Topic: "numerical-optimization"
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: 5,797 - Forks: 1,108
google/tf-quant-finance
High-performance TensorFlow library for quantitative finance.
Language: Python - Size: 16.9 MB - Last synced at: about 1 month ago - Pushed at: 3 months ago - Stars: 4,880 - Forks: 622
ceres-solver/ceres-solver
A large scale non-linear optimization library
Language: C++ - Size: 31.3 MB - Last synced at: 19 days ago - Pushed at: 19 days ago - Stars: 4,129 - Forks: 1,075
PythonOT/POT
POT : Python Optimal Transport
Language: Python - Size: 43.8 MB - Last synced at: 5 days ago - Pushed at: 26 days ago - Stars: 2,565 - Forks: 526
osqp/osqp
The Operator Splitting QP Solver
Language: C - Size: 57.5 MB - Last synced at: 26 days ago - Pushed at: 26 days ago - Stars: 1,864 - Forks: 379
argmin-rs/argmin
Numerical optimization in pure Rust
Language: Rust - Size: 46.9 MB - Last synced at: 7 days ago - Pushed at: 2 months ago - Stars: 1,132 - Forks: 92
mpmath/mpmath
Python library for arbitrary-precision floating-point arithmetic
Language: Python - Size: 18 MB - Last synced at: 1 day ago - Pushed at: 9 days ago - Stars: 1,028 - Forks: 189
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: about 1 month ago - Pushed at: almost 5 years ago - Stars: 721 - Forks: 267
qpsolvers/qpsolvers
Quadratic programming solvers in Python with a unified API
Language: Python - Size: 5.47 MB - Last synced at: 8 days ago - Pushed at: 25 days ago - Stars: 671 - Forks: 95
cvxgrp/scs
Splitting Conic Solver
Language: C - Size: 11.3 MB - Last synced at: 7 days ago - Pushed at: 7 days ago - Stars: 572 - Forks: 138
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.
Language: C++ - Size: 163 MB - Last synced at: about 1 year ago - Pushed at: over 1 year ago - Stars: 532 - Forks: 72
cpfiffer/julia-bootcamp-2022
Language: Jupyter Notebook - Size: 5.93 MB - Last synced at: 2 days ago - Pushed at: almost 2 years ago - Stars: 480 - Forks: 81
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: about 1 month ago - Pushed at: about 5 years ago - Stars: 392 - Forks: 65
benfred/fmin
Unconstrained function minimization in Javascript
Language: JavaScript - Size: 1.35 MB - Last synced at: about 3 hours ago - Pushed at: 8 months ago - Stars: 363 - Forks: 66
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: about 16 hours ago - Pushed at: 16 days ago - Stars: 356 - Forks: 45
Beliavsky/Fortran-code-on-GitHub
Directory of Fortran codes on GitHub, arranged by topic
Size: 5.97 MB - Last synced at: 8 days ago - Pushed at: 8 days ago - Stars: 352 - Forks: 64
ShiqinHuo/Numerical-Optimization-Books
Collected study materials in Numerical Optimization ANU@MATH3514(HPC)
Size: 113 MB - Last synced at: 20 days ago - Pushed at: about 6 years ago - Stars: 348 - Forks: 104
cvanaret/Uno
A next-gen SQP & barrier solver for nonlinearly constrained optimization
Language: C++ - Size: 45.7 MB - Last synced at: 4 days ago - Pushed at: 4 days ago - Stars: 338 - Forks: 27
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: 12 days ago - Pushed at: 12 days ago - Stars: 291 - Forks: 45
jump-dev/NLopt.jl
A Julia interface to the NLopt nonlinear-optimization library
Language: Julia - Size: 257 KB - Last synced at: 3 days ago - Pushed at: 24 days ago - Stars: 269 - Forks: 47
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: 958 MB - Last synced at: 1 day ago - Pushed at: 1 day ago - Stars: 250 - Forks: 39
pints-team/pints
Probabilistic Inference on Noisy Time Series
Language: Python - Size: 192 MB - Last synced at: 4 days ago - Pushed at: 5 months ago - Stars: 238 - Forks: 34
mayataka/robotoc
Efficient optimal control solvers for robotic systems.
