Projects in Awesome Lists tagged with convex-optimization

https://github.com/cvxpy/cvxpy

A Python-embedded modeling language for convex optimization problems.

convex-optimization cvxpy mathematical-optimization modeling-language numerical-optimization optimization optimization-modeling python

Last synced: 28 Oct 2024

https://github.com/dcajasn/riskfolio-lib

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

asset-allocation convex-optimization cvar-optimization cvxpy drawdown-model duration-matching efficient-frontier finance investment investment-analysis portfolio-management portfolio-optimization principal-components-regression quantitative-finance risk-contribution risk-factors risk-parity sharpe-ratio stepwise-regression trading

Last synced: 17 Dec 2024

https://github.com/dcajasn/Riskfolio-Lib

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

asset-allocation convex-optimization cvar-optimization cvxpy drawdown-model duration-matching efficient-frontier finance investment investment-analysis portfolio-management portfolio-optimization principal-components-regression quantitative-finance risk-contribution risk-factors risk-parity sharpe-ratio stepwise-regression trading

Last synced: 28 Oct 2024

https://github.com/osqp/osqp

The Operator Splitting QP Solver

control convex-optimization lasso machine-learning model-predictive-control numerical-optimization optimization portfolio-optimization quadratic-programming solver svm

Last synced: 18 Dec 2024

https://github.com/skfolio/skfolio

Python library for portfolio optimization built on top of scikit-learn

asset-allocation asset-management convex-optimization cvar-optimization cvxpy efficient-frontier hierarchical-clustering machine-learning portfolio portfolio-optimization quantitative-finance quantitative-investment risk-parity scikit-learn trading-strategies

Last synced: 18 Dec 2024

https://github.com/cvxgrp/cvxportfolio

Portfolio optimization and back-testing.

convex-optimization finance optimization optimization-algorithms optimization-methods optimizer portfolio-optimization python time-series

Last synced: 02 Nov 2024

https://github.com/jankrepl/deepdow

Portfolio optimization with deep learning.

allocation convex-optimization deep-learning finance machine-learning markowitz portfolio-optimization pytorch stock-price-prediction timeseries trading wealth-management

Last synced: 28 Oct 2024

https://github.com/sciml/optimization.jl

Mathematical Optimization in Julia. Local, global, gradient-based and derivative-free. Linear, Quadratic, Convex, Mixed-Integer, and Nonlinear Optimization in one simple, fast, and differentiable interface.

algorithmic-differentiation automatic-differentiation convex-optimization derivative-free-optimization global-optimization hacktoberfest julia local-optimization mixed-integer-programming nonlinear-optimization optimization scientific-machine-learning sciml

Last synced: 19 Dec 2024

https://github.com/SciML/Optimization.jl

Mathematical Optimization in Julia. Local, global, gradient-based and derivative-free. Linear, Quadratic, Convex, Mixed-Integer, and Nonlinear Optimization in one simple, fast, and differentiable interface.

algorithmic-differentiation automatic-differentiation convex-optimization derivative-free-optimization global-optimization hacktoberfest julia local-optimization mixed-integer-programming nonlinear-optimization optimization scientific-machine-learning sciml

Last synced: 13 Nov 2024

https://github.com/jump-dev/convex.jl

A Julia package for disciplined convex programming

convex-optimization julia solver

Last synced: 19 Dec 2024

https://github.com/kjunelee/MetaOptNet

Meta-Learning with Differentiable Convex Optimization (CVPR 2019 Oral)

convex-optimization cvpr2019 few-shot few-shot-learning few-shot-recognition image-classification meta-learning metalearning

Last synced: 26 Oct 2024

https://github.com/oxfordcontrol/cosmo.jl

COSMO: Accelerated ADMM-based solver for convex conic optimisation problems (LP, QP, SOCP, SDP, ExpCP, PowCP). Automatic chordal decomposition of sparse semidefinite programs.

conic-programs convex-optimization julia-language optimization sdp semidefinite-programming solver

Last synced: 22 Dec 2024

https://github.com/locuslab/icnn

Input Convex Neural Networks

convex-optimization deep-learning reinforcement-learning research-paper

Last synced: 17 Nov 2024

https://github.com/vita-group/open-l2o

Open-L2O: A Comprehensive and Reproducible Benchmark for Learning to Optimize Algorithms

convex-optimization lasso learning-to-learn learning-to-optimize meta-learning neural-networks nonconvex-optimization

Last synced: 19 Dec 2024

https://github.com/oxfordcontrol/clarabel.rs

Clarabel.rs: Interior-point solver for convex conic optimisation problems in Rust.

