stochastic-optimization

There are 5 repositories under stochastic-optimization topic.

esa / pygmo2
A Python platform to perform parallel computations of optimisation tasks (global and local) via the asynchronous generalized island model.
optimization optimization-algorithms optimization-methods optimization-problem evolutionary-algorithms multiobjective-optimization stochastic-optimization island-model parallel-computing parallel-processing meta-heuristic meta-heuristics evolutionary-strategy evolutionary-computation artificial-intelligence
Language:C++ 403
odow / SDDP.jl
Stochastic Dual Dynamic Programming in Julia
julia sddp optimization stochastic-optimization multistage-stochastic-optimization benders-decomposition optimal-control stochastic-programming jump markov-decision-processes markov-decision-process stochastic-integer sddip multistage-stochastic-integer stochastic-dual-dynamic-programming
Language:Julia 277
infiniteopt / InfiniteOpt.jl
An intuitive modeling interface for infinite-dimensional optimization problems.
optimization julia modeling-language dynamic-programming stochastic-optimization optimal-control pde-constrained-optimization nonlinear-optimization differential-equations measure-theory
Language:Julia 225
ebrahimpichka / awesome-optimization
A curated list of awesome mathematical optimization courses, lectures, books, notes, libraries, frameworks and software.
combinatorial-optimization convex-optimization discrete-optimization integer-linear-programming integer-programming linear-optimization linear-programming mathematical-modelling mathematical-optimization mathematical-programming operations-research optimization stochastic-optimization awesome awesome-list
169
rwuilbercq / Hive
Artificial Bee Colony Algorithm in Python.
metaheuristics stochastic-optimization artificial-bee-colony
Language:Python 105
keurfonluu / stochopy
Python library for stochastic numerical optimization
stochastic-optimization differential-evolution cmaes mcmc parallel evolutionary-algorithm pso
Language:Python 87
Argonne-National-Laboratory / DSP
An open-source parallel optimization solver for structured mixed-integer programming
julia parallel optimization stochastic-optimization mixed-integer-programming
Language:C++ 78
cmdty / storage
Multi-Factor Least Squares Monte Carlo energy storage valuation model (Python and .NET).
commodities quantitative-finance storage csharp oil gas power energy-storage stochastic-optimization dynamic-programming stochastic-dynamic-programming python excel
Language:C# 67
hiroyuki-kasai / RSOpt
Riemannian stochastic optimization algorithms: Version 1.0.3
riemannian-optimization riemannian-manifold non-convex-optimization machine-learning-algorithms stochastic-optimization stochastic-gradient-descent stochastic-optimizers variance-reduction constrained-optimization nonlinear-optimization large-scale-learning big-data machine-learning nonlinear-optimization-algorithms manifold optimization-algorithms optimization sgd online-learning
Language:MATLAB 59
zeke-xie / stable-weight-decay-regularization
[NeurIPS 2023] The PyTorch Implementation of Scheduled (Stable) Weight Decay.
deep-learning optimizer regularization weight-decay stochastic-optimization pytorch
Language:Python 56
edxu96 / MatrixOptim.jl
Data-Driven Decision Making under Uncertainty in Matrix
milp mixed-integer-programming robust-optimization stochastic-optimization stochastic-programming decomposition-algorithm benders-decomposition dantzig-wolfe-decomposition
Language:Python 31
jbrea / CMAEvolutionStrategy.jl
optimization derivative-free-optimization derivative-free stochastic-optimization evolutionary-algorithm evolutionary-strategy cma-es blackbox-optimization
Language:Julia 29
cshjin / awesome-nonconvex-optimization
A collection of papers and readings for non-convex optimization
optimization nonconvex machine-learning stochastic-optimization awesome-list
28
pmocz / mcmc-python
Create Your Own Metropolis-Hastings Markov Chain Monte Carlo Algorithm for Bayesian Inference (With Python)
astrophysics bayesian-statistics markov-chain mcmc parameter-estimation radial-velocities scientific-computing stochastic-optimization tutorial
Language:Python 28
tomoleary / hessianlearn
Hessian-based stochastic optimization in TensorFlow and keras
optimization optimization-algorithms stochastic-optimization newton-method second-order-optimization tensorflow keras
Language:Python 28
zeke-xie / Positive-Negative-Momentum
[ICML 2021] The official PyTorch Implementations of Positive-Negative Momentum Optimizers.
deep-learning optimizer stochastic-optimization pytorch machine-learning momentum-optimization-algorithm
Language:Python 28
mingzhang-yin / ARM-gradient
Low-variance, efficient and unbiased gradient estimation for optimizing models with binary latent variables. (ICLR 2019)
discrete-optimization variance-reduction variational-bayes stochastic-optimization
Language:Python 27
SimpleArt / spsa
A simple implementation of SPSA with automatic learning rate tuning
optimization gradient-descent derivative-free-optimization numerical-methods stochastic-optimization
Language:Python 27
Bhattacharya-Lab / PolyFold
An interactive visual simulator for distance-based protein folding
protein-folding protein-dynamics stochastic-optimization protein-structure-prediction
Language:Java 24
harshraj11584 / Paper-Implementation-Overview-Gradient-Descent-Optimization-Sebastian-Ruder
[Python] [arXiv/cs] Paper "An Overview of Gradient Descent Optimization Algorithms" by Sebastian Ruder
adadelta adagrad adam-optimizer adam gradient-descent gradient-boosting gradient-descent-algorithm optimization-algorithms optimization-methods adamax amsgrad batch-gradient-descent stochastic-gradient-descent stochastic-optimization stochastic-optimizers momentum nadam nesterov-accelerated-sgd nesterov-momentum rmsprop
Language:Python 22
simulated-annealing
jacobwilliams / simulated-annealing
Simulated Annealing with Modern Fortran
optimization annealing fortran stochastic-optimization simulated-annealing
Language:Fortran 21
tstran155 / Optimization-of-building-energy-consumption
This repo demonstrates how to build a surrogate (proxy) model by multivariate regressing building energy consumption data (univariate and multivariate) and use (1) Bayesian framework, (2) Pyomo package, (3) Genetic algorithm with local search, and (4) Pymoo package to find optimum design parameters and minimum energy consumption.
bayesian-optimization building-energy hvac machine-learning-algorithms sobol-indices xgboost-regression cross-validation latin-hypercube-sampling ipopt pyomo nonlinear-optimization gurobi-solver genetic-optimization-algorithm probabilistic-inference stochastic-optimization multivariate-regression multi-objective-optimization nsga-ii pymoo deterministic
Language:Jupyter Notebook 19
prs98 / Electric_Vehicle_Charging_Simulation
The goal of this project is to build a simulation model to determine the largest expected revenue from an electric vehicle charging station in a one month time period given the storage capacity, charging grid change costs, demand and supply.
decision-modelling simulation optimization stochastic-optimization operations-research octave matlab electric-vehicles charging-stations
Language:MATLAB 17
sattwiksuman / Supply-Chain-Analytics
Deterministic and Stochastic Dynamic Programs for optimization of Supply Chain
supply-chain dynamic-programming stochastic-optimization demand-planning optimization supply-chain-analytics supply-chain-optimization
Language:Python 17
hiroyuki-kasai / SimpleDeepNetToolbox
Simple MATLAB toolbox for deep learning network: Version 1.0.3
deep-learning deep-neural-networks convolutional-neural-networks convolutional-layers softmax-layer relu-layer forward-backward matlab stochastic-gradient-descent adam adagrad optimization machine-learning stochastic-optimization sgd sgd-optimizer sgd-momentum variance-reduction machine-learning-algorithms big-data
Language:MATLAB 16
jmaerte / pysmps
Utilities for parsing MPS and SMPS file formats.
smps linear-optimization stochastic-optimization python
Language:Python 16
JuliaOptimalTransport / StochasticOptimalTransport.jl
Julia implementation of stochastic optimization algorithms for large-scale optimal transport.
julia optimal-transport optimization stochastic-optimization
Language:Julia 16
edgarsmdn / TS
Tabu Search algorithm
stochastic-optimization tabu-search
Language:Python 14
Lingkai-Kong / so-ebm
Code for paper: End-to-end Stochastic Optimization with Energy-based Model
decision-making decision-making-under-uncertainty deep-learning optimization stochastic-optimization
Language:Python 14
alexforel / Explainable-CSO
Code for "Explainable Data-Driven Optimization" (ICML 2023)
explainability stochastic-optimization
Language:Python 13
lbl-camera / fvGP
A software package for flexible HPC GPs
machine-learning stochastic-processes stochastic-optimization gaussian-processes
Language:Python 13
sddip
leoschleier / sddip
Implementation of the (dynamic) stochastic dual dynamic integer programming (SDDiP) algorithm.
sddip stochastic-programming optimization python stochastic-optimization
Language:Jupyter Notebook 13
cshjin / Microgrid_sim
microgrid mathematical-modelling stochastic-optimization
Language:Python 12
david-cortes / stochQN
(Python, Tensorflow, R, C, C++) Stochastic, limited-memory quasi-Newton optimizers (adaQN, SQN, oLBFGS)
stochastic-optimization quasi-newton lbfgs
Language:R 12
rockstaedt / ses_opt
Framework to model two stage stochastic unit commitment optimization problems.
pyomo stochastic-optimization unit-commitment variance-reduction gurobi l-shape-method benders-decomposition
Language:Python 12
SachaIZADI / stochastic-optimization
One-week side project to play around stochastic optimization (how to take *good* decisions under uncertainty)
gurobi linear-programming newsvendor-problem stochastic-optimization conditional-value-at-risk knapsack-problem mixed-integer-programming robust-optimization value-at-risk
Language:Python 11