Language: C++ - Size: 361 MB - Last synced at: over 1 year ago - Pushed at: over 2 years ago - Stars: 216 - Forks: 34
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: 10.6 MB - Last synced at: 6 days ago - Pushed at: 7 days ago - Stars: 205 - Forks: 22
EmbersArc/Epigraph
A C++ interface to formulate and solve linear, quadratic and second order cone problems.
Language: C++ - Size: 2.78 MB - Last synced at: 3 months ago - Pushed at: almost 4 years ago - Stars: 155 - Forks: 16
ralna/GALAHAD
A library of modern Fortran modules for nonlinear optimization
Language: Fortran - Size: 197 MB - Last synced at: 2 days ago - Pushed at: 3 days ago - Stars: 149 - Forks: 15
amkatrutsa/optimization_course
A course on Optimization Methods
Language: Jupyter Notebook - Size: 104 MB - Last synced at: over 1 year ago - Pushed at: almost 3 years ago - Stars: 141 - Forks: 47
qpSWIFT/qpSWIFT
qpSWIFT is a light-weight sparse quadratic programming solver
Language: C - Size: 8.34 MB - Last synced at: 3 months ago - Pushed at: over 2 years ago - Stars: 139 - Forks: 25
JuliaFirstOrder/ProximalOperators.jl
Proximal operators for nonsmooth optimization in Julia
Language: Julia - Size: 2.13 MB - Last synced at: 6 days ago - Pushed at: over 1 year ago - Stars: 134 - Forks: 26
JuliaFirstOrder/ProximalAlgorithms.jl
Proximal algorithms for nonsmooth optimization in Julia
Language: Julia - Size: 6.04 MB - Last synced at: 1 day ago - Pushed at: about 1 month ago - Stars: 133 - Forks: 22
osqp/osqp-python
Python interface for OSQP
Language: Python - Size: 27.7 MB - Last synced at: about 17 hours ago - Pushed at: 12 days ago - Stars: 118 - Forks: 41
AFei19911012/MatlabSamples
:monocle_face: Matlab Samples :alien: keep updating
Size: 71 MB - Last synced at: about 1 month ago - Pushed at: 4 months ago - Stars: 113 - Forks: 33
ralna/CUTEst
The Constrained and Unconstrained Testing Environment with safe threads (CUTEst) for optimization software
Language: Fortran - Size: 3.9 MB - Last synced at: 14 days ago - Pushed at: 29 days ago - Stars: 111 - Forks: 19
pdfo/pdfo
Powell's Derivative-Free Optimization solvers.
Language: Fortran - Size: 4.05 MB - Last synced at: about 16 hours ago - Pushed at: about 2 months ago - Stars: 103 - Forks: 25
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.
Language: C# - Size: 2.28 MB - Last synced at: 3 months ago - Pushed at: over 2 years ago - Stars: 103 - Forks: 30
jacobwilliams/slsqp
Modern Fortran Edition of the SLSQP Optimizer
Language: Fortran - Size: 2.06 MB - Last synced at: about 1 month ago - Pushed at: 3 months ago - Stars: 99 - Forks: 20
osqp/qdldl
A free LDL factorisation routine
Language: C - Size: 192 KB - Last synced at: about 17 hours ago - Pushed at: 3 months ago - Stars: 95 - Forks: 41
julien-michot/tinyopt
A Super Fast Optimization Library
Language: C++ - Size: 896 KB - Last synced at: 14 days ago - Pushed at: 14 days ago - Stars: 86 - Forks: 2
penn-graphics-research/HOT
Hierarchical Optimization Time Integration (HOT) for efficient implicit timestepping of the material point method (MPM)
Language: C++ - Size: 202 MB - Last synced at: almost 2 years ago - Pushed at: about 5 years ago - Stars: 86 - Forks: 10
parmoo/parmoo
Python library for parallel multiobjective simulation optimization
Language: Python - Size: 7.46 MB - Last synced at: 2 days ago - Pushed at: 10 months ago - Stars: 82 - Forks: 12
numericalalgorithmsgroup/pybobyqa
Python-based Derivative-Free Optimization with Bound Constraints
Language: Python - Size: 8.96 MB - Last synced at: 10 months ago - Pushed at: 10 months ago - Stars: 78 - Forks: 18
darnstrom/daqp
A dual active-set algorithm for convex quadratic programming
Language: C - Size: 423 KB - Last synced at: 26 days ago - Pushed at: 26 days ago - Stars: 76 - Forks: 15
tkoolen/Parametron.jl
Efficiently solving instances of a parameterized family of (possibly mixed-integer) linear/quadratic optimization problems in Julia
Language: Julia - Size: 339 KB - Last synced at: about 1 month ago - Pushed at: over 4 years ago - Stars: 73 - Forks: 7
osqp/OSQP.jl