conic-optimization conic-programs convex-optimization interior-point-method linear-programming optimization optimization-algorithms quadratic-programming rust-lang semidefinite-programming

Last synced: 20 Dec 2024

https://github.com/tirthajyoti/optimization-python

General optimization (LP, MIP, QP, continuous and discrete optimization etc.) using Python

convex-optimization integer-programming linear-programming mixed-integer-programming optimization quadratic-programming scipy

Last synced: 17 Dec 2024

https://github.com/oxfordcontrol/clarabel.jl

Clarabel.jl: Interior-point solver for convex conic optimisation problems in Julia.

conic-optimization conic-programs convex-optimization interior-point-method julia-language linear-programming optimization optimization-algorithms quadratic-programming semidefinite-programming

Last synced: 20 Dec 2024

https://github.com/thieu1995/opfunu

A collection of Benchmark functions for numerical optimization problems

benchmark-functions cec-2005 cec-2008 cec-2010 cec-2013 cec-2014 cec-2015 cec-2017 cec-2019 cec-2020 cec-2021 cec-2022 convex-optimization global-optimization multimodal-functions non-convex-optimization soft-computing unconstrained-optimization unimodal-functions

Last synced: 15 Dec 2024

https://github.com/MIT-SPARK/CertifiablyRobustPerception

Certifiable Outlier-Robust Geometric Perception

autonomous-driving computer-vision convex-optimization mixed-integer-programming outliers-detection point-cloud-registration robotics robust-estimation semidefinite-programming

Last synced: 27 Oct 2024

https://github.com/carnotresearch/cr-sparse

Functional models and algorithms for sparse signal processing

basis-pursuit compressive-sensing convex-optimization functional-programming jax l1-regularization lasso linear-operators sparse-bayesian-learning sparse-linear-systems sparse-representations wavelets

Last synced: 18 Dec 2024

https://github.com/lanl/scico

Scientific Computational Imaging COde

admm computational-imaging convex-optimization fista inverse-problems jax optimization plug-and-play-priors proximal-algorithms proximal-operators total-variation

Last synced: 17 Dec 2024

https://github.com/sergioragostinho/cvxpnpl

A Perspective-n-Points-and-Lines method.

2d-3d 2d-3d-correspondences 3d 6d 6dof 6dof-pose absolute-pose computer-vision convex convex-optimization lines points pose pose-estimation python python-3 python3 registration

Last synced: 12 Oct 2024

https://github.com/juliafirstorder/structuredoptimization.jl

Structured optimization in Julia

convex-optimization large-scale non-convex non-smooth optimization-algorithms

Last synced: 10 Nov 2024

https://github.com/chaitjo/markowitz-portfolio-optimization

Markowitz portfolio optimization on synthetic and real stocks

convex-optimization cvxpy financial-engineering markowitz portfolio-optimization python stock-market

Last synced: 02 Nov 2024

https://github.com/platers/songpong

Synchronizing pong to music

constrained-optimization convex-optimization cvxpy music-visualizer pong

Last synced: 19 Dec 2024

https://github.com/bodono/scs-python

Python interface for SCS

convex-optimization numerical-optimization

Last synced: 15 Dec 2024

https://github.com/verified-optimization/CvxLean

Convex optimization modeling in Lean 4

convex-optimization formal-verification interactive-theorem-proving lean4

Last synced: 29 Nov 2024

https://github.com/mstone/depict

depict – share mental models better

complex-systems constraint-layout convex-optimization diagrams drawing free gui mental-models notes notetaking rust wasm

Last synced: 15 Nov 2024

https://github.com/mir-aidj/transition-analysis

Code for "Reverse-Engineering The Transition Regions of Real-World DJ Mixes using Sub-band Analysis with Convex Optimization" NIME 2021

convex-optimization dj dj-mix

Last synced: 08 Nov 2024

https://github.com/avoroshilov/physics_playground

Improved version of real-time physics engine that couples FEM-based deformables and rigid body dynamics

collision-detection conjugate-gradient convex-hull-algorithms convex-optimization fem joints minkowski-sum mlcp-solver pgs real-time rigid-bodies soft-bodies solver

Last synced: 14 Nov 2024

https://github.com/wolframresearch/gurobilink

Wolfram Language interface to the Gurobi numerical optimization library

convex convex-optimization gurobi gurobi-library gurobi-optimization gurobi-solver mathematica minimization numerical-methods numerical-modelling numerical-optimization optimization optimization-algorithms optimization-library wolfram-language

