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 and back-testing.

Portfolio optimization with deep learning.

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

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

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

A curated list of mathematical optimization courses, lectures, books, notes, libraries, frameworks and software.

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

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

Sequential Convex Programming Toolbox for nonconvex trajectory optimization.

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