GitHub topics: numerical-optimization

Repositories

Beliavsky/Fortran-code-on-GitHub

Directory of Fortran codes on GitHub, arranged by topic

Size: 5.97 MB - Last synced at: about 11 hours ago - Pushed at: about 12 hours ago - Stars: 352 - Forks: 64

Evolutionary-Intelligence/pypop

[JMLR (CCF-A)] PyPop7: A Pure-Python LibrarY for POPulation-based Black-Box Optimization (BBO), especially *Large-Scale* variants (from evolutionary computation, swarm intelligence, statistics, operations research, machine learning, mathematical optimization, etc.). [https://jmlr.org/papers/v25/23-0386.html]

Language: Python - Size: 959 MB - Last synced at: 2 days ago - Pushed at: 2 days ago - Stars: 247 - Forks: 38

Aderivaldii/optimization-problems

🚀 A Python repository showcasing optimization techniques for Machine Learning including LP, Newton's methods, LASSO, and convex optimization. 📈🐍

Language: Python - Size: 316 KB - Last synced at: 2 days ago - Pushed at: 2 days ago - Stars: 0 - Forks: 0

mpmath/mpmath

Python library for arbitrary-precision floating-point arithmetic

Language: Python - Size: 17.9 MB - Last synced at: 2 days ago - Pushed at: 2 days ago - Stars: 1,029 - Forks: 189

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.

Language: Fortran - Size: 20.5 MB - Last synced at: 1 day ago - Pushed at: 8 days ago - Stars: 354 - Forks: 44

cvxpy/cvxpy

A Python-embedded modeling language for convex optimization problems.

Language: C++ - Size: 203 MB - Last synced at: 4 days ago - Pushed at: 4 days ago - Stars: 5,792 - Forks: 1,106

cvanaret/Uno

A next-gen SQP & barrier solver for nonlinearly constrained optimization

Language: C++ - Size: 45.6 MB - Last synced at: 4 days ago - Pushed at: 4 days ago - Stars: 335 - Forks: 27

raspberryflapper/portfolio

Portfolio containing my past and current projects to demonstrate bit of my coding abilities, both in Python and C++

Language: Python - Size: 97.7 KB - Last synced at: 5 days ago - Pushed at: 5 days ago - Stars: 0 - Forks: 0

pbernalpolo/OpenNumericalLibrary-java

A numerical library written in Java. Designed to provide versatile utility code.

Language: Java - Size: 397 KB - Last synced at: 6 days ago - Pushed at: 6 days ago - Stars: 0 - Forks: 0

ralna/GALAHAD

A library of modern Fortran modules for nonlinear optimization

Language: Fortran - Size: 197 MB - Last synced at: 6 days ago - Pushed at: 6 days ago - Stars: 149 - Forks: 15

julien-michot/tinyopt

A Super Fast Optimization Library

Language: C++ - Size: 896 KB - Last synced at: 6 days ago - Pushed at: 6 days ago - Stars: 86 - Forks: 2

GermanHeim/globalsearch-rs

Global optimization with scatter search and local NLP solvers written in Rust

Language: Rust - Size: 433 KB - Last synced at: 7 days ago - Pushed at: 7 days ago - Stars: 7 - Forks: 0

fdaPDE/fdaPDE-core

The fdaPDE core library is a C++ header-only library for Partial Differential Equation discretization, computational geometry, unconstrained nonlinear optimization, linear algebra and much more.

Language: C++ - Size: 10.6 MB - Last synced at: 7 days ago - Pushed at: 7 days ago - Stars: 27 - Forks: 17

ralna/CUTEst

The Constrained and Unconstrained Testing Environment with safe threads (CUTEst) for optimization software

Language: Fortran - Size: 3.9 MB - Last synced at: 7 days ago - Pushed at: 22 days ago - Stars: 111 - Forks: 19

cvxgrp/scs

Splitting Conic Solver

Language: C - Size: 11.3 MB - Last synced at: 8 days ago - Pushed at: 8 days ago - Stars: 571 - Forks: 138

bodono/scs-python

Python interface for SCS

Language: Jupyter Notebook - Size: 1000 KB - Last synced at: 8 days ago - Pushed at: 8 days ago - Stars: 43 - Forks: 35

osqp/OSQP.jl

Julia interface for OSQP: The Operator Splitting QP Solver

Language: Julia - Size: 445 KB - Last synced at: 3 days ago - Pushed at: 4 months ago - Stars: 72 - Forks: 25

osqp/osqp-matlab

Matlab interface for OSQP

Language: MATLAB - Size: 422 KB - Last synced at: 3 days ago - Pushed at: 17 days ago - Stars: 50 - Forks: 25

osqp/osqp-python

Python interface for OSQP

Language: Python - Size: 27.7 MB - Last synced at: 1 day ago - Pushed at: 5 days ago - Stars: 117 - Forks: 41

osqp/qdldl

A free LDL factorisation routine

Language: C - Size: 192 KB - Last synced at: 3 days ago - Pushed at: 3 months ago - Stars: 94 - Forks: 41

