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Topic: "first-order-methods"

cvxgrp/scs

Splitting Conic Solver

Language: C - Size: 11.3 MB - Last synced at: 9 days ago - Pushed at: 28 days ago - Stars: 569 - Forks: 138

JuliaFirstOrder/ProximalOperators.jl

Proximal operators for nonsmooth optimization in Julia

Language: Julia - Size: 2.13 MB - Last synced at: 14 days ago - Pushed at: over 1 year ago - Stars: 134 - Forks: 26

ZIB-IOL/FrankWolfe.jl

Julia implementation for various Frank-Wolfe and Conditional Gradient variants

Language: Julia - Size: 498 MB - Last synced at: 8 days ago - Pushed at: 8 days ago - Stars: 102 - Forks: 22

PerformanceEstimation/PEPit

PEPit is a package enabling computer-assisted worst-case analyses of first-order optimization methods.

Language: Python - Size: 2.91 MB - Last synced at: 26 days ago - Pushed at: 3 months ago - Stars: 85 - Forks: 13

MIT-Lu-Lab/MPAX

Mathematical Programming in JAX

Language: Python - Size: 871 KB - Last synced at: 14 days ago - Pushed at: about 2 months ago - Stars: 71 - Forks: 3

PerformanceEstimation/Performance-Estimation-Toolbox

Code of the Performance Estimation Toolbox (PESTO) whose aim is to ease the access to the PEP methodology for performing worst-case analyses of first-order methods in convex and nonconvex optimization. The numerical worst-case analyses from PEP can be performed just by writting the algorithms just as you would implement them.

Language: MATLAB - Size: 2.92 MB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 49 - Forks: 6

ZIB-IOL/Boscia.jl

Mixed-Integer Convex Programming: Branch-and-bound with Frank-Wolfe-based convex relaxations

Language: Julia - Size: 265 MB - Last synced at: 5 days ago - Pushed at: 5 days ago - Stars: 27 - Forks: 5

JuliaFirstOrder/SeparableOptimization.jl

A Julia package that solves Linearly Constrained Separable Optimization Problems using ADMM.

Language: Julia - Size: 220 KB - Last synced at: 9 days ago - Pushed at: almost 4 years ago - Stars: 25 - Forks: 4

GepocUS/Spcies

Suite of Predictive Controllers for Industrial Embedded Systems. A Matlab toolbox for automatic code generation of solvers for MPC controllers.

Language: MATLAB - Size: 691 KB - Last synced at: 5 months ago - Pushed at: 5 months ago - Stars: 15 - Forks: 2

shailesh1729/tisp

Topics in Signal Processing

Language: TeX - Size: 12.2 MB - Last synced at: about 1 month ago - Pushed at: over 2 years ago - Stars: 15 - Forks: 2

UW-ACL/pipg-demo

Demonstration of the PIPG algorithm for trajectory optimization

Language: Jupyter Notebook - Size: 13.9 MB - Last synced at: about 1 year ago - Pushed at: almost 3 years ago - Stars: 14 - Forks: 3

milzj/FW4PDE

Frank--Wolfe algorithms for PDE-constrained optimization

Language: Python - Size: 12 MB - Last synced at: 8 days ago - Pushed at: 4 months ago - Stars: 5 - Forks: 1

AdrienTaylor/GreedyMethods

Code to reproduce the results presented in the work "Efficient First-order Methods for Convex Minimization: a Constructive Approach" (in Mathematical Programming series A) by Y. Drori and A. Taylor.

Language: MATLAB - Size: 75.2 KB - Last synced at: about 1 year ago - Pushed at: almost 3 years ago - Stars: 5 - Forks: 1

aig-upf/sltp

The SLTP Generalized Planning Framework: Sample, Learn, Transform & Plan

Language: Python - Size: 8.02 MB - Last synced at: about 2 years ago - Pushed at: over 4 years ago - Stars: 3 - Forks: 0

ShotaTakahashi/bregman-proximal-dc-algorithm

Bregman Proximal type algorithms

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

ninasiam/optim_algos

Optimization Algorithms for educational purposes.

Language: Python - Size: 25.4 KB - Last synced at: over 1 year ago - Pushed at: over 2 years ago - Stars: 1 - Forks: 0

acristofari/as-l1

Solver for minimization problems over the l1-ball

Language: MATLAB - Size: 43.9 KB - Last synced at: over 1 year ago - Pushed at: about 3 years ago - Stars: 1 - Forks: 0

999ashu/Zero-First-Order-Optimization-Methods

Algorithms of zero and first order laboratory work of ITMO CT optimization course.

Language: Jupyter Notebook - Size: 25.1 MB - Last synced at: 19 days ago - Pushed at: 26 days ago - Stars: 0 - Forks: 0

EliaFantini/ZO-AdaMM-vs-FO-AdaMM-convergence-and-minima-shape-comparison Fork of OptML-KEC/optml-mini-project

Implementation and comparison of zero order vs first order method on the AdaMM (aka AMSGrad) optimizer: analysis of convergence rates and minima shape

Language: Jupyter Notebook - Size: 752 MB - Last synced at: almost 2 years ago - Pushed at: over 2 years ago - Stars: 0 - Forks: 0

EliaFantini/FO-PROX-first-order-and-proximal-methods-convergence-comparison

Implementation and brief comparison of different First Order and different Proximal gradient methods, comparison of their convergence rates

Language: Python - Size: 4.35 MB - Last synced at: almost 2 years ago - Pushed at: over 2 years ago - Stars: 0 - Forks: 0

Related Topics
optimization 13 optimization-algorithms 10 convex-optimization 4 python 4 semidefinite-programming 4 julia 4 proximal-algorithms 3 nonsmooth-optimization 2 julia-language 2 admm 2 frank-wolfe 2 zero-order-methods 2 solver 2 performance-estimation-problems 2 worst-case-analyses 2 mathematical-programming 2 constrained-optimization 2 gradient-descent 2 numerical-optimization 2 machine-learning 2 prox 2 proximal-operators 2 mpc 1 cone-programming 1 linear-programming 1 quadratic-programming 1 model-predictive-control 1 embedded-systems 1 control 1 matlab 1 automated-algorithm-generation 1 conditional-gradients 1 hacktoberfest 1 sparse-optimization 1 optimization-methods 1 logistic-regression 1 predictive-controllers 1 nonlinear-programming 1 separable-optimization 1 mixed-integer-programming 1 nonlinear-optimization 1 quadratic 1 differentiable-optimization 1 admm-algorithm 1 convex 1 first-order 1 linearly-constrained 1 linearly-separable 1 piecewise-quadratic 1 piecewise 1 cosine-similarity 1 convergence-rate 1 convergence-analysis 1 cnn-filters 1 amsgrad 1 variance-reduction 1 subgradient 1 stochastic-gradient-descent 1 sklearn 1 proximal-gradient-method 1 proximal-gradient-descent 1 numpy 1 matplotlib 1 ista 1 fista 1 data-science 1 adagrad 1 accelerated-gradient 1 sparse-representations 1 lasso 1 l1-norm 1 l1-ball 1 active-set-methods 1 planning 1 logic 1 generalized-planning 1 least-squares 1 algorithms 1 trajectory-optimization 1 mpc-control 1 zo-sgd 1 zero-order-adammm 1 t-sne 1 pytorch 1 optimizers 1 minima-analysis 1 first-order-adamm 1 deep-learning 1