numerical-optimization

There are 21 repositories under numerical-optimization topic.

cvxpy / cvxpy
A Python-embedded modeling language for convex optimization problems.
convex-optimization cvxpy mathematical-optimization modeling-language numerical-optimization optimization optimization-modeling python
Language:C++ 5481
google / tf-quant-finance
High-performance TensorFlow library for quantitative finance.
finance gpu gpu-computing high-performance high-performance-computing numerical-integration numerical-methods numerical-optimization python quantitative-finance quantlib tensorflow
Language:Python 4561
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++ 3881
PythonOT / POT
POT : Python Optimal Transport
domain-adaptation emd gromov-wasserstein machine-learning numerical-optimization optimal-transport ot-mapping-estimation ot-solver pot python sinkhorn-divergences sinkhorn-knopp wasserstein wasserstein-barycenter wasserstein-barycenters wasserstein-discriminant-analysis
Language:Python 2434
osqp / osqp
The Operator Splitting QP Solver
control convex-optimization lasso machine-learning model-predictive-control numerical-optimization optimization portfolio-optimization quadratic-programming solver svm
Language:C 1717
argmin-rs / argmin
Numerical optimization in pure Rust
numerical-optimization optimization optimization-algorithms optimization-methods optimizer rust
Language:Rust 1010
mpmath / mpmath
Python library for arbitrary-precision floating-point arithmetic
python arbitrary-precision multiprecision floating-point special-functions numerical-integration numerical-methods plotting complex-numbers ordinary-differential-equations numerical-optimization
Language:Python 966
Ewenwan / Mathematics
数学知识点滴积累矩阵数值优化神经网络反向传播图优化概率论随机过程卡尔曼滤波粒子滤波数学函数拟合
matrix numerical-optimization probability backpropagation graph-theory kalman-filter particle-filter
Language:MATLAB 701
qpsolvers / qpsolvers
Quadratic programming solvers in Python with a unified API
numerical-optimization optimization python quadratic-programming solver
Language:Python 601
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.
barrier-method computer-animation computer-graphics constrained-optimization elastodynamics interior-point-method numerical-optimization optimization-time-integrator physical-simulation physics-based-animation siggraph
Language:C++ 564
scs
cvxgrp / scs
Splitting Conic Solver
convex-optimization cone-programming semidefinite-programming first-order-methods quadratic-programming linear-programming optimization solver optimization-algorithms numerical-optimization
Language:C 553
cpfiffer / julia-bootcamp-2022
autodiff bayesian-statistics econometrics julia numerical-optimization statistics
Language:Jupyter Notebook 477
OpenOCL / OpenOCL
Open Optimal Control Library for Matlab. Trajectory Optimization and non-linear Model Predictive Control (MPC) toolbox.
control-theory machine-learning model-predictive-control numerical-optimization optimal-control robotics trajectory-optimization
Language:MATLAB 367
benfred / fmin
Unconstrained function minimization in Javascript
numerical-optimization optimization-algorithms visualization
Language:JavaScript 355
ShiqinHuo / Numerical-Optimization-Books
Collected study materials in Numerical Optimization ANU@MATH3514(HPC)
boyd convex-optimisation convex-optimization electronic-books numerical-methods numerical-optimization
309
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.
blackbox-optimization bobyqa cobyla constrained-optimization derivative-free-optimization lincoa matlab modern-fortran newuoa nonlinear-optimization numerical-optimization optimization powell prima python simulation-based-optimization unconstrained-optimization uobyqa zeroth-order-method
Language:Fortran 308
Beliavsky / Fortran-code-on-GitHub
Directory of Fortran codes on GitHub, arranged by topic
fortran list cfd earth-science electronic-structure linear-algebra machine-learning numerical-integration numerical-optimization quantum-chemistry statistics finite-elements nwp modern-fortran scientific-computing numerical-methods
306
cvanaret / Uno
A next-gen Lagrange-Newton solver for nonconvex optimization. It unifies barrier and SQP methods in a modern and generic way, and implements different globalization flavors (line search/trust region and merit function/filter method/funnel method). 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 optimization-solver local-optimization cpp
Language:C++ 292
optimagic-dev / optimagic
optimagic is a Python package for numerical optimization. It is a unified interface to optimizers from SciPy, NlOpt and other packages. optimagic's minimize function works just like SciPy's, so you don't have to adjust your code. You simply get more optimizers for free. On top you get diagnostic tools, parallel numerical derivatives and more.
