nonlinear-programming

There are 4 repositories under nonlinear-programming topic.

ceres-solver / ceres-solver
A large scale non-linear optimization library
bfgs bundle-adjustment c-plus-plus computer-vision conjugate-gradient gauss-newton l-bfgs levenberg-marquardt nonlinear-least-squares nonlinear-optimization-algorithms nonlinear-programming numerical-optimization structure-from-motion trust-region
Language:C++ 4298
JuMP.jl
jump-dev / JuMP.jl
Modeling language for Mathematical Optimization (linear, mixed-integer, conic, semidefinite, nonlinear)
optimization julia modeling-language linear-programming mixed-integer-programming nonlinear-programming semidefinite-programming conic-programs mathematical-programming mathematical-modelling
Language:Julia 2361
Pyomo / pyomo
An object-oriented algebraic modeling language in Python for structured optimization problems.
linear-programming mathematical-programming modeling-language nonlinear-programming optimization python
Language:Python 2311
casadi / casadi
CasADi is a symbolic framework for numeric optimization implementing automatic differentiation in forward and reverse modes on sparse matrix-valued computational graphs. It supports self-contained C-code generation and interfaces state-of-the-art codes such as SUNDIALS, IPOPT etc. It can be used from C++, Python or Matlab/Octave.
optimization nonlinear derivatives code-generation numerical-calculations academic-project scientific-computing mathematics symbolic-manipulation parameter-estimation optimal-control modular matlab octave python c-plus-plus library algorithmic-differentation nonlinear-programming
Language:C++ 2041
SciML / ModelingToolkit.jl
An acausal modeling framework for automatically parallelized scientific machine learning (SciML) in Julia. A computer algebra system for integrated symbolics for physics-informed machine learning and automated transformations of differential equations
acausal computer-algebra dae dde delay-differential-equations differential-equations equation-based julia nonlinear-programming ode optimization ordinary-differential-equations pde scientific-machine-learning sciml sde stochastic-differential-equations symbolic symbolic-computation symbolic-numerics
Language:Julia 1564
ethz-adrl / towr
A light-weight, Eigen-based C++ library for trajectory optimization for legged robots.
biped collocation computer-graphics eigen ifopt ipopt legged-robots locomotion motion-planning nonlinear-programming physics-based-animation quadruped robot ros snopt trajectory-optimization xpp
Language:C++ 1028
Uno
cvanaret / Uno
A highly customizable SQP & barrier solver for nonlinearly constrained optimization
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 optimization-solver local-optimization cpp
Language:C++ 392
OMLT
cog-imperial / OMLT
Represent trained machine learning models as Pyomo optimization formulations
optimization python neural-network gradient-boosted-trees cnn modeling-language mathematical-programming mathematical-modelling nonlinear-programming mixed-integer-programming relu onnx keras-neural-networks pyomo mixed-integer-optimization nonlinear-optimization
Language:Python 335
jump-dev / NLopt.jl
A Julia interface to the NLopt nonlinear-optimization library
julia math optimization numerical-optimization nonlinear-optimization nonlinear-programming
Language:Julia 277
LLNL / hiop
HPC solver for nonlinear optimization problems
hpc nonlinear-optimization nonlinear-programming nonlinear-programming-algorithms interior-point-method parallel-programming mpi bfgs quasi-newton constrained-optimization solver optimization acopf gpu-support cuda math-physics radiuss interior-point-optimizer nonsmooth-optimization rocm
Language:C++ 224
MadNLP / MadNLP.jl
A solver for nonlinear programming with GPU support
optimization julia-language nonlinear-programming
Language:Julia 223
JuliaSmoothOptimizers / NLPModels.jl
Data Structures for Optimization Models
optimization nonlinear-programming nonlinear-optimization julia-language julia nlpmodels
Language:Julia 184
clarkzinzow / Nonlinear-Optimization-Algorithms
MATLAB implementations of a variety of nonlinear programming algorithms.
nonlinear-programming-algorithms nonlinear-optimization-algorithms wolfe bfgs newton matlab-implementations algorithm matlab nonlinear-optimization nonlinear-programming nonlinear line-search newtons-method dogleg-method conjugate-gradient conjugate-gradient-descent gauss-newton-method optimization optimization-algorithms
Language:MATLAB 172
jump-dev / Ipopt.jl
A Julia interface to the Ipopt nonlinear solver
julia jump-jl nonlinear-programming
Language:Julia 166
JuliaFirstOrder / ProximalAlgorithms.jl
Proximal algorithms for nonsmooth optimization in Julia
proximal-algorithms optimization julia nonsmooth-optimization proximal-operators admm machine-learning optimal-control optimization-algorithms proximal-gradient-method numerical-optimization nonlinear-programming
Language:Julia 138
JuliaFirstOrder / ProximalOperators.jl
Proximal operators for nonsmooth optimization in Julia
optimization proximal-algorithms proximal-operators julia julia-language admm prox nonsmooth-optimization first-order-methods numerical-optimization nonlinear-programming
Language:Julia 137
JuliaNonconvex / Nonconvex.jl
Toolbox for gradient-based and derivative-free non-convex constrained optimization with continuous and/or discrete variables.