PythonOT/POT

POT : Python Optimal Transport

Language: Python - Size: 43.8 MB - Last synced at: 9 days ago - Pushed at: 19 days ago - Stars: 2,563 - Forks: 524

blockwise-direct-search/bds

Blockwise Direct Search (MATLAB version)

Language: MATLAB - Size: 8.22 MB - Last synced at: 2 days ago - Pushed at: 2 days ago - Stars: 4 - Forks: 11

blockwise-direct-search/bds_development

Arhiva of the MATLAB version of Blockwise Direct Search

Language: MATLAB - Size: 76.2 KB - Last synced at: 10 days ago - Pushed at: 10 days ago - Stars: 0 - Forks: 0

permon/permon

PERMON main package for quadratic programming (PermonQP)

Language: C - Size: 1.38 MB - Last synced at: 11 days ago - Pushed at: 11 days ago - Stars: 14 - Forks: 7

optiprofiler/optiprofiler

Benchmarking optimization solvers.

Language: MATLAB - Size: 43.7 MB - Last synced at: 6 days ago - Pushed at: 6 days ago - Stars: 9 - Forks: 3

qpsolvers/qpsolvers

Quadratic programming solvers in Python with a unified API

Language: Python - Size: 5.47 MB - Last synced at: about 11 hours ago - Pushed at: 18 days ago - Stars: 671 - Forks: 95

ceres-solver/ceres-solver

A large scale non-linear optimization library

Language: C++ - Size: 31.3 MB - Last synced at: 12 days ago - Pushed at: 12 days ago - Stars: 4,129 - Forks: 1,075

pdfo/pdfo

Powell's Derivative-Free Optimization solvers.

Language: Fortran - Size: 4.05 MB - Last synced at: 1 day ago - Pushed at: about 2 months ago - Stars: 103 - Forks: 25

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.

Language: C++ - Size: 5.42 MB - Last synced at: 7 days ago - Pushed at: 7 days ago - Stars: 204 - Forks: 21

jump-dev/NLopt.jl

A Julia interface to the NLopt nonlinear-optimization library

Language: Julia - Size: 257 KB - Last synced at: 6 days ago - Pushed at: 16 days ago - Stars: 267 - Forks: 47

osqp/osqp

The Operator Splitting QP Solver

Language: C - Size: 57.5 MB - Last synced at: 18 days ago - Pushed at: 19 days ago - Stars: 1,864 - Forks: 379

NumCosmo/NumCosmo

NumCosmo main code

Language: C - Size: 210 MB - Last synced at: 2 days ago - Pushed at: 2 days ago - Stars: 44 - Forks: 18

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.

Language: Python - Size: 28 MB - Last synced at: 5 days ago - Pushed at: 5 days ago - Stars: 291 - Forks: 45

sun-umn/PyGRANSO

PyGRANSO: A PyTorch-enabled port of GRANSO with auto-differentiation

Language: Python - Size: 10.8 MB - Last synced at: 6 days ago - Pushed at: 3 months ago - Stars: 41 - Forks: 5

google/tf-quant-finance

High-performance TensorFlow library for quantitative finance.

Language: Python - Size: 16.9 MB - Last synced at: 23 days ago - Pushed at: 3 months ago - Stars: 4,880 - Forks: 622

sneakyjbras/poisson-queue-simulation

Apply a Poisson process to model queue arrivals: generate exponential inter-arrival times at rate λ to simulate and analyze queue dynamics.

Language: Python - Size: 9.26 MB - Last synced at: 24 days ago - Pushed at: 24 days ago - Stars: 0 - Forks: 0

Dew-Research/DewLabStudio-VCL-Samples

Sample programs showing how to use Dew Lab Studio VCL for (RAD Studio, Delphi and C++ Builder)

Language: Pascal - Size: 2.92 MB - Last synced at: 25 days ago - Pushed at: 25 days ago - Stars: 2 - Forks: 2

matcutest/matcutest

MatCUTEst is a package for facilitating the usage of CUTEst (https://github.com/ralna/CUTEst) in MATLAB on Linux.

