Stephen P. Boyd – Software
You can find source for many of our group's projects at
our github site.
Recent software
CVX, matlab software for convex optimization
CVXPY, a convex optimization modeling layer for Python
Convex.jl, a convex
optimization modeling layer for Julia
DCCP, a CVXPY extension for
difference of convex programming
QCQP, a CVXPY extension for nonconvex QCQP
CVXPortfolio, a Python package for multiperiod trading
GLRM, generalized low rank models
OSQP, firstorder generalpurpose QP solver
ECOS, an SOCP solver suitable for
embedded applications
SCS, firstorder primaldual cone solver
for large problems
CVXGEN, a code generator for convex optimization
POGS,
firstorder GPUcompatible solver
Not so recent software
fast_mpc, for fast model predictive control
l1_logreg, for largescale
l1regularized logistic regression
l1_ls, for largescale l1regularized leastsquares
l1_tf, for l1 trend filtering
Old software
GGPLAB, for geometric programming
lsgs, for largescale gate sizing
MAXDET, software for determinant
maximization problems
SDPSOL, parser/solver for
semidefinite and maxdet programming problems with matrix
structure
SP,
software for semidefinite programming
SOCP, software for optimization over
secondorder cones
QDES, linear control system design
specification compiler and solver
