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A package for portfolio optimization using convex optimization

Project description

Applications-of-Convex-Optimization

Fall 2024 Project: Applications of Convex Optimization

Installation

Setting Up a Virtual Environment

  1. Clone the repository:

    git clone https://github.com/yourusername/Applications-of-Convex-Optimization.git
    cd Applications-of-Convex-Optimization
    
  2. Create a virtual environment:

    python3 -m venv env
    
  3. Activate the virtual environment:

    • On macOS and Linux:
      source env/bin/activate
      
    • On Windows:
      .\env\Scripts\activate
      

Installing Dependencies

  1. Install the required packages:
    pip install -r requirements.txt
    

Running Tests

  1. Navigate to the tests directory:

    cd tests
    
  2. Follow the instructions in the README located in the tests directory to run the tests.

Project details


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