augmented-lagrangian-method automatic-differentiation bayesian-optimization black-box-optimization derivative-free-optimization discrete-optimization evolutionary-algorithms global-optimization implicit-differentiation interior-point-optimizer metaheuristics method-of-moving-asymptotes mixed-integer-nonlinear-programming nonlinear-optimization nonlinear-programming optimization semidefinite-programming surrogate-assisted-optimization gradient-based-optimisation
Language:Julia 118
david-m-rosen / Optimization
A set of lightweight header-only template functions implementing commonly-used optimization methods on Riemannian manifolds and convex spaces.
optimization riemannian-optimization convex-optimization nonlinear-programming
Language:C++ 110
GAMS-dev / gamspy
Python-based algebraic modeling interface to GAMS
linear-programming machine-learning mathematical-programming modeling-language nonlinear-programming optimization python quadratic-programming gams
Language:Python 109
wujianjack / optimizationmodels
Optimization models using various solvers
column-generation lagrangian-relaxation benders-decomposition dantzig-wolfe-decomposition integer-programming nonlinear-programming ampl gurobi lindoapi
Language:C++ 96
julien-michot / tinyopt
A Super Fast Optimization Library
cpp gauss-newton levenberg-marquardt non-linear-optimization optimization computer-vision nonlinear-least-squares nonlinear-optimization nonlinear-optimization-algorithms nonlinear-programming numerical-optimization numerical-optimization-library trust-region
Language:C++ 89
jump-dev / AmplNLWriter.jl
A Julia interface to AMPL-enabled solvers
julia jump-jl nonlinear-programming
Language:Julia 83
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 82
ampl / amplpy
Python API for AMPL
ampl linear-optimization linear-programming mip modeling-language nonlinear-optimization nonlinear-programming optimization python integer-programming mixed-integer-programming integer-linear-programming mixed-integer-optimization amplpy milp
Language:Cython 81
astomodynamics / cddp-cpp
Constrained Differential Dynamic Programming Solver for Trajectory Optimization and Model Predictive Control
constrained-optimization cpp ddp differential-dynamic-programming model-predictive-control mpc nonlinear-programming trajectory-optimization eigen motion-planning robot ros ilqr iterative-linear-quadratic
Language:C++ 81
msplr / sqp_solver
[Experimental] A SQP solver implemented with Eigen.
optimization nonlinear-programming
Language:C++ 80
jump-dev / KNITRO.jl
A Julia interface to the Artelys Knitro solver
julia jump-jl mixed-integer-programming nonlinear-programming
Language:Julia 79
jump-dev / Xpress.jl
A Julia interface to the FICO Xpress Optimization suite
julia jump-jl linear-programming mixed-integer-programming nonlinear-programming
Language:Julia 67
bruscalia / optimization-demo-files
Examples on numerical optimization
differential-evolution linear-programming nonlinear-programming operations-research optimization
Language:Jupyter Notebook 66
maptor / maptor
MAPTOR: Multiphase Adaptive Trajectory Optimizer
aerospace engineering mathematics nonlinear-optimization nonlinear-programming numerical optimal-control optimization python robotics scientific-computing simulation trajectory autonomous planning
Language:Python 43
ampl / mo-book.ampl.com
Hands-On Mathematical Optimization with AMPL in Python
ampl amplpy book conic-optimization integer-linear-programming linear-optimization linear-programming milp mip mixed-integer-programming modeling-language nonlinear-optimization nonlinear-programming optimization python
Language:Jupyter Notebook 30
ampl / colab.ampl.com
AMPL Model Colaboratory
ampl amplpy conic-optimization integer-linear-programming integer-programming linear-optimization linear-programming mip mixed-integer-optimization mixed-integer-programming nonlinear-optimization nonlinear-programming optimization python linear-opti
Language:Jupyter Notebook 27
JuliaSmoothOptimizers / SolverTools.jl
Tools for developing nonlinear optimization solvers.
julia optimization julia-language optimization-algorithms optimization-tools nonlinear-programming
Language:Julia 26
JuliaSmoothOptimizers / NLPModelsIpopt.jl
A thin IPOPT wrapper for NLPModels
nlpmodels julia julia-language ipopt nonlinear-programming optimization
Language:Julia 23
zanellia / feasible_sqp
A solver for nonlinear programming based on a sequential quadratic programming strategy with feasible intermediate iterates.
numerical-optimal-control nonlinear-programming numerical-optimization optimal-control high-performance-computing model-predictive-control
Language:NMODL 22
Artelys / knitro-modeling-examples
Nonlinear programming application examples solved with Artelys Knitro
ampl blackbox-optimization convex-optimization jump k-means-clustering mathematical-optimization mathematical-programming mixed-integer-nonlinear-programming mixed-integer-programming nonconvex-optimization nonlinear-optimization nonlinear-programming numerical-optimization portfolio-optimization pyomo quadratic-programming unit-commitment
Language:Jupyter Notebook 21