stochastic-optimization

esa / pygmo2

odow / SDDP.jl

infiniteopt / InfiniteOpt.jl

ebrahimpichka / awesome-optimization

rwuilbercq / Hive

keurfonluu / stochopy

Argonne-National-Laboratory / DSP

cmdty / storage

hiroyuki-kasai / RSOpt

zeke-xie / stable-weight-decay-regularization

edxu96 / MatrixOptim.jl

jbrea / CMAEvolutionStrategy.jl

cshjin / awesome-nonconvex-optimization

pmocz / mcmc-python

tomoleary / hessianlearn

zeke-xie / Positive-Negative-Momentum

mingzhang-yin / ARM-gradient

SimpleArt / spsa

Bhattacharya-Lab / PolyFold

harshraj11584 / Paper-Implementation-Overview-Gradient-Descent-Optimization-Sebastian-Ruder

jacobwilliams / simulated-annealing

tstran155 / Optimization-of-building-energy-consumption

prs98 / Electric_Vehicle_Charging_Simulation

sattwiksuman / Supply-Chain-Analytics

hiroyuki-kasai / SimpleDeepNetToolbox

jmaerte / pysmps

JuliaOptimalTransport / StochasticOptimalTransport.jl

edgarsmdn / TS

Lingkai-Kong / so-ebm

alexforel / Explainable-CSO

lbl-camera / fvGP

leoschleier / sddip

cshjin / Microgrid_sim

david-cortes / stochQN

rockstaedt / ses_opt

SachaIZADI / stochastic-optimization