GitHub topics: robust-optimization

Repositories

WLM1ke/poptimizer

Оптимизация долгосрочного портфеля акций

Language: Python - Size: 59.7 MB - Last synced at: 4 days ago - Pushed at: 4 days ago - Stars: 156 - Forks: 30

baggepinnen/MonteCarloMeasurements.jl

Propagation of distributions by Monte-Carlo sampling: Real number types with uncertainty represented by samples.

Language: Julia - Size: 4.91 MB - Last synced at: 5 days ago - Pushed at: 5 days ago - Stars: 274 - Forks: 17

PSORLab/EAGO.jl

A development environment for robust and global optimization

Language: Julia - Size: 6.07 MB - Last synced at: 10 days ago - Pushed at: 10 days ago - Stars: 148 - Forks: 17

Najmuddin557/Predictive_Neural_Network

Research and develop artificial neural networks capable of making accurate predictions about future events based on past data patterns.

Size: 5.86 KB - Last synced at: 12 days ago - Pushed at: 12 days ago - Stars: 0 - Forks: 0

openturns/otrobopt

Robust optimization module

Language: C++ - Size: 1.05 MB - Last synced at: 17 days ago - Pushed at: 17 days ago - Stars: 13 - Forks: 6

alphaprime/Sequential-Manipulation-Against-Rank-Aggregation

Code of 'Sequential Manipulation Against Rank Aggregation: Theory and Algorithm'

Language: MATLAB - Size: 0 Bytes - Last synced at: about 1 month ago - Pushed at: about 1 month ago - Stars: 1 - Forks: 0

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: about 1 month ago - Pushed at: about 1 month ago - Stars: 1 - Forks: 0

jorenham/Lmo

Trimmed L-moments and L-comoments for robust statistics.

Language: Python - Size: 5.51 MB - Last synced at: 18 days ago - Pushed at: about 1 month ago - Stars: 8 - Forks: 1

kaBeech/tensort

Tunable sorting for responsive robustness and beyond

Language: Haskell - Size: 3.26 MB - Last synced at: 26 days ago - Pushed at: about 2 months ago - Stars: 17 - Forks: 0

lishenghui/blades

⚔️ Blades: A Unified Benchmark Suite for Attacks and Defenses in Federated Learning

Language: Python - Size: 13.1 MB - Last synced at: 3 days ago - Pushed at: 3 months ago - Stars: 141 - Forks: 22

hulinyuan/LBBD_PMS_uncertain_release_time

LBBD_PMS_uncertain_release_time

Language: Python - Size: 1.89 MB - Last synced at: 2 months ago - Pushed at: 2 months ago - Stars: 0 - Forks: 0

simstevens/ddro-via-bilevel

Open-source implementations accompanying the paper "Solving Decision-Dependent Robust Problems as Bilevel Optimization Problems" by Henri Lefebvre, Martin Schmidt, Simon Stevens and Johannes Thürauf.

Language: JetBrains MPS - Size: 133 MB - Last synced at: 3 months ago - Pushed at: 3 months ago - Stars: 0 - Forks: 0

YasmineBeck/gamma-robust-bilevel-heuristics

Code accompanying the paper "Heuristic Methods for Gamma-Robust Mixed-Integer Linear Bilevel Problems" (with Ivana Ljubic and Martin Schmidt)

Language: Python - Size: 162 KB - Last synced at: 3 months ago - Pushed at: 3 months ago - Stars: 1 - Forks: 0

jiedxu/MatrixOptim.jl

Data-driven decision making under uncertainty using matrices

Language: Julia - Size: 71.2 MB - Last synced at: 4 months ago - Pushed at: 6 months ago - Stars: 31 - Forks: 6

cog-imperial/romodel

Modeling robust optimization problems in Pyomo

Language: Python - Size: 161 KB - Last synced at: about 2 months ago - Pushed at: over 2 years ago - Stars: 83 - Forks: 16

hanb16/MKLTwoStageRO.jl

A Julia package for multiple kernel learning aided two-stage robust optimization.

