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Author:
David Pérez Piñeiro, Eric Luxenberg
License:
Apache-2.0
Summary:
A Python implementation of the CVQP solver for CVaR-constrained quadratic programs
Latest version:
0.3.0
Required dependencies:
mosek
|
numpy
|
scipy
Optional dependencies:
black
|
cvxpy
|
ipykernel
|
jupyter
|
line-profiler
|
matplotlib
|
pandas
|
pre-commit
|
pyinstrument
|
pytest
|
ruff
|
tqdm
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