Last synced: 08 Dec 2024

https://github.com/matbesancon/mathoptsetdistances.jl

Distances to sets for MathOptInterface

convex-optimization julia jump mathematical-optimization optimization

Last synced: 28 Oct 2024

https://github.com/juliafirstorder/separableoptimization.jl

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

admm admm-algorithm constrained-optimization convex convex-optimization first-order first-order-methods julia julia-language linearly-constrained linearly-separable nonsmooth-optimization optimization piecewise piecewise-quadratic prox proximal-algorithms proximal-operators quadratic separable-optimization

Last synced: 14 Oct 2024

https://github.com/lanl-ansi/graphicalmodellearning.jl

Algorithms for Learning Graphical Models

algorithm convex-optimization graphical-models learning sampling

Last synced: 11 Nov 2024

https://github.com/dmalyuta/lcvx

Lossless convexification new results (mixed-integer problems)

control-systems convex-optimization gnc mixed-integer-programming optimal-control optimization spacecraft

Last synced: 15 Nov 2024

https://github.com/atsushisakai/pyoptsamples

Optimization sample codes on Python

convex-optimization optimization python

Last synced: 16 Oct 2024

https://github.com/mfalt/firstordersolvers.jl

Large scale convex optimization solvers in julia

convex-optimization julia optimization-algorithms solver

Last synced: 12 Oct 2024

https://github.com/erikerlandson/gibbous

Convex optimization for java and scala, built on Apache Commons Math

commons-math constraint-programming convex-optimization convex-programming java linear-programming optimization optimization-algorithms quadratic-programming scala

Last synced: 09 Nov 2024

https://github.com/zentrik/tvc

GNC to land a model rocket using TVC and a solid motor.

control-systems convex-optimization ekf lqr rocket-landing simulation tvc

Last synced: 20 Oct 2024

https://github.com/rafabench/ac-opf

Final project of Convex Optimization II to solve AC Optimal Power Flow with convex relaxations

convex-optimization julia optimal-power-flow optimization

Last synced: 07 Nov 2024

https://github.com/willyfh/uav-trajectory-planning

The first unofficial implementation of a paper with the title of "UAV Trajectory Planning for Data Collection from Time-Constrained IoT Devices" (IEEE Transactions on Wireless Communications 2019)

convex-optimization optimization path-planning resource-allocation trajectory-planning uav

Last synced: 03 Nov 2024

https://github.com/juliafirstorder/piecewisequadratics.jl

A Julia package for manipulation of univariate piecewise quadratic functions.

convex convex-hull convex-optimization julia julia-language optimization piecewise piecewise-quadratic prox proximal-operators quadratic

Last synced: 14 Oct 2024

https://github.com/davidstutz/ipiano

Implementation of the iPiano algorithm for non-convex and non-smooth optimization as described in [1].

convex-optimization image-denoising image-segmentation ipiano

Last synced: 10 Nov 2024

https://github.com/rfsantacruz/cvx-nb

IPython Notebooks of Convex Optimization Problems

convex-optimization cvxpy ipython-notebook optimization python

Last synced: 11 Oct 2024

https://github.com/kul-optec/CIAOAlgorithms.jl

Coordinate and Incremental Aggregated Optimization Algorithms

convex-optimization julia machine-learning nonconvex-optimization proximal-algorithms stochastic-optimization

Last synced: 13 Nov 2024

https://github.com/kul-optec/ciaoalgorithms.jl

Coordinate and Incremental Aggregated Optimization Algorithms

convex-optimization julia machine-learning nonconvex-optimization proximal-algorithms stochastic-optimization

Last synced: 08 Nov 2024

https://github.com/dmalyuta/explicit_hybrid_mpc

Approximate Multiparametric Mixed-integer Convex Programming

control-systems convex-optimization high-performance-computing mixed-integer-programming mpi optimization parallel-computing

Last synced: 15 Nov 2024

https://github.com/shailesh1729/tisp

Topics in Signal Processing

convex-optimization first-order-methods proximal-algorithms sparse-representations

Last synced: 27 Nov 2024

https://github.com/jamesyang007/adelie

A fast and flexible Python package for solving group elastic net problems.

convex-optimization coordinate-descent cpp17 elastic group lasso net python310 python311 python312 python39

Last synced: 07 Nov 2024

https://github.com/lanl-ansi/katana.jl

A Cutting-Plane Based Solver for Convex NLPs

convex-optimization julia-language linear-programming nonlinear-optimization optimization