Language: MATLAB - Size: 360 KB - Last synced at: 25 days ago - Pushed at: 25 days ago - Stars: 6 - Forks: 1

sadegroo/seasize

A comprehensive numerical sizing script in MATLAB for motor, gearbox (and spring) for stiff or series elactic actuators. (SEA)

Language: MATLAB - Size: 28.6 MB - Last synced at: 6 days ago - Pushed at: 27 days ago - Stars: 4 - Forks: 0

JuliaFirstOrder/ProximalAlgorithms.jl

Proximal algorithms for nonsmooth optimization in Julia

Language: Julia - Size: 6.04 MB - Last synced at: 2 days ago - Pushed at: 28 days ago - Stars: 133 - Forks: 22

parmoo/parmoo

Python library for parallel multiobjective simulation optimization

Language: Python - Size: 7.46 MB - Last synced at: 5 days ago - Pushed at: 10 months ago - Stars: 82 - Forks: 12

AFei19911012/MatlabSamples

:monocle_face: Matlab Samples :alien: keep updating

Size: 71 MB - Last synced at: 27 days ago - Pushed at: 4 months ago - Stars: 113 - Forks: 33

pints-team/pints

Probabilistic Inference on Noisy Time Series

Language: Python - Size: 192 MB - Last synced at: 5 days ago - Pushed at: 4 months ago - Stars: 238 - Forks: 34

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

Language: MATLAB - Size: 52 MB - Last synced at: 28 days ago - Pushed at: almost 5 years ago - Stars: 721 - Forks: 267

jacobwilliams/slsqp

Modern Fortran Edition of the SLSQP Optimizer

Language: Fortran - Size: 2.06 MB - Last synced at: 29 days ago - Pushed at: 3 months ago - Stars: 99 - Forks: 20

borjapetit/fortran_toolkit

A collection of functions and subroutines for quantitative macroeconomists

Language: Fortran - Size: 693 KB - Last synced at: about 1 month ago - Pushed at: about 1 month ago - Stars: 0 - Forks: 0

argmin-rs/argmin

Numerical optimization in pure Rust

Language: Rust - Size: 46.9 MB - Last synced at: about 1 month ago - Pushed at: 2 months ago - Stars: 1,115 - Forks: 90

darnstrom/daqp

A dual active-set algorithm for convex quadratic programming

Language: C - Size: 423 KB - Last synced at: 19 days ago - Pushed at: 19 days ago - Stars: 76 - Forks: 15

EmbersArc/EiCOS

A C++ Second Order Cone Solver based on Eigen

Language: C++ - Size: 1.74 MB - Last synced at: 19 days ago - Pushed at: almost 4 years ago - Stars: 32 - Forks: 4

ShiqinHuo/Numerical-Optimization-Books

Collected study materials in Numerical Optimization ANU@MATH3514(HPC)

Size: 113 MB - Last synced at: 13 days ago - Pushed at: about 6 years ago - Stars: 348 - Forks: 104

OpenOCL/OpenOCL 📦

Open Optimal Control Library for Matlab. Trajectory Optimization and non-linear Model Predictive Control (MPC) toolbox.

Language: MATLAB - Size: 1.65 MB - Last synced at: 30 days ago - Pushed at: about 5 years ago - Stars: 392 - Forks: 65

jessegrabowski/better_optimize

A friendlier front-end to scipy.optimize

Language: Python - Size: 78.1 KB - Last synced at: 6 days ago - Pushed at: about 1 month ago - Stars: 1 - Forks: 1

yangyongkang2000/SEvoBench

A C++ Framework for Evolutionary Single-Objective Optimization Benchmarking

Language: C++ - Size: 27.7 MB - Last synced at: about 1 month ago - Pushed at: about 1 month ago - Stars: 5 - Forks: 1

wissem01chiha/dynamapp

differentiable package for state representation and identification of multibody dynamics

Language: Python - Size: 265 MB - Last synced at: 13 days ago - Pushed at: 13 days ago - Stars: 18 - Forks: 1

udellgroup/rlaopt

Randomized linear algebra-based methods for optimization and scientific computing in PyTorch.

Language: Python - Size: 860 KB - Last synced at: 8 days ago - Pushed at: 8 days ago - Stars: 2 - Forks: 0

srom/cma-es

Covariance Matrix Adaptation Evolution Strategy (CMA-ES)

Language: Jupyter Notebook - Size: 2.48 MB - Last synced at: 9 days ago - Pushed at: over 3 years ago - Stars: 65 - Forks: 15

NekkittAY/WONC-FD-Method

WONC-FD (Wavelet-Based Optimization and Numerical Computing for Fault Detection)

Language: Jupyter Notebook - Size: 1.42 MB - Last synced at: about 2 months ago - Pushed at: about 2 months ago - Stars: 0 - Forks: 0

accosmin-org/libnano

C++ numerical optimization and machine learning utilities using Eigen3

Language: C++ - Size: 3.49 MB - Last synced at: 5 days ago - Pushed at: 5 days ago - Stars: 4 - Forks: 1

sdpa-python/sdpa-python

SemiDefinite Programming Algorithm (SDPA) for Python

Language: C++ - Size: 508 KB - Last synced at: about 2 months ago - Pushed at: 5 months ago - Stars: 12 - Forks: 2

nicholashirsch/Universal-Optimal-Control-Software

An optimal control software which returns the optimal control law for an arbitrary system when provided with a set of governing equations and user-defined cost functional.

