox
- SqueezeDet
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