Language: Julia - Size: 602 KB - Last synced at: about 2 months ago - Pushed at: 5 months ago - Stars: 1 - Forks: 0

rodrigofvc/cmibaco-lre-mogenconvrp

The cMIBACO implementation for lightly robust solutions in MOGenConVRP under uncertainty.

Language: Python - Size: 8.09 MB - Last synced at: 5 months ago - Pushed at: 5 months ago - Stars: 2 - Forks: 0

PhilippXXY/diet-optimizer-under-uncertainty

This repository contains GAMS solutions for modeling and solving a robust optimization problem. Tasks include formulating a dietary plan, addressing uncertainties, and comparing solutions under different uncertainty models.

Language: TeX - Size: 2.83 MB - Last synced at: about 1 month ago - Pushed at: 5 months ago - Stars: 0 - Forks: 0

WLM1ke/poptimizer_old 📦

Оптимизация долгосрочного портфеля акций

Language: Python - Size: 44.1 MB - Last synced at: 5 days ago - Pushed at: over 6 years ago - Stars: 6 - Forks: 3

AhmadYahya97/CrosswordsGeneration

Crosswords puzzle generator and publisher using Constraints Satisfaction Problem (CSP) technique. With minimal backtracks.

Language: Java - Size: 7.46 MB - Last synced at: 4 days ago - Pushed at: about 6 years ago - Stars: 18 - Forks: 5

JustinStarreveld/ROBIST

Simple, yet effective, data-driven algorithm for optimization under parametric uncertainty

Language: Python - Size: 10.5 MB - Last synced at: 22 days ago - Pushed at: 8 months ago - Stars: 1 - Forks: 1

deepmancer/rss-training-iclr2024

This is the official repository for the ICLR 2024 paper Out-Of-Domain Unlabeled Data Improves Generalization.

Language: TeX - Size: 31 MB - Last synced at: 7 months ago - Pushed at: 8 months ago - Stars: 4 - Forks: 0

xinxiong0238/GART

Guided Adversarial Robust Transfer Learning with Source Mixing

Language: R - Size: 15.6 KB - Last synced at: 9 months ago - Pushed at: 9 months ago - Stars: 0 - Forks: 0

Alexart1995/VR-SPACEY

Desktop and VR app for testing the quality of the approach of the cosmonaut rescue device with the International Space Station

Size: 30.6 MB - Last synced at: 9 months ago - Pushed at: 9 months ago - Stars: 0 - Forks: 0

Randika00/Express-application-main

Express is a minimal and flexible Node.js web application framework that provides a robust set of features for web and mobile applications.

Language: Kotlin - Size: 119 KB - Last synced at: about 2 months ago - Pushed at: 9 months ago - Stars: 0 - Forks: 0

Reckziegel/epo

Enhanced Portfolio Optimization (EPO)

Language: R - Size: 4.9 MB - Last synced at: 8 months ago - Pushed at: about 1 year ago - Stars: 7 - Forks: 3

nautel/RCLED

Pytorch Implementation of Robust Convolutional LSTM Encoder–decoder (RCLED)

Language: Python - Size: 1.64 GB - Last synced at: 11 months ago - Pushed at: about 1 year ago - Stars: 2 - Forks: 0

OPTML-Group/AdvUnlearn

Official implementation of "Defensive Unlearning with Adversarial Training for Robust Concept Erasure in Diffusion Models"

Language: Jupyter Notebook - Size: 24.7 MB - Last synced at: 12 months ago - Pushed at: 12 months ago - Stars: 6 - Forks: 0

jiedxu/RobustOptim 📦

Introductory (adjustable) robust optimization by matrix computation with box uncertainty and budget of uncertainty.

Language: Julia - Size: 1.98 MB - Last synced at: 4 months ago - Pushed at: almost 6 years ago - Stars: 10 - Forks: 2

EgoPer/Deterministic-Surrogates-for-Uncertain-Convex-QCQP

Preliminary code for the paper "Learning Deterministic Surrogates for Robust Convex QCQPs".

