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++ 5521
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 4609
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++ 3920
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 2458
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 1740
argmin-rs / argmin
Numerical optimization in pure Rust
optimization-algorithms optimization rust numerical-optimization optimization-methods optimizer
Language:Rust 1027
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 973
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 707
qpsolvers / qpsolvers
Quadratic programming solvers in Python with a unified API
numerical-optimization optimization python quadratic-programming solver
Language:Python 610
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++ 578
scs
cvxgrp / scs
Splitting Conic Solver
cone-programming convex-optimization first-order-methods linear-programming numerical-optimization optimization optimization-algorithms quadratic-programming semidefinite-programming solver
Language:C 555
cpfiffer / julia-bootcamp-2022
autodiff bayesian-statistics econometrics julia numerical-optimization statistics
Language:Jupyter Notebook 476
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 370
benfred / fmin
Unconstrained function minimization in Javascript
numerical-optimization optimization-algorithms visualization
Language:JavaScript 358
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 323
ShiqinHuo / Numerical-Optimization-Books
Collected study materials in Numerical Optimization ANU@MATH3514(HPC)
boyd convex-optimisation convex-optimization electronic-books numerical-methods numerical-optimization
319
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
311
cvanaret / Uno
A next-gen Lagrange-Newton solver for nonconvex constrained optimization. Unifies barrier and SQP methods in a generic way, and implements various 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++ 307
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 271
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++ 270
jump-dev / NLopt.jl
A Julia interface to the NLopt nonlinear-optimization library
julia math nonlinear-optimization nonlinear-programming numerical-optimization optimization
Language:Julia 264
pints-team / pints
Probabilistic Inference on Noisy Time Series
bayesian-methods inverse-problems parameter-estimation numerical-optimization
Language:Python 230
Evolutionary-Intelligence / pypop
[***JMLR-2024***] PyPop7: A Pure-Python Library for POPulation-based Black-Box Optimization (BBO), especially *Large-Scale* versions/variants (e.g., evolutionary algorithms, swarm-based optimizers, pattern search, and random search, etc.). [Citation: https://jmlr.org/papers/v25/23-0386.html (***CCF-A***)]
black-box-optimization consensus-based-optimization continuous-optimization derivative-free-optimization differential-evolution direct-search estimation-of-distribution-algorithms evolution-strategies evolutionary-algorithms genetic-algorithms global-optimization gradient-free-optimization large-scale-optimization nonlinear-optimization numerical-optimization optimization-algorithms particle-swarm-optimization population-based-optimization random-search zeroth-order-optimization
Language:Python 221
Epigraph
EmbersArc / Epigraph
A C++ interface to formulate and solve linear, quadratic and second order cone problems.
eigen eigen-library numerical-optimization qp quadratic-programming second-order-optimization socp
Language:C++ 155
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++ 154
amkatrutsa / optimization_course
A course on Optimization Methods
convex-optimization seminar numerical-optimization optimization-methods colab mipt
Language:Jupyter Notebook 150
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 131
JuliaFirstOrder / ProximalAlgorithms.jl
Proximal algorithms for nonsmooth optimization in Julia
admm julia machine-learning nonlinear-programming nonsmooth-optimization numerical-optimization optimal-control optimization optimization-algorithms proximal-algorithms proximal-gradient-method proximal-operators
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 127
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 122
osqp / osqp-python
Python interface for OSQP
python optimization solver numerical-optimization quadratic-programming
Language:Python 111
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
106
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# 102
pdfo
pdfo / pdfo
Powell's Derivative-Free Optimization solvers.
blackbox-optimization bobyqa cobyla constrained-optimization derivative-free-optimization fortran lincoa matlab newuoa nonlinear-optimization numerical-optimization optimization optimization-algorithms powell python simulation simulation-based-optimization unconstrained-optimization uobyqa zeroth-order-optimization
Language:Fortran 99
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++ 95
slsqp
jacobwilliams / slsqp
Modern Fortran Edition of the SLSQP Optimizer
fortran optimization sqp constrained-optimization numerical-optimization fortran-package-manager nnls
Language:Fortran 92