Last synced: 11 Nov 2024

https://github.com/hsprcode/linear-matrix-inequalities

Syntax for using YALMIP toolbox for control system design.

convex-optimization linear-matrix-inequalities optimal-control yalmip

Last synced: 18 Dec 2024

https://github.com/aldma/qpdo

The Quadratic Primal-Dual Optimizer

convex-optimization numerical-optimization optimization quadratic-programming

Last synced: 08 Nov 2024

https://github.com/pylat/adaptive-proximal-algorithms

A Julia package for adaptive proximal gradient and primal-dual algorithms

adaptive-learning-rate convex-optimization linesearch-free-methods machine-learning optimization primal-dual-algorithms proximal-gradient-method

Last synced: 08 Nov 2024

https://github.com/girafe-ai/msai-optimization

Optimization course for MSAI at MIPT

convex-optimization gradient-descent lectures newton-method optimization optimization-algorithms slides

Last synced: 07 Nov 2024

https://github.com/rounak-meyur/revs-admm

Distributed approach of scheduling residential EV charging to maintain reliability of power distribution grids.

convex-optimization distributed-optimization distribution-systems electric-vehicles optimization power-systems residential-energy-consumptions

Last synced: 25 Nov 2024

https://github.com/mdeff/saga

Mini-batch and distributed SAGA

convex-optimization gradient-descent

Last synced: 21 Nov 2024

https://github.com/giulioromualdi/scs-eigen

Simple Eigen-C++ wrapper for scs library

conic-optimization convex-optimization scs

Last synced: 21 Oct 2024

https://github.com/ashwinpn/advanced-python

Python for Machine Learning/AI/DS, Game Theory and Convex Optimization using Python, Managing Docker in Python, Web Scraping / Development in Python using Django and Flask, Functional Programming in Python.

convex-optimization data-science docker flask functional-programming game-theory machine-learning machine-learning-algorithms python web-development web-scraping

Last synced: 15 Nov 2024

https://github.com/sidazhang/uoft-ece1505-homework

University of Toronto ECE1505 Convex Optimization Homework

convex-optimization

Last synced: 11 Oct 2024

https://github.com/aahouzi/optimization-for-machine-learning

Implementation of 11 variants of Gradient Descent algorithm from scratch, applied to the Boston Housing Dataset.

boston-housing-price-prediction convex-optimization gradient-descent housing-prices machine-learning-algorithms mathematics optimization optimization-algorithms

Last synced: 27 Oct 2024

https://github.com/philzook58/cvxpy-helpers

some helper routines for modelling MIP in cvxpy

convex-optimization mip mixed-integer-programming modeling optimization

Last synced: 11 Nov 2024

https://github.com/teddy-van-jerry/water_filling

This is a C++ command line app to optimize the water filling problem with plotting support.

convex-optimization cpp

Last synced: 03 Dec 2024

https://github.com/davidstutz/php-simplex

PHP library implementing the simplex algorithm.

convex-optimization php simplex

Last synced: 10 Nov 2024

https://github.com/jackfsuia/loop-killer

Vectorize the Matlab/CVX for-loops as much as possible. 自动向量化Matlab和CVX的for循环。

convex convex-optimization cvx cvxopt cvxpy lexer matlab matlab-script modeling-and-simulation octave optimization parser python-script vectorization

Last synced: 03 Dec 2024

https://github.com/je-suis-tm/operations-research

Python operations research applications including sudoku solver, tictactoe gaming AI

alpha-beta-pruning binary-integer-programming convex-optimization dynamic-programming integer-linear-programming integer-programming linear-programming matrix-completion minimax minimax-algorithm minimax-alpha-beta-pruning negamax operations-research quadratic-programming sudoku sudoku-solution-finder sudoku-solver tic-tac-toe tictactoe

Last synced: 06 Nov 2024

https://github.com/webcpp/anyprog

A C++ scientific library for mathematical programming,data fitting and solving nonlinear equations

convex-optimization fitting linear-programming lp milp minlp mip mixed-integer-programming nonlinear-equations nonlinear-least-squares nonlinear-optimization numerical-optimization optimization scientific-computing solver

Last synced: 13 Nov 2024

https://github.com/dmalyuta/convex_optimization

Cradle-to-grave notes about convex optimization

algorithms convex-optimization math notes optimization optimization-algorithms university

Last synced: 15 Nov 2024

https://github.com/migarstka/sdp_benchmark_problems

A collection of semidefinite programs that can be randomly generated. Taken from various applications.

benchmark convex-optimization julia-language optimization sdp semidefinite-programming test-problems

