constrained-optimization

There are 13 repositories under constrained-optimization topic.

Gradient-Free-Optimizers
SimonBlanke / Gradient-Free-Optimizers
Simple and reliable optimization with local, global, population-based and sequential techniques in numerical discrete search spaces.
optimization gradient-free-optimization bayesian-optimization particle-swarm-optimization evolution-strategies simulated-annealing random-search hill-climbing meta-heuristic machine-learning tree-of-parzen-estimator hyperparameter-optimization blackbox-optimization constrained-optimization nelder-mead hyperactive
Language:Python 1115
pnnl / neuromancer
Pytorch-based framework for solving parametric constrained optimization problems, physics-informed system identification, and parametric model predictive control.
constrained-optimization control-systems deep-learning differentiable-programming dynamical-systems pytorch differentiable-optimization nonlinear-dynamics nonlinear-optimization differentiable-control physics-informed-ml
Language:Python 774
lezcano / geotorch
Constrained optimization toolkit for PyTorch
pytorch constrained-optimization manifold-optimization orthogonality invertible-neural-networks positive-definite-matrices positive-semi-definite low-rank
Language:Python 631
ipc-sim / IPC
Incremental Potential Contact (IPC) is for robust and accurate time stepping of nonlinear elastodynamics. IPC guarantees intersection- and inversion-free trajectories regardless of materials, time-step sizes, velocities, or deformation severity.
computer-graphics computer-animation physics-based-animation physical-simulation elastodynamics optimization-time-integrator numerical-optimization constrained-optimization barrier-method interior-point-method siggraph
Language:C++ 530
PKU-DAIR / open-box
Generalized and Efficient Blackbox Optimization System
blackbox-optimization bayesian-optimization constrained-optimization multi-objective-optimization hyper-parameter-optimization automatic-machine-learning distributed-systems saas
Language:Python 346
hiroyuki-kasai / NMFLibrary
NMFLibrary: Non-negative Matrix Factorization (NMF) Library: Version 2.1
nmf optimization-algorithms matrix-factorization data-analysis constrained-optimization gradient-descent matlab-toolbox online-learning stochastic-optimizers robust-optimization sparse-representations orthogonal nonnegative-matrix-factorization nonnegativity-constraints probabilistic-matrix-factorization clustering-algorithm divergence
Language:MATLAB 290
libprima / prima
PRIMA is a package for solving general nonlinear optimization problems without using derivatives. It provides the reference implementation for Powell's derivative-free optimization methods, i.e., COBYLA, UOBYQA, NEWUOA, BOBYQA, and LINCOA. PRIMA means Reference Implementation for Powell's methods with Modernization and Amelioration, P for Powell.
derivative-free-optimization optimization powell cobyla bobyqa modern-fortran lincoa newuoa uobyqa blackbox-optimization numerical-optimization nonlinear-optimization constrained-optimization unconstrained-optimization simulation-based-optimization matlab python prima zeroth-order-method
Language:Fortran 283
liminchen / OptCuts
OptCuts, a new parameterization algorithm, jointly optimizes arbitrary embeddings for seam quality and distortion. OptCuts requires no parameter tuning; automatically generating mappings that minimize seam-lengths while satisfying user-requested distortion bounds.
computer-graphics geometry-processing parameterization texture-mapping constrained-optimization siggraph-asia
Language:C++ 267
Gecode / gecode
Generic Constraint Development Environment
constraint-satisfaction-problem constraint-programming constraint-propagation constraint-solver constrained-optimization constraint-satisfaction
Language:C++ 264
jmejia8 / Metaheuristics.jl
High-performance metaheuristics for optimization coded purely in Julia.
