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++ 5656
google / tf-quant-finance
High-performance TensorFlow library for quantitative finance.
tensorflow quantitative-finance python finance numerical-methods numerical-optimization numerical-integration high-performance high-performance-computing gpu gpu-computing quantlib
Language:Python 4749
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++ 4012
PythonOT / POT
POT : Python Optimal Transport
optimal-transport numerical-optimization machine-learning emd ot-mapping-estimation wasserstein-barycenter ot-solver python wasserstein wasserstein-discriminant-analysis gromov-wasserstein wasserstein-barycenters sinkhorn-divergences sinkhorn-knopp pot domain-adaptation
Language:Python 2509
osqp / osqp
The Operator Splitting QP Solver
optimization quadratic-programming convex-optimization machine-learning lasso svm control model-predictive-control portfolio-optimization solver numerical-optimization
Language:C 1809
argmin-rs / argmin
Numerical optimization in pure Rust
numerical-optimization optimization optimization-algorithms optimization-methods optimizer rust
Language:Rust 1070
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 999
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 709
qpsolvers / qpsolvers
Quadratic programming solvers in Python with a unified API
numerical-optimization optimization python quadratic-programming solver
Language:Python 635
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++ 596
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 568
cpfiffer / julia-bootcamp-2022
autodiff bayesian-statistics econometrics julia numerical-optimization statistics
Language:Jupyter Notebook 480
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 383
benfred / fmin
Unconstrained function minimization in Javascript
numerical-optimization optimization-algorithms visualization
Language:JavaScript 361
ShiqinHuo / Numerical-Optimization-Books
Collected study materials in Numerical Optimization ANU@MATH3514(HPC)
electronic-books numerical-optimization convex-optimization numerical-methods boyd convex-optimisation
335
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 334
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
330
cvanaret / Uno
A next-gen Lagrange-Newton (SQP + barrier) solver for nonconvex 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++ 320
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 279
mayataka / robotoc
Efficient optimal control solvers for robotic systems.
optimal-control model-predictive-control trajectory-optimization robotics interior-point-method motion-planning mpc switched-systems switching-time-optimization numerical-optimization numerical-optimal-control
Language:C++ 275
jump-dev / NLopt.jl
A Julia interface to the NLopt nonlinear-optimization library
julia math nonlinear-optimization nonlinear-programming numerical-optimization optimization
Language:Julia 266
pints-team / pints
Probabilistic Inference on Noisy Time Series
bayesian-methods inverse-problems numerical-optimization parameter-estimation
Language:Python 233
Evolutionary-Intelligence / pypop
PyPop7: A Pure-Python Library for POPulation-based Black-Box Optimization (BBO), especially *Large-Scale* variants (including evolutionary algorithms, swarm-based randomized optimizers, pattern search, and even random search). [https://jmlr.org/papers/v25/23-0386.html (CCF-A)] (Its Planned Extensions: PyCoPop7, PyNoPop7, PyPop77, and PyMePop7)
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 228
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.
kuleuven numerical-optimization optimal-control optimization-algorithms solvers fatrop
Language:C++ 187
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++ 155
amkatrutsa / optimization_course
A course on Optimization Methods
convex-optimization seminar numerical-optimization optimization-methods colab mipt
Language:Jupyter Notebook 152
qpSWIFT / qpSWIFT
qpSWIFT is a light-weight sparse quadratic programming solver
robotics quadratic-programming control python embedded c real-time interior-point-method sparse-matrix numerical-optimization
Language:C 137
ralna / GALAHAD
A library of modern Fortran modules for nonlinear optimization
nonlinear-optimization numerical-optimization mathematical-programming quadratic-programming nonlinear-least-squares trust-region-methods cubic-regularization-methods fortran c matlab julia python
Language:Fortran 135
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 134
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 133
osqp / osqp-python
Python interface for OSQP
python optimization solver numerical-optimization quadratic-programming
Language:Python 114
AFei19911012 / MatlabSamples
:monocle_face: Matlab Samples :alien: keep updating
matlab matlab-gui algorithm machine-learning image-processing appdesigner optimazation deep-learning numerical-analysis numerical-optimization app-designer lstm pso svm newton
110
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# 103
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 100
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 98
penn-graphics-research / HOT
Hierarchical Optimization Time Integration (HOT) for efficient implicit timestepping of the material point method (MPM)
mpm multigrid numerical-optimization animation simulation computer-graphics siggraph
Language:C++ 96