A Python-embedded modeling language for convex optimization problems.
Portfolio Optimization and Quantitative Strategic Asset Allocation in Py...
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.
Awesome Multitask Learning Resources
A Julia package for disciplined convex programming
Splitting Conic Solver
Meta-Learning with Differentiable Convex Optimization (CVPR 2019 Oral)
COSMO: Accelerated ADMM-based solver for convex conic optimisation probl...
Input Convex Neural Networks
Open-L2O: A Comprehensive and Reproducible Benchmark for Learning to Opt...
Collected study materials in Numerical Optimization ANU@MATH3514(HPC)
General optimization (LP, MIP, QP, continuous and discrete optimization ...