├── .coveragerc ├── .github ├── dependabot.yml └── workflows │ ├── release.yml │ └── test.yml ├── .gitignore ├── .pre-commit-config.yaml ├── LICENSE ├── README.md ├── dsp ├── __init__.py ├── cone_transforms.py ├── cvxpy_integration.py ├── local.py ├── parser.py ├── problem.py ├── saddle_atoms.py ├── saddle_extremum.py ├── semi_infinite_canon.py └── utils.py ├── pyproject.toml ├── setup.cfg ├── sonar-project.properties ├── tests ├── __init__.py ├── example_data │ ├── robust_bond.pdf │ ├── robust_bond_portfolio │ │ ├── C.csv │ │ ├── F.csv │ │ ├── mu_joint.csv │ │ ├── p.csv │ │ ├── sigma_joint_inverse.csv │ │ ├── target_weights.csv │ │ └── y_nominal.csv │ ├── robust_model_fitting │ │ ├── data.csv │ │ └── titanic.csv │ ├── robust_portfolio_selection │ │ ├── ff_data.csv │ │ └── robust_markowitz_plot.pdf │ └── yield.pdf ├── test_cone_transforms.py ├── test_cvxpy_integration.py ├── test_dsp.py ├── test_examples.py ├── test_is_dsp.py ├── test_minimizemaximize.py ├── test_parser.py ├── test_pathology.py ├── test_quasidef_quad_form.py ├── test_saddle_quad_form.py ├── test_snippets.py ├── test_weighted_log_sum_exp.py └── test_weighted_norm2.py └── tox.ini /.coveragerc: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/cvxgrp/dsp/HEAD/.coveragerc -------------------------------------------------------------------------------- /.github/dependabot.yml: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/cvxgrp/dsp/HEAD/.github/dependabot.yml -------------------------------------------------------------------------------- /.github/workflows/release.yml: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/cvxgrp/dsp/HEAD/.github/workflows/release.yml -------------------------------------------------------------------------------- /.github/workflows/test.yml: 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