Language: Jupyter Notebook - Size: 13.7 KB - Last synced at: 12 months ago - Pushed at: 12 months ago - Stars: 0 - Forks: 1

naotoo1/BNSFRNPC

code for the paper Beyond Neural scaling laws for fast proven robust certification of nearest prototype classifiers

Language: Terra - Size: 2.21 MB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 1 - Forks: 2

tubanlee/REDS_Mean

Robust estimations from distribution structures: Mean.

Language: R - Size: 6.71 MB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 22 - Forks: 3

tubanlee/REDS_Central_Moments

Robust estimations from distribution structures: Central moments.

Language: R - Size: 8.23 MB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 10 - Forks: 1

tubanlee/REDS_Invariant_Moments

Robust estimations from distribution structures: Invariant moments.

Language: R - Size: 22.8 MB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 22 - Forks: 2

shahsohil/DCC

This repository contains the source code and data for reproducing results of Deep Continuous Clustering paper

Language: Python - Size: 50.8 KB - Last synced at: about 1 year ago - Pushed at: almost 4 years ago - Stars: 206 - Forks: 53

wvu-navLab/ICE

Software Release for "Incremental Covariance Estimation for Robust Localization"

Language: Shell - Size: 164 MB - Last synced at: about 1 year ago - Pushed at: over 4 years ago - Stars: 53 - Forks: 16

microprediction/embarrassingly

robust optimization

Language: Python - Size: 817 KB - Last synced at: 7 days ago - Pushed at: over 4 years ago - Stars: 8 - Forks: 3

MISTLab/DOOR-SLAM

Distributed, Online, and Outlier Resilient SLAM for Robotic Teams

Language: Dockerfile - Size: 2.2 MB - Last synced at: about 1 year ago - Pushed at: about 2 years ago - Stars: 217 - Forks: 32

perezjoan/Robust-SOM-SuperSOM-Clustering

Language: R - Size: 5.41 MB - Last synced at: about 1 year ago - Pushed at: about 6 years ago - Stars: 2 - Forks: 1

xuwkk/Robust_MTD

This repo contains code and visualisation for "Robust moving target defence against false data injection attacks in power grids"

Language: Python - Size: 426 KB - Last synced at: over 1 year ago - Pushed at: over 2 years ago - Stars: 10 - Forks: 4

philip-jordan/decentralized-byzantine-RL

Experiments code for AAMAS'24 paper on "Decentralized Federated Policy Gradient with Byzantine Fault-Tolerance and Provably Fast Convergence"

Language: Python - Size: 1.95 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 1 - Forks: 0

ShahryarBQ/DRO

Coping with Label Shift via Distributionally Robust Optimisation

Language: Python - Size: 6.84 KB - Last synced at: over 1 year ago - Pushed at: over 2 years ago - Stars: 0 - Forks: 0

murtuswami/Robust-Facility-Location-Solver

This project implements methods for solving Uncapcaitated Facility Location(UFLP) nominally and under spatial demand uncertainty.

Language: Python - Size: 16.9 MB - Last synced at: over 1 year ago - Pushed at: about 3 years ago - Stars: 2 - Forks: 0

EgoPer/Contextual-Robust-Optimisation-with-UQ

Code for the experiments in the paper "Contextual Robust Optimisation with Uncertainty Quantification".

Language: Python - Size: 1.32 MB - Last synced at: over 1 year ago - Pushed at: about 2 years ago - Stars: 1 - Forks: 0

shepardyan/Nested-Column-and-Constraint-Generation-nested-C-CG-for-Two-Stage-Robust-Optimization

Two-Stage Robust Rostering Problem from the nested C&CG paper

Language: MATLAB - Size: 8.79 KB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0

lauinger/cost-of-frequency-regulation-through-electricity-storage

Code and data for the article "Frequency Regulation with Storage: On Losses and Profits" by Dirk Lauinger, François Vuille, and Daniel Kuhn, available at https://arxiv.org/pdf/2306.02987.pdf. This project was funded by the Institut VEDECOM.