Language: MATLAB - Size: 38.1 KB - Last synced at: about 2 months ago - Pushed at: about 2 months ago - Stars: 0 - Forks: 0

lindonroberts/trust-region

Python trust-region subproblem solvers for nonlinear optimization

Language: Python - Size: 83 KB - Last synced at: about 1 month ago - Pushed at: 11 months ago - Stars: 27 - Forks: 3

aldma/qpdo

The Quadratic Primal-Dual Optimizer

Language: C - Size: 1.34 MB - Last synced at: 9 days ago - Pushed at: about 1 year ago - Stars: 11 - Forks: 1

CardiacModelling/BenNevis

"Where is Ben Nevis" presents the landscape of Great Britain as a testbed for optimisation and sampling methods.

Language: Python - Size: 16.5 MB - Last synced at: about 2 months ago - Pushed at: about 2 months ago - Stars: 4 - Forks: 1

jacobwilliams/psqp

Modern Fortran Edition of PSQP (Sequential quadratic programming algorithm)

Language: Fortran - Size: 955 KB - Last synced at: 2 months ago - Pushed at: 2 months ago - Stars: 2 - Forks: 0

kingaa/subplex

Subplex Optimization Algorithm

Language: Fortran - Size: 266 KB - Last synced at: 3 days ago - Pushed at: 2 months ago - Stars: 10 - Forks: 3

berylgithub/HP-Protein

Language: Jupyter Notebook - Size: 1020 KB - Last synced at: 2 months ago - Pushed at: 2 months ago - Stars: 3 - Forks: 0

PrincetonUniversity/FOCUS

Flexible Optimized Coils Using Space curves

Language: Fortran - Size: 41.8 MB - Last synced at: 15 days ago - Pushed at: about 2 months ago - Stars: 19 - Forks: 2

NekkittAY/MAMGD_Optimizer

Gradient optimization method using exponential damping and second-order discrete derivative for neural networks and multidimensional real functions

Language: Jupyter Notebook - Size: 2.02 MB - Last synced at: 2 months ago - Pushed at: 2 months ago - Stars: 0 - Forks: 0

Hazrat-Ali9/Numerical-Analysis-With-MATLAB

✈ Numerical Analysis using MATLAB 🚁 Perfect students engineers 🛥 and researchers looking to 🚕 solve complex mathematical 🚒 problems computationally 🪆root finding interpolation 🎮 integration ODEs linear systems 🎳 plots error analysis 🧵 algorithm breakdowns and 🪀 visualizations academic projects 🧸 simulations and real-world applications🔫

Size: 3.91 KB - Last synced at: 2 months ago - Pushed at: 2 months ago - Stars: 1 - Forks: 0

stephane-caron/lpsolvers

Linear programming solvers in Python with a unified API

Language: Python - Size: 8.53 MB - Last synced at: about 11 hours ago - Pushed at: 2 months ago - Stars: 24 - Forks: 4

amineHorseman/butterfly-optimization-algorithms

Implementing several variants of the Butterfly Optimization Algorithm to solve global optimization problems

Language: Python - Size: 204 KB - Last synced at: 3 months ago - Pushed at: over 2 years ago - Stars: 10 - Forks: 2

americocunhajr/ELEVEN

ELEVEN is a Matlab code for robust optimization and uncertainty quantification of an elevator brake system.

Language: MATLAB - Size: 2.4 MB - Last synced at: 3 months ago - Pushed at: 3 months ago - Stars: 1 - Forks: 0

moritzgubler/vc-sqnm

Implementation of the vc-sqnm and sqnm optimization algorithms in C++

Language: Fortran - Size: 226 KB - Last synced at: 3 months ago - Pushed at: 3 months ago - Stars: 5 - Forks: 0

markomil/vilin-numerical-optimization

Application and framework for executing and testing numerical optimization methods. State of the art algorithms such as l-bfgs, cg_descent, Levenberg-Marquardt etc. A various line search methods: Wolfe, strong Wolfe, More-Thuente, approx-Wolfe. Useful and user friendly gui

Language: MATLAB - Size: 13.7 MB - Last synced at: 17 days ago - Pushed at: about 5 years ago - Stars: 40 - Forks: 15