numerical-differentiation numerical-optimization parallel-computing python
Language:Python 269
jump-dev / NLopt.jl
A Julia interface to the NLopt nonlinear-optimization library
julia math nonlinear-optimization nonlinear-programming numerical-optimization optimization
Language:Julia 265
mayataka / robotoc
Efficient optimal control solvers for robotic systems.
interior-point-method model-predictive-control motion-planning mpc numerical-optimal-control numerical-optimization optimal-control robotics switched-systems switching-time-optimization trajectory-optimization
Language:C++ 263
pints-team / pints
Probabilistic Inference on Noisy Time Series
bayesian-methods inverse-problems numerical-optimization parameter-estimation
Language:Python 229
Evolutionary-Intelligence / pypop
[JMLR-2024] PyPop7: A Pure-Python Library for POPulation-based Black-Box Optimization (BBO), especially their *Large-Scale* versions/variants (-> evolutionary algorithms/swarm-based optimizers/pattern search/random search/...). https://jmlr.org/papers/v25/23-0386.html
global-optimization black-box-optimization large-scale-optimization population-based-optimization evolutionary-algorithms random-search zeroth-order-optimization gradient-free-optimization derivative-free-optimization continuous-optimization direct-search optimization-algorithms numerical-optimization evolution-strategies nonlinear-optimization particle-swarm-optimization differential-evolution genetic-algorithms estimation-of-distribution-algorithms consensus-based-optimization
Language:Python 210
Epigraph
EmbersArc / Epigraph
A C++ interface to formulate and solve linear, quadratic and second order cone problems.
numerical-optimization socp second-order-optimization quadratic-programming eigen-library qp eigen
Language:C++ 152
amkatrutsa / optimization_course
A course on Optimization Methods
convex-optimization seminar numerical-optimization optimization-methods colab mipt
Language:Jupyter Notebook 150
meco-group / fatrop
Fatrop is a nonlinear optimal control problem solver that aims to be fast, support a broad class of optimal control problems and achieve a high numerical robustness.
fatrop kuleuven numerical-optimization optimal-control optimization-algorithms solvers
Language:C++ 144
JuliaFirstOrder / ProximalOperators.jl
Proximal operators for nonsmooth optimization in Julia
admm first-order-methods julia julia-language nonlinear-programming nonsmooth-optimization numerical-optimization optimization prox proximal-algorithms proximal-operators
Language:Julia 131
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 130
qpSWIFT / qpSWIFT
qpSWIFT is a light-weight sparse quadratic programming solver
c control embedded interior-point-method numerical-optimization python quadratic-programming real-time robotics sparse-matrix
Language:C 126
ralna / GALAHAD
A library of modern Fortran modules for nonlinear optimization
c cubic-regularization-methods fortran julia mathematical-programming matlab nonlinear-least-squares nonlinear-optimization numerical-optimization python quadratic-programming trust-region-methods
Language:Fortran 119
osqp / osqp-python
Python interface for OSQP
python optimization solver numerical-optimization quadratic-programming
Language:Python 110
AFei19911012 / MatlabSamples
:monocle_face: Matlab Samples :alien: keep updating
algorithm app-designer appdesigner deep-learning image-processing lstm machine-learning matlab matlab-gui newton numerical-analysis numerical-optimization optimazation pso svm
103
dcwuser / metanumerics
Meta.Numerics is library for advanced numerical computing on the .NET platform. It offers an object-oriented API for statistical analysis, advanced functions, Fourier transforms, numerical integration and optimization, and matrix algebra.
math-library matrix statistics numerics numerical-optimization numerical-integration numerical-analysis statistical-analysis statistical-tests matrix-factorization matrix-multiplication matrix-library special-functions math scientific-computing data-analysis dotnet csharp-library matrix-algebra optimization
Language:C# 101
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 98
penn-graphics-research / HOT
Hierarchical Optimization Time Integration (HOT) for efficient implicit timestepping of the material point method (MPM)
animation computer-graphics mpm multigrid numerical-optimization siggraph simulation
Language:C++ 95
slsqp
jacobwilliams / slsqp
Modern Fortran Edition of the SLSQP Optimizer
constrained-optimization fortran fortran-package-manager nnls numerical-optimization optimization sqp
Language:Fortran 92