Language: Jupyter Notebook - Size: 503 KB - Last synced at: over 1 year ago - Pushed at: almost 2 years ago - Stars: 2 - Forks: 0

Matrixeigs/Optimization-techniques-and-applications-in-energy-systems

Modelling and optimization for microgrids, energy hubs, distribution systems and transmission systems

Language: JetBrains MPS - Size: 37.1 MB - Last synced at: over 1 year ago - Pushed at: over 2 years ago - Stars: 4 - Forks: 0

neel-dey/robustNTF

PyTorch implementation of Robust Non-negative Tensor Factorization appearing in N. Dey, et al., "Robust Non-negative Tensor Factorization, Diffeomorphic Motion Correction and Functional Statistics to Understand Fixation in Fluorescence Microscopy".

Language: Jupyter Notebook - Size: 2.25 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 18 - Forks: 4

datstat-consulting/PyRPO

Python library that implements Robust Portfolio Optimization with ellipsoid uncertainty sets.

Language: Python - Size: 94.7 KB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0

tmlr-group/RGIB Fork of AndrewZhou924/RGIB

[NeurIPS 2023] Combating Bilateral Edge Noise for Robust Link Prediction

Language: Python - Size: 843 KB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 3 - Forks: 0

AndrewZhou924/RGIB

[NeurIPS 2023] Combating Bilateral Edge Noise for Robust Link Prediction

Language: Python - Size: 843 KB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 2 - Forks: 1

Matthieu-Gallet/GPR-robust-inversion

Package of robust GPR inversion using Huber norm and source separation

Language: Python - Size: 114 MB - Last synced at: over 1 year ago - Pushed at: about 2 years ago - Stars: 6 - Forks: 0

hiroyuki-kasai/NMFLibrary

NMFLibrary: Non-negative Matrix Factorization (NMF) Library: Version 2.1

Language: MATLAB - Size: 121 MB - Last synced at: over 1 year ago - Pushed at: about 2 years ago - Stars: 265 - Forks: 95

ell-hol/mpc-DL-controller

Deep Neural Network architecture as a predictive optimal controller for {HVAC+Solar cell + battery} disturbance afflicted system vs classic Model Predictive Control

Language: Python - Size: 4.5 MB - Last synced at: over 1 year ago - Pushed at: about 6 years ago - Stars: 60 - Forks: 35

kiankhaneghahi/Underactuated-Manipulator-Robot-Control-via-H2-Hinf-H2Hinf-and-mu-Synthesis-Approaches

This project was done as the final project of my Robust Control university course.

Language: MATLAB - Size: 1.88 MB - Last synced at: over 1 year ago - Pushed at: over 3 years ago - Stars: 4 - Forks: 1

wvu-navLab/RobustGNSS

Robust GNSS Processing With Factor Graphs

Language: C++ - Size: 76.9 MB - Last synced at: over 1 year ago - Pushed at: over 5 years ago - Stars: 119 - Forks: 43

DeformableFriends/NeuralTracking

Official implementation for the NeurIPS 2020 paper Neural Non-Rigid Tracking.

Language: Python - Size: 139 MB - Last synced at: over 1 year ago - Pushed at: almost 4 years ago - Stars: 173 - Forks: 35

Azizimj/Robust-Simulation-Optimization-Kriging

Robust Simulation Optimization Kriging

Language: MATLAB - Size: 4.88 KB - Last synced at: over 1 year ago - Pushed at: over 5 years ago - Stars: 6 - Forks: 2

jcperdomo/universal_noise

Undergraduate Thesis

Language: Jupyter Notebook - Size: 24.1 MB - Last synced at: almost 2 years ago - Pushed at: over 7 years ago - Stars: 0 - Forks: 0

galitLukin/PredictHeartDisease

Language: Julia - Size: 376 KB - Last synced at: almost 2 years ago - Pushed at: over 5 years ago - Stars: 0 - Forks: 0

galitLukin/OptimalFitnessStudioSchedule

Language: Python - Size: 63.5 KB - Last synced at: almost 2 years ago - Pushed at: over 5 years ago - Stars: 0 - Forks: 0

TurboHeat/microgrids

Code for the lab's published articles on the topic of "Economic Dispatch of a Single Micro-Gas Turbine Under CHP Operation"

Language: MATLAB - Size: 378 KB - Last synced at: about 1 year ago - Pushed at: over 3 years ago - Stars: 4 - Forks: 2

lauinger/Reliable-frequency-regulation-through-vehicle-to-grid

Code and data for the article "Reliable Frequency Regulation through Vehicle-to-Grid: From EU Legislation to Robust Optimization" by Dirk Lauinger, François Vuille, and Daniel Kuhn available at https://arxiv.org/pdf/2005.06042.pdf. This project was funded by the Institut VEDECOM.