Julia interface for OSQP: The Operator Splitting QP Solver
Language: Julia - Size: 445 KB - Last synced at: 10 days ago - Pushed at: 4 months ago - Stars: 72 - Forks: 25
roboptim/roboptim-core
RobOptim Core Layer: interface and basic mathematical tools
Language: C++ - Size: 65.8 MB - Last synced at: 3 months ago - Pushed at: 3 months ago - Stars: 66 - Forks: 36
amkatrutsa/optimization-fivt
Lectures on optimization methods
Language: Jupyter Notebook - Size: 29.4 MB - Last synced at: over 2 years ago - Pushed at: over 2 years ago - Stars: 65 - Forks: 23
srom/cma-es
Covariance Matrix Adaptation Evolution Strategy (CMA-ES)
Language: Jupyter Notebook - Size: 2.48 MB - Last synced at: 17 days ago - Pushed at: over 3 years ago - Stars: 65 - Forks: 15
amkatrutsa/liboptpy
Implementation of various optimization methods
Language: Python - Size: 3.73 MB - Last synced at: over 2 years ago - Pushed at: over 3 years ago - Stars: 60 - Forks: 17
pbenner/autodiff
Autodiff is a numerical library for the Go programming language that supports automatic differentiation. It implements routines for linear algebra (vector/matrix operations), numerical optimization and statistics
Language: Go - Size: 7.86 MB - Last synced at: 3 months ago - Pushed at: over 3 years ago - Stars: 55 - Forks: 4
osqp/osqp-matlab
Matlab interface for OSQP
Language: MATLAB - Size: 422 KB - Last synced at: 10 days ago - Pushed at: 24 days ago - Stars: 50 - Forks: 25
Hulalazz/A-_Guide_-to_Data_Sciecne_from_mathematics
It is a blueprint to data science from the mathematics to algorithms. It is not completed.
Language: HTML - Size: 27.9 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 47 - Forks: 18
Beliavsky/Burkardt-Fortran-90
Classification of John Burkardt's many Fortran 90 codes
Size: 29.9 MB - Last synced at: 3 months ago - Pushed at: 4 months ago - Stars: 46 - Forks: 10
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
bodono/scs-python
Python interface for SCS
Language: Jupyter Notebook - Size: 1010 KB - Last synced at: 7 days ago - Pushed at: 7 days ago - Stars: 43 - Forks: 36
numericalalgorithmsgroup/dfols
Python-based Derivative-Free Optimizer for Least-Squares
Language: Python - Size: 11.8 MB - Last synced at: about 1 month ago - Pushed at: 5 months ago - Stars: 42 - Forks: 16
sun-umn/PyGRANSO
PyGRANSO: A PyTorch-enabled port of GRANSO with auto-differentiation
Language: Python - Size: 10.8 MB - Last synced at: 14 days ago - Pushed at: 3 months ago - Stars: 41 - Forks: 5
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: 24 days ago - Pushed at: about 5 years ago - Stars: 40 - Forks: 15
serdarozkan/TikTak
TikTak: A multistart global optimization algorithm
Language: Fortran - Size: 355 KB - Last synced at: 3 months ago - Pushed at: almost 2 years ago - Stars: 37 - Forks: 9
jacobwilliams/pikaia
Modern Fortran Edition of the Pikaia Genetic Algorithm
Language: Fortran - Size: 3.16 MB - Last synced at: about 1 month ago - Pushed at: 3 months ago - Stars: 36 - Forks: 14
jacobwilliams/PowellOpt
Optimization algorithms by M.J.D. Powell
Language: Fortran - Size: 1.12 MB - Last synced at: 1 day ago - Pushed at: 3 months ago - Stars: 35 - Forks: 8
EmbersArc/EiCOS
A C++ Second Order Cone Solver based on Eigen
Language: C++ - Size: 1.74 MB - Last synced at: 26 days ago - Pushed at: almost 4 years ago - Stars: 32 - Forks: 4
funnydman/BFGS-NelderMead-TrustRegion
Python implementation of some numerical (optimization) methods
Language: Python - Size: 16.6 KB - Last synced at: 3 months ago - Pushed at: over 4 years ago - Stars: 30 - Forks: 3
grimme-lab/nlopt-f
Fortran bindings for the NLopt library
Language: Fortran - Size: 39.1 KB - Last synced at: about 1 month ago - Pushed at: almost 3 years ago - Stars: 29 - Forks: 7
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: 10.4 MB - Last synced at: 7 days ago - Pushed at: 7 days ago - Stars: 28 - Forks: 18
kul-optec/ForBES
Generic and efficient MATLAB solver for nonsmooth optimization problems
Language: MATLAB - Size: 23.4 MB - Last synced at: 2 months ago - Pushed at: 5 months ago - Stars: 27 - Forks: 11
