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  1. A Python-embedded modeling language for convex optimization problems.

    C++ 6.2k 1.2k

  2. A CVXPY extension for saddle problems

    Python 27 4

  3. A Python Package for Portfolio Optimization using the Critical Line Algorithm

    Python 27 3

  4. This repository contains a reference implementation of the Markowitz portfolio optimization problem discussed in the paper Markowitz Portfolio Construction at Seventy.

    Python 37 10