moehle

Goldman SachsNew York

Pinned Repositories

cvxpy
A Python-embedded modeling language for convex optimization problems.
Language:C++5.4k 126 1.5k1.1k
cvxpy_codegen
Embedded code generation for convex optimization, based on CVXPY
Language:C21 3 25
investor_lifespan_model
A planning tool for optimal investment, consumption, life insurance, and annuities over the lifetime of an investor.
Language:Python3 1 02
lcso
Linearly Constrained Separable Optimization
Language:Rust0 0 00
moehle.github.io
Personal Webpage
Language:Python0 1 01
PiecewiseQuadratics.jl
A Julia package for manipulation of univariate piecewise quadratic functions.
Language:Julia00
SeparableOptimization.jl
A Julia package that solves Linearly Constrained Separable Optimization Problems using ADMM.
Language:Julia0 0 00
SocpSolver.jl
A simple interior point solver for second-order cone programs.
Language:Julia0 2 00

moehle/cvxpy_codegen
Embedded code generation for convex optimization, based on CVXPY
Language:C21 3 25
moehle/investor_lifespan_model
A planning tool for optimal investment, consumption, life insurance, and annuities over the lifetime of an investor.
Language:Python3 1 02
moehle/lcso
Linearly Constrained Separable Optimization
Language:Rust0 0 00
moehle/moehle.github.io
Personal Webpage
Language:Python0 1 01
moehle/PiecewiseQuadratics.jl
A Julia package for manipulation of univariate piecewise quadratic functions.
Language:Julia00
moehle/SeparableOptimization.jl
A Julia package that solves Linearly Constrained Separable Optimization Problems using ADMM.
Language:Julia0 0 00
moehle/SocpSolver.jl
A simple interior point solver for second-order cone programs.
Language:Julia0 2 00