optimization multi-objective-optimization differential-evolution simulated-annealing pso nsga2 constrained-optimization hypervolume decision-making
Language:Julia 243
LLNL / hiop
HPC solver for nonlinear optimization problems
acopf bfgs constrained-optimization cuda gpu-support hpc interior-point-method interior-point-optimizer math-physics mpi nonlinear-optimization nonlinear-programming nonlinear-programming-algorithms nonsmooth-optimization optimization parallel-programming quasi-newton radiuss rocm solver
Language:C++ 205
ipc-sim / Codim-IPC
Source Codes for Codimensional Incremental Potential Contact (C-IPC)
computer-graphics physically-based-animation optimization strain-limiting continuous-collision-detection cloth-simulation discrete-elastic-rod hair-simulation discrete-shell contact constrained-optimization garment-simulation coupling
Language:C++ 180
ahundt / grl
Robotics tools in C++11. Implements soft real time arm drivers for Kuka LBR iiwa plus V-REP, ROS, Constrained Optimization based planning, Hand Eye Calibration and Inverse Kinematics integration.
robotics ros kuka iiwa driver vrep control optimization calibration kuka-lbr-iiwa computer-vision constrained-optimization real-time inverse-kinematics hand-eye-calibration robot c-plus-plus grl vrep-plugin atracsys
Language:C++ 153
cvanaret / Uno
A next-gen solver for optimization with nonconvex objective and constraints. Reimplements filterSQP (SQP) and IPOPT (barrier/interior-point method) in a modern and modular way, and unlocks methods never seen before. Competitive against filterSQP, IPOPT, SNOPT, MINOS and CONOPT.
optimization-algorithms optimization-methods optimization nonlinear-optimization nonlinear-programming nonlinear-programming-algorithms gradient-descent newton-method numerical-optimization interior-point-method quadratic-programming sequential-quadratic-programming continuous-optimization mathematical-programming constrained-optimization nonconvex-optimization mathematical-optimization c-plus-plus optimization-solver local-optimization
Language:C++ 148
cooper-org / cooper
A general-purpose, deep learning-first library for constrained optimization in PyTorch
constrained-optimization deep-learning machine-learning optimization python pytorch
Language:Jupyter Notebook 98
pronenewbits / Arduino_Constrained_MPC_Library
A compact Constrained Model Predictive Control (MPC) library with Active Set based Quadratic Programming (QP) solver for Teensy4/Arduino system (or any real time embedded system in general)
mpc model-predictive-control constrained-optimization control teensy arduino cpp controller control-theory optimal-control embedded embedded-systems real-time realtime microcontroller mcu quadratic-programming teensy40
Language:C++ 96
pdfo
pdfo / pdfo
Powell's Derivative-Free Optimization solvers.
optimization optimization-algorithms derivative-free-optimization blackbox-optimization simulation powell numerical-optimization matlab python fortran bobyqa cobyla lincoa newuoa uobyqa constrained-optimization nonlinear-optimization unconstrained-optimization simulation-based-optimization zeroth-order-optimization
Language:Fortran 90
slsqp
jacobwilliams / slsqp
Modern Fortran Edition of the SLSQP Optimizer
constrained-optimization fortran fortran-package-manager nnls numerical-optimization optimization sqp
Language:Fortran 87
ralna / CUTEst
The Constrained and Unconstrained Testing Environment with safe threads (CUTEst) for optimization software
constrained-optimization least-squares-optimization numerical-optimization testing-environment thread-safe unconstrained-optimization test-problem-collection
Language:Fortran 76
thomas-young-2013 / open-box
Generalized and Efficient Blackbox Optimization System.
blackbox-optimization bayesian-optimization hyperparameter-tuning knobs-tuning multi-objective-optimization constrained-optimization automatic-machine-learning
Language:Python 76
Swiggy / Moo-GBT
Library for Multi-objective optimization in Gradient Boosted Trees
machine-learning machine-learning-algorithms multi-objective-optimization constrained-optimization gradient-boosted-trees
Language:Python 75
jkaardal / pyipm
An interior-point method written in python for solving constrained and unconstrained nonlinear optimization problems.