lindonroberts/trust-region
Python trust-region subproblem solvers for nonlinear optimization
Language: Python - Size: 83 KB - Last synced at: 6 days ago - Pushed at: 11 months ago - Stars: 27 - Forks: 3
amkatrutsa/seminars-fivt
Seminars on optimization methods
Language: Jupyter Notebook - Size: 3.71 MB - Last synced at: over 2 years ago - Pushed at: over 3 years ago - Stars: 27 - Forks: 5
kul-optec/superscs Fork of cvxgrp/scs
Fast conic optimization in C
Language: C - Size: 51.1 MB - Last synced at: almost 2 years ago - Pushed at: almost 4 years ago - Stars: 27 - Forks: 10
e-sensing/torchopt
R implementation of advanced optimizers for torch
Language: R - Size: 4.38 MB - Last synced at: 22 days ago - Pushed at: about 2 years ago - Stars: 26 - Forks: 5
stephane-caron/lpsolvers
Linear programming solvers in Python with a unified API
Language: Python - Size: 8.53 MB - Last synced at: 8 days ago - Pushed at: 3 months ago - Stars: 24 - Forks: 4
Beliavsky/Burkardt-Fortran-90-codes
John Burkardt's Fortran 90 codes and documentation
Language: Fortran - Size: 35.3 MB - Last synced at: 3 months ago - Pushed at: 4 months ago - Stars: 24 - Forks: 1
numericalalgorithmsgroup/dfogn
DFO-GN: Derivative-Free Optimization using Gauss-Newton
Language: Python - Size: 3.08 MB - Last synced at: 28 days ago - Pushed at: almost 2 years ago - Stars: 24 - Forks: 7
WolframResearch/GurobiLink
Wolfram Language interface to the Gurobi numerical optimization library
Language: C++ - Size: 18.5 MB - Last synced at: 2 days ago - Pushed at: almost 4 years ago - Stars: 24 - Forks: 4
rnowotniak/qopt
Quantum-inspired evolutionary algorithms for Optimization problems
Language: C++ - Size: 9.17 MB - Last synced at: about 2 years ago - Pushed at: over 3 years ago - Stars: 23 - Forks: 10
PrincetonUniversity/FOCUS
Flexible Optimized Coils Using Space curves
Language: Fortran - Size: 41.8 MB - Last synced at: 22 days ago - Pushed at: 2 months ago - Stars: 19 - Forks: 2
zanellia/feasible_sqp
A solver for nonlinear programming based on a sequential quadratic programming strategy with feasible intermediate iterates.
Language: NMODL - Size: 35.8 MB - Last synced at: 3 months ago - Pushed at: 4 months ago - Stars: 19 - Forks: 2
wissem01chiha/dynamapp
differentiable package for state representation and identification of multibody dynamics
Language: Python - Size: 265 MB - Last synced at: 20 days ago - Pushed at: 20 days ago - Stars: 18 - Forks: 1
adowling2/DegeneracyHunter.jl
Optimization model diagnostic tools for Julia/JuMP
Language: Julia - Size: 64.5 KB - Last synced at: 3 months ago - Pushed at: over 6 years ago - Stars: 18 - Forks: 5
purnanandelango/trajopt-util
Utilities for Numerical Trajectory Optimization
Language: MATLAB - Size: 110 MB - Last synced at: 3 months ago - Pushed at: 11 months ago - Stars: 17 - Forks: 1
ajul/caliber
Camera calibration using rigidity constraints
Language: Matlab - Size: 0 Bytes - Last synced at: almost 2 years ago - Pushed at: over 9 years ago - Stars: 17 - Forks: 8
Matthew-Lyu/Nonlinear-Numerical-Optimization-Methods
非线性数值优化方法的Matlab代码仓库Matlab code repository for nonlinear numerical optimization methods
Language: MATLAB - Size: 1.51 MB - Last synced at: 3 months ago - Pushed at: 12 months ago - Stars: 16 - Forks: 0
osqp/qdldl-python
Python interface to the QDLDL (https://github.com/osqp/qdldl) free LDL factorization routine for quasi-definite linear systems
Language: C - Size: 314 KB - Last synced at: 10 days ago - Pushed at: 12 days ago - Stars: 14 - Forks: 21
permon/permon
PERMON main package for quadratic programming (PermonQP)
Language: C - Size: 1.38 MB - Last synced at: 18 days ago - Pushed at: 18 days ago - Stars: 14 - Forks: 7
khuyentran1401/Numerical-Optimization-Machine-learning
Codes for popular numerical optimization methods and machine learning algorithms
Language: Jupyter Notebook - Size: 45.9 KB - Last synced at: 3 months ago - Pushed at: almost 5 years ago - Stars: 13 - Forks: 5
kosticlab/aether
Intelligent and cost-effective bidding on cloud computing instances for bioinformatics pipelines.
