nonlinear-programming

There are 4 repositories under nonlinear-programming topic.

ceres-solver / ceres-solver
A large scale non-linear optimization library
c-plus-plus numerical-optimization nonlinear-optimization-algorithms nonlinear-programming nonlinear-least-squares bundle-adjustment bfgs levenberg-marquardt gauss-newton trust-region computer-vision structure-from-motion l-bfgs conjugate-gradient
Language:C++ 3589
JuMP.jl
jump-dev / JuMP.jl
Modeling language for Mathematical Optimization (linear, mixed-integer, conic, semidefinite, nonlinear)
conic-programs julia linear-programming mathematical-modelling mathematical-programming mixed-integer-programming modeling-language nonlinear-programming optimization semidefinite-programming
Language:Julia 2129
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 1836
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++ 1548
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
differential-equations ode dae ordinary-differential-equations pde sde dde stochastic-differential-equations delay-differential-equations julia symbolic symbolic-computation symbolic-numerics computer-algebra sciml scientific-machine-learning optimization nonlinear-programming acausal equation-based
Language:Julia 1333
ethz-adrl / towr
A light-weight, Eigen-based C++ library for trajectory optimization for legged robots.
trajectory-optimization legged-robots motion-planning nonlinear-programming ros xpp ifopt ipopt snopt robot biped quadruped collocation physics-based-animation computer-graphics locomotion eigen
Language:C++ 836
JuliaOpt / NLopt.jl
Package to call the NLopt nonlinear-optimization library from the Julia language
julia math optimization numerical-optimization nonlinear-optimization nonlinear-programming
Language:Julia 252
OMLT
cog-imperial / OMLT
Represent trained machine learning models as Pyomo optimization formulations
cnn gradient-boosted-trees keras-neural-networks mathematical-modelling mathematical-programming mixed-integer-optimization mixed-integer-programming modeling-language neural-network nonlinear-optimization nonlinear-programming onnx optimization pyomo python relu
Language:Python 244
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++ 205
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 150
JuliaSmoothOptimizers / NLPModels.jl
Data Structures for Optimization Models
optimization nonlinear-programming nonlinear-optimization julia-language julia nlpmodels
Language:Julia 148
cvanaret / Uno
A next-gen solver for nonlinearly constrained nonconvex optimization. Modular and lightweight, it unifies iterative methods (SQP vs interior points) and globalization techniques (filter method vs merit function, line search vs trust region method) in a single framework. Competitive against IPOPT, filterSQP, SNOPT, MINOS and CONOPT
optimization-algorithms optimization-methods optimization nonlinear-optimization nonlinear-programming nonlinear-programming-algorithms gradient-descent newton-method cplusplus-17 cplusplus numerical-optimization nlp-solver interior-point-method quadratic-programming sequential-quadratic-programming continuous-optimization mathematical-programming constrained-optimization nonconvex-optimization mathematical-optimization
Language:C++ 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 126
MadNLP / MadNLP.jl
A solver for nonlinear programming
optimization julia-language nonlinear-programming
Language:Julia 123
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 121
feloopy
ktafakkori / feloopy
FelooPy: Efficient & Feature-Rich Integrated Decision Environment
autoor constraint-programming decision-science industrial-engineering integer-programming linear-programming mixed-integer-programming multi-attribute-decision-making multi-criteria-decision-making multi-objective-optimization nonlinear-programming operations-research optimization supply-chain
Language:Python 121
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 gradient-based-optimisation implicit-differentiation interior-point-optimizer metaheuristics method-of-moving-asymptotes mixed-integer-nonlinear-programming nonlinear-optimization nonlinear-programming optimization semidefinite-programming surrogate-assisted-optimization
Language:Julia 106
david-m-rosen / Optimization
A set of lightweight header-only template functions implementing commonly-used optimization methods on Riemannian manifolds and convex spaces.
convex-optimization nonlinear-programming optimization riemannian-optimization
Language:C++ 89
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++ 76
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 72
nuft / sqp_solver
[Experimental] A SQP solver implemented with Eigen.
nonlinear-programming optimization
Language:C++ 69
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:C++ 61
bruscalia / optimization-demo-files
Examples on numerical optimization
differential-evolution linear-programming nonlinear-programming operations-research optimization
Language:Jupyter Notebook 50
JuliaSmoothOptimizers / SolverTools.jl
Tools for developing nonlinear optimization solvers.
julia julia-language nonlinear-programming optimization optimization-algorithms optimization-tools
Language:Julia 26
sshin23 / MadDiff.jl
An automatic differentiation and algebraic modeling package
julia-language modeling-language nonlinear-optimization nonlinear-programming optimization
Language:Julia 18
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 16
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++ 16
JuliaSmoothOptimizers / NLPModelsIpopt.jl
A thin IPOPT wrapper for NLPModels
nlpmodels julia julia-language ipopt nonlinear-programming optimization
Language:Julia 16
ampl / rAMPL
R API for AMPL
ampl integer-linear-programming integer-programming linear-optimization linear-programming mip mixed-integer-optimization mixed-integer-programming modeling-language nonlinear-optimization nonlinear-programming optimization r rlang rampl milp
Language:C++ 15
ZJU-FAST-Lab / LMBM
Nonsmooth Unconstrained Optimization via Limited Memory Bundle Method
bundle-method nonsmooth-optimization nonlinear-programming limited-memory
Language:Fortran 15
jnez71 / AcroCart
Underactuated double-pendulum (acrobot) on a cart to play with direct optimal control methods
optimal-control nonlinear-programming collocation lagrangian-dynamics ipopt underactuated-robotics
Language:Python 14
zanellia / feasible_sqp
A solver for nonlinear programming based on a sequential quadratic programming strategy with feasible intermediate iterates.
high-performance-computing model-predictive-control nonlinear-programming numerical-optimal-control numerical-optimization optimal-control
Language:AMPL 14
ampl / mo-book.ampl.com
Data-Driven 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 8
Powersense.jl
PowerSense / Powersense.jl
Julia package with tools at the cross-section of Power System Operations, Applied Mathematics, High-Performance Computations, and Machine-Learning.
ders facts-devices julia nonlinear-programming optimal-power-flow optimization power-flow power-system-operations
Language:Julia 7
cor3bit / pyautonlp
JAX Implementation of Differentiable NLP Solvers
autodiff nonlinear-programming jax
Language:Python 6
cvanaret / nonconvex_solver_comparison
This repo collects results of nonlinear optimization solvers on standard benchmark problems
augmented-lagrangian-method interior-point-algorithms newtons-method nonlinear-optimization nonlinear-optimization-algorithms nonlinear-programming nonlinear-programming-algorithms sequential-quadratic-programming sqp benchmark benchmarking optimization performance-profile software-benchmarking ipopt snopt uno-solver filtersqp
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