Size: 165 MB - Last synced at: over 1 year ago - Pushed at: almost 2 years ago - Stars: 14 - Forks: 4

Hiroshi-Okajima/Robust-control-MATLAB_MEC01

model error compensator (matlab codes of journal article) robust control

Language: MATLAB - Size: 232 KB - Last synced at: almost 2 years ago - Pushed at: over 2 years ago - Stars: 4 - Forks: 1

rrzta/Machine-Learning---Project-Based

Boosting is one of the methods contained in Ensemble Learning. This technique makes it possible to combine several models into one more robust model.

Language: Jupyter Notebook - Size: 354 KB - Last synced at: almost 2 years ago - Pushed at: almost 2 years ago - Stars: 1 - Forks: 0

LongPham7/Distributionally-Robust-Optimization

Experiments with distributionally robust optimization (DRO) for deep neural networks

Language: Python - Size: 72.3 KB - Last synced at: almost 2 years ago - Pushed at: almost 6 years ago - Stars: 21 - Forks: 4

i-a-morozov/rcds

Robust Conjugate Direction Search (noisy objective optimization)

Language: Jupyter Notebook - Size: 3.73 MB - Last synced at: 4 months ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0

lerrel/rllab-adv

Code to train RL agents along with Adversarial distrubance agents

Language: Python - Size: 6.26 MB - Last synced at: almost 2 years ago - Pushed at: about 8 years ago - Stars: 59 - Forks: 12

hlefebvr/AB_AdjustableRobustOptimizationWithObjectiveUncertainty

Implementation for "Adjustable robust optimization with objective uncertainty"

Language: C++ - Size: 1 MB - Last synced at: about 2 years ago - Pushed at: about 2 years ago - Stars: 0 - Forks: 0

KenChiang1997/Robust-and-Stochastic-Portfolio-Optimization

NTHU 2021 Fall, Robust and Stochastic Portfolio Optimization

Language: Jupyter Notebook - Size: 1.49 MB - Last synced at: about 2 years ago - Pushed at: over 2 years ago - Stars: 6 - Forks: 0

tml-epfl/understanding-fast-adv-training

Understanding and Improving Fast Adversarial Training [NeurIPS 2020]

Language: Python - Size: 1.47 MB - Last synced at: about 2 years ago - Pushed at: over 3 years ago - Stars: 88 - Forks: 10

EricJXShi/Portfolio-Optimization

Optimizing equities portfolios using Mean-Variance Optimization, Robust Mean-Variance Optimization, Risk-Parity (ERC), and One-Fund Theorem

Language: MATLAB - Size: 699 KB - Last synced at: about 2 years ago - Pushed at: almost 3 years ago - Stars: 2 - Forks: 1

danini/multi-h

The C++ implementation of Multi-H algorithm, which is a multi-plane fitting technique. If you use this work for Academic purposes, please cite Barath, D. and Matas, J. and Hajder, L., Multi-H: Efficient Recovery of Tangent Planes in Stereo Images. 27th British Machine Vision Conference, 2016

Language: C++ - Size: 77.8 MB - Last synced at: about 2 years ago - Pushed at: about 6 years ago - Stars: 31 - Forks: 5

cherise215/advchain

[Medical Image Analysis] Adversarial Data Augmentation with Chained Transformations (AdvChain)

Language: Jupyter Notebook - Size: 44.4 MB - Last synced at: about 2 years ago - Pushed at: over 2 years ago - Stars: 33 - Forks: 7

omyllymaki/optimization-toolkit

Art of finding minimum. Python implementations from scratch.

