cvxpylayers
Convex optimizer layer
A Python library that constructs differentiable convex optimization layers for machine learning models using CVXPY.
Differentiable convex optimization layers
2k stars
58 watching
162 forks
Language: Python
last commit: 3 months ago
Linked from 2 awesome lists
bharathgs/awesome-pytorch-list
n2cholas/awesome-jaxRelated projects:
| Repository | Description | Stars |
|---|---|---|
 cvxr/cvx | A MATLAB-based system for solving convex optimization problems | 246 |
 cvxopt/cvxopt | A Python software suite for solving convex optimization problems | 993 |
| cvxgrp/scs | An optimization package designed to solve large-scale convex cone problems using numerical methods | 555 |
 snap-stanford/snapvx | An optimization framework for convex programming problems in high-dimensional spaces | 65 |
 cvxpy/cvxpy | A Python-embedded modeling language for convex optimization problems. | 5,515 |
 locuslab/optnet | A PyTorch module that adds differentiable optimization as a layer to neural networks | 517 |
 osqp/osqpth | A PyTorch module that wraps the OSQP solver for differentiable optimization problems | 59 |
| cvxr/tfocs | A toolbox for building efficient first-order solvers for convex optimization problems | 136 |
 convexfi/riskparity.py | A tool for designing and optimizing risk parity portfolios using optimization algorithms. | 291 |
 non-contradiction/convexjlr | An R package that provides a high-level wrapper for the Julia convex optimization library Convex.jl to solve various convex programming problems. | 14 |
 google-deepmind/optax | A gradient processing and optimization library designed to facilitate research and productivity in machine learning by providing building blocks for custom optimizers and gradient processing components. | 1,730 |
 gpflow/gpflowopt | A Python package for Bayesian optimization using the GPFlow library and TensorFlow. | 270 |
 google/jaxopt | An open-source project providing hardware accelerated, batchable and differentiable optimizers in JAX for deep learning. | 941 |
 rflamary/nonconvex-optimization | A Matlab toolbox providing a generic solver for proximal gradient descent in convex and non-convex optimization problems with various regularization terms. | 49 |
 epfl-lts2/unlocbox | A toolbox for convex optimization problems using proximal splitting methods | 52 |