Language: Python - Size: 23.6 MB - Last synced at: over 1 year ago - Pushed at: over 7 years ago - Stars: 13 - Forks: 2
saguileran/birdsongs
Python packing of the physical model motor gestures to characterize and create birdsongs
Language: Jupyter Notebook - Size: 891 MB - Last synced at: 3 months ago - Pushed at: 5 months ago - Stars: 12 - Forks: 6
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
mrtkp9993/NumericalAlgorithms.jl
[DEPRECATED] Statistics & Numerical algorithms implemented in Julia.
Language: Julia - Size: 438 KB - Last synced at: about 2 months ago - Pushed at: over 2 years ago - Stars: 12 - Forks: 2
szymonmaszke/numpp
Research library for compile time optimization
Language: C++ - Size: 940 KB - Last synced at: 8 days ago - Pushed at: over 6 years ago - Stars: 12 - Forks: 1
aldma/qpdo
The Quadratic Primal-Dual Optimizer
Language: C - Size: 1.34 MB - Last synced at: 1 day ago - Pushed at: about 1 year ago - Stars: 11 - Forks: 1
kingaa/subplex
Subplex Optimization Algorithm
Language: Fortran - Size: 266 KB - Last synced at: 10 days ago - Pushed at: 2 months ago - Stars: 10 - Forks: 3
jlmelville/mize
R Package for Unconstrained Numerical Optimization
Language: R - Size: 3.13 MB - Last synced at: 24 days ago - Pushed at: 5 months ago - Stars: 10 - Forks: 2
dmeoli/optiml
Optimizers for/and sklearn compatible Machine Learning models
Language: Python - Size: 483 MB - Last synced at: 4 days ago - Pushed at: over 2 years ago - Stars: 10 - 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
amkatrutsa/advanced-opt
Presentations of the advanced topics in optimization
Language: Jupyter Notebook - Size: 8.37 MB - Last synced at: over 2 years ago - Pushed at: over 5 years ago - Stars: 10 - Forks: 4
liuxiaodong008008/numopt3
Numerical optimization library in C++.
Language: C++ - Size: 13.7 KB - Last synced at: 2 months ago - Pushed at: over 6 years ago - Stars: 10 - Forks: 0
optiprofiler/optiprofiler
Benchmarking optimization solvers.
Language: MATLAB - Size: 43.7 MB - Last synced at: 13 days ago - Pushed at: 13 days ago - Stars: 9 - Forks: 3
saeedahmadicp/numerical_optimization_of_ai
Numerical techniques for optimization of artificial Intelligence
Language: Python - Size: 3.87 MB - Last synced at: 3 days ago - Pushed at: 4 months ago - Stars: 9 - Forks: 4
numericalalgorithmsgroup/dfbgn
Python solver for large-scale nonlinear least-squares minimization without derivatives
Language: Python - Size: 6.43 MB - Last synced at: 4 days ago - Pushed at: over 3 years ago - Stars: 9 - Forks: 2
jacobwilliams/lbfgsb
Modern Fortran Refactoring of L-BFGS-B Nonlinear Optimization Code
Language: Fortran - Size: 1.33 MB - Last synced at: 28 days ago - Pushed at: 3 months ago - Stars: 8 - Forks: 1