constrained-optimization interior-point-method nonlinear-optimization nonlinear-programming equality-inequality-constraints theano python
Language:Python 73
wanxinjin / Safe-PDP
Safe Pontryagin Differentiable Programming (Safe PDP) is a new theoretical and algorithmic safe differentiable framework to solve a broad class of safety-critical learning and control tasks.
safe-reinforcement-learning safe-control safety-critical safety-critical-systems constraint-programming constraint-based-modeling constrained-optimization constrained-reinforcement-learning constrained-learning differentiable-programming safe-planning robotics-control non-convex-optimization constraints safety-critical-learning optimization
Language:Python 61
hiroyuki-kasai / RSOpt
Riemannian stochastic optimization algorithms: Version 1.0.3
riemannian-optimization riemannian-manifold non-convex-optimization machine-learning-algorithms stochastic-optimization stochastic-gradient-descent stochastic-optimizers variance-reduction constrained-optimization nonlinear-optimization large-scale-learning big-data machine-learning nonlinear-optimization-algorithms manifold optimization-algorithms optimization sgd online-learning
Language:MATLAB 59
xcsp3team / PyCSP3
A Python Library for modeling combinatorial constrained problems
modeling modeling-language modeling-tool constraint-based-modeling constraint-programming constraints python constrained-optimization constraint-satisfaction-problem library xcsp3
Language:Python 57
nathanrooy / landscapes
A dependency free library of standardized optimization test functions written in pure Python.
optimization cost-function loss-function single-objective multi-objective constrained-optimization python test-functions traveling-salesman-problem tsp
Language:Python 52
crowsonkb / mdmm
The Modified Differential Multiplier Method (MDMM) for PyTorch
constrained-optimization optimization pytorch
Language:Python 48
StefanoFioravanzo / MAP-Elites
Python implementation of the genetic algorithm MAP-Elites with applications in constrained optimization
genetic-programming evolutionary-algorithms novelty-search constrained-optimization
Language:Jupyter Notebook 46
SapanaChaudhary / PyTorch-CPO
PyTorch implementation of Constrained Policy Optimization
reinforcement-learning reinforcement-learning-algorithms deep-reinforcement-learning pytorch policy-gradient constrained-optimization constrained-policy-gradient trpo-pytorch trpo pytorch-reinforcement-learning pytorch-rl
Language:Python 43
pothitos / naxos
A C++ Constraint Programming Library
csp solver constrained-optimization
Language:C++ 42
manuwhs / Trapyng
Python library to implement advanced trading strategies using machine learning and perform backtesting.
trading mql4 tensorflow kalman-filter gaussian-processes expectation-maximization rnn linear-models indicators oscillators constrained-optimization graphics capm multivariate-statistics event-driven widget-libraries
Language:Python 36
jacobwilliams / PowellOpt
Optimization algorithms by M.J.D. Powell
fortran optimization numerical-optimization constrained-optimization nonlinear-optimization unconstrained-optimization fortran-package-manager
Language:Fortran 35
jerrytheo / psopy
A SciPy compatible super fast Python implementation for Particle Swarm Optimization.
particle-swarm-optimization optimization-algorithms constrained-optimization scipy
Language:Python 35
yardenas / la-mbda
LAMBDA is a model-based reinforcement learning agent that uses Bayesian world models for safe policy optimization
model-based-reinforcement-learning ai-safety machine-learning reinforcement-learning constrained-optimization deep-learning safe-reinforcement-learning
Language:Python 29
jywang2016 / rBAS
Implementation of the (beetle antennae search) BAS algorithm and its mutations in R code
beetle-antennae-search beetle-swarm-antennae-search r optimization-algorithms constrained-optimization multi-objective-optimization
Language:R 26
willbakst / pytorch-lattice
A PyTorch implementation of constrained optimization and modeling techniques
constrained-optimization explainable-ai explainable-ml interpretable-ai interpretable-ml shape-constraints
Language:Python 25