Last synced: 21 Nov 2024

https://github.com/alexanderepstein/tfrogs

Time-Frequency Regularized Overlapping Group Shrinkage

convex-optimization group-sparsity l1-optimization speech-denoising

Last synced: 07 Nov 2024

https://github.com/davidstutz/seminar-ipiano

Seminar paper "iPiano: Inertial Proximal Algorithm for Non-Convex Optimization".

convex-optimization rwth-aachen-university seminar-paper

Last synced: 10 Nov 2024

https://github.com/cainmagi/research-notebooks

A collection of 3 research note books: inverse problem, sesmic image and mathematical optimization

convex-optimization inverse-problems optimization seismic-imaging study-notes

Last synced: 18 Dec 2024

https://github.com/yixuan/gradfps

Gradient-based Fantope projection and selection algorithm for sparse PCA

constrained-optimization convex-optimization eigenvalue eigenvector sparse-pca sparse-principal-component-analysis

Last synced: 13 Nov 2024

https://github.com/bipinoli/svm-from-scratch

Support Vector Machine (SVM) a machine learning algorithm implemented from scratch.

convex-optimization from-scratch kernel-functions multiclass-classification sequential-minimal-optimization support-vector-machine svm

Last synced: 22 Nov 2024

https://github.com/plusk01/optimization_notes

Miscellaneous collection of optimization related notes

convex-optimization gradient-descent newtons-method nonlinear-optimization

Last synced: 20 Nov 2024

https://github.com/ccsi-toolset/measurement-optimization

Code for Measure This, Not That: Optimizing the Cost and Model-Based Informa- tion Content of Measurements

applied-statistics convex-optimization data-science design-of-experiments pyomo

Last synced: 21 Nov 2024

https://github.com/lucaswychan/federated-edge-ai-for-6g

Combination of federated learning algorithm and 6G technology.

6g convex-optimization federated-learning oops-in-python pytorch reconfigurable-intelligent-surfaces wireless-communication

Last synced: 11 Nov 2024

https://github.com/yanndubs/optimizationcode

Some of the optimisation functions I've implemented: for learning purpose

convex-optimization learning-by-doing optimization

Last synced: 24 Nov 2024

https://github.com/franco-ruggeri/kth-convex-optimization

Assignments of the Convex Optimization course (FSF3847) at KTH

convex-optimization

Last synced: 10 Nov 2024

https://github.com/splithor1zon/edu-barriermethodlp

Education material for learning/teaching of Linear Progrmming using Barrier Method. Presentation with commentary and python code available.

barrier-method convex-optimization cvxpy educational-project linear-programming numpy presentation python

Last synced: 07 Dec 2024

https://github.com/krichelj/ml_bgu_2020

Machine Learning and Analysis of Big Data course, Computer Science M.Sc., Ben Gurion University of the Negev, 2020

bayesian-inference big-data clustering-algorithm computer-science convex-optimization gradient-descent k-means-clustering kernel-methods linear-programming machine-learning mixture-models nearest-neighbours-classifier neural-networks pac-learning principle-component-analysis probability-statistics quadratic-programming regularization support-vector-machines vc-dimension

Last synced: 12 Nov 2024

https://github.com/austinvishal/capa

This repository contains code for visualizing robot capability specially wrench polytope capacity of cable driven shoulder joint

cable-robot capacity convex-hull-algorithms convex-optimization convex-polygons convex-polyhedron convex-programming convexhull hyperplane manipulation polygon polytope polytope-functions polytopes robotics trajectory-analysis trajectory-optimization wrench zonotope

Last synced: 21 Nov 2024

https://github.com/igreat/linear-regression-binary-search

Here is my attempt at implementing linear regression in python!

binary-search convex-optimization from-scratch gradient-descent linear-regression machine-learning optimization

Last synced: 06 Dec 2024

https://github.com/austinvishal/hyperplane-shifting

This repository is a MATLAB version of hyperplane shifting algorithm that can be used to represent available wrench set facets

convex-hull convex-hull-algorithms convex-optimization convex-polygons convex-polyhedron convex-programming convexhull hyperplane hyperplane-optimization hyperplane-separation-theorem polytope polytope-functions polytopes wrench zonotope

Last synced: 21 Nov 2024

https://github.com/zib-iol/avi_at_scale

Code for the paper: [Wirth, E., Kera, H., and Pokutta, S. (2022). Approximate vanishing ideal computations at scale.](https://arxiv.org/abs/2207.01236)

approximate-vanishing-ideal convex-optimization frank-wolfe

Last synced: 13 Dec 2024