Language: Python - Size: 1.28 MB - Last synced at: about 2 years ago - Pushed at: over 3 years ago - Stars: 1 - Forks: 0

TGersing/robust-binary-optimization

This project provides algorithms for solving robust binary optimization problems with budgeted uncertainty in the objective function.

Language: Java - Size: 127 KB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0

ALFA-group/bayesopt-nash-eq

Language: Jupyter Notebook - Size: 5.02 MB - Last synced at: about 2 years ago - Pushed at: almost 7 years ago - Stars: 8 - Forks: 3

SforAiDl/decepticonlp

Python Library for Robustness Monitoring and Adversarial Debugging of NLP models

Language: Python - Size: 104 KB - Last synced at: about 2 years ago - Pushed at: over 2 years ago - Stars: 14 - Forks: 11

anishacharya/Optimization-Mavericks

This repository provides a unified framework to perform Optimization experiments across Stochastic, Mini-Batch, Decentralized and Federated Setting.

Language: Roff - Size: 8.62 MB - Last synced at: about 2 years ago - Pushed at: over 2 years ago - Stars: 0 - Forks: 0

anishacharya/BGMD-AISTATS-2022

Geometric median (GM) is a classical method in statistics for achieving a robust estimation of the uncorrupted data; under gross corruption, it achieves the optimal breakdown point of 0.5. However, its computational complexity makes it infeasible for robustifying stochastic gradient descent (SGD) for high-dimensional optimization problems. In this paper, we show that by applying Gm to only a judiciously chosen block of coordinates at a time and using a memory mechanism, one can retain the breakdown point of 0.5 for smooth non-convex problems, with non-asymptotic convergence rates comparable to the SGD with GM.

Language: Python - Size: 8.92 MB - Last synced at: about 2 years ago - Pushed at: over 2 years ago - Stars: 1 - Forks: 0

robust-optimization 96 optimization 9 robustness 8 robust 8 machine-learning 7 robust-statistics 6 python 6 deep-learning 5 stochastic-optimization 5 optimization-algorithms 4 pytorch 4 robust-estimation 4 adversarial-learning 4 algorithm 4 factor-graph 3 gnss 3 gtsam 3 clustering 3 adversarial-machine-learning 3 state-estimation 3 julia 3 adversarial-training 3 semiparametric 3 unimodal 3 uncertainty-quantification 3 semiparametric-estimation 3 monte-carlo-simulation 3 neural-networks 3 robust-regresssion 2 semiparametric-models 2 moment 2 hoeffding 2 robust-pca 2 median 2 nearest-prototype-classifiers 2 mean-variance-optimization 2 bayesian-optimization 2 semi-supervised-learning 2 distributionally-robust-optimization 2 distribution-shift 2 portfolio 2 linear-programming 2 pyomo 2 mixed-integer-programming 2 benders-decomposition 2 bilevel-optimization 2 federated-learning 2 cplusplus 2 cplex 2 gurobi 2 sgd 2 adversarial-attacks 2 adversarial-examples 2 kriging 2 robust-control 2 online-learning 2 gradient-descent 2 constrained-optimization 2 label-noise 2 graph-noise 2 graph-neural-networks 2 edge-noise 2 nonnegativity-constraints 2 vehicle-to-grid 2 frequency-regulation 2 energy-storage 2 energy-economics 2 robotics 2 moex 2 ppp 2 portfolio-optimization 2 global-optimization 2 distributed-systems 2 optimal-control 2 reinforcement-learning 2 keras-tensorflow 2 byzantine-fault-tolerance 2 game-theory 2 model-error 1 underactuatedrobotics 1 underactuated 1 uarm-2 1 stability-analysis 1 optimization-methods 1 performance-analysis 1 mu-synthesis 1 matlab 1 h-infinity 1 h-2-h-infinity 1 h-2 1 simulated-data 1 model-predictive-control 1 keras 1 data-engineering 1 casadi 1 stochastic-optimizers 1 model 1 error-suppression 1 disturbance-rejection 1 disturbance-observer 1