DistriPerfMonitor is a robust and scalable C++ based performance monitoring solution specifically designed for distributed Linux environments. It aims to provide real-time insights and analytics in…

Repository for solving discrete optimal transport problems via Cplex, Sinkhorn, FastEMD and the GPU implementation of SparseSinkhorn,

computing the non-convex risk parity porfolio problems by the non-convex quadratic approxiamtion (NCQA), interior point method (IPM) and sequence quadratic program (SQP)