Projects in Awesome Lists tagged with derivative-free-optimization

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: 11 Apr 2025

https://github.com/SciML/GalacticOptim.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: 23 Mar 2025

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/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.

blackbox-optimization bobyqa cobyla constrained-optimization derivative-free-optimization lincoa matlab modern-fortran newuoa nonlinear-optimization numerical-optimization optimization powell prima python simulation-based-optimization unconstrained-optimization uobyqa zeroth-order-method

Last synced: 08 Apr 2025

https://github.com/Evolutionary-Intelligence/pypop

[JMLR-2024] PyPop7: A Pure-Python Library for POPulation-based Black-Box Optimization (BBO), especially their *Large-Scale* versions/variants (evolutionary algorithms/swarm-based optimizers/pattern search/...).

black-box-optimization consensus-based-optimization continuous-optimization derivative-free-optimization differential-evolution direct-search estimation-of-distribution-algorithms evolution-strategies evolutionary-algorithms genetic-algorithms global-optimization gradient-free-optimization large-scale-optimization nonlinear-optimization numerical-optimization optimization-algorithms particle-swarm-optimization population-based-optimization random-search zeroth-order-optimization

Last synced: 26 Feb 2025

https://github.com/microprediction/humpday

Elo ratings for global black box derivative-free optimizers

blackbox-optimization blackbox-optimizer derivative-free-optimization global-optimizers python-optimizer zeroth-order-optimization

Last synced: 12 Apr 2025

https://github.com/JuliaNonconvex/Nonconvex.jl

Toolbox for gradient-based and derivative-free non-convex constrained optimization with continuous and/or discrete variables.

augmented-lagrangian-method automatic-differentiation bayesian-optimization black-box-optimization derivative-free-optimization discrete-optimization evolutionary-algorithms global-optimization gradient-based-optimisation implicit-differentiation interior-point-optimizer metaheuristics method-of-moving-asymptotes mixed-integer-nonlinear-programming nonlinear-optimization nonlinear-programming optimization semidefinite-programming surrogate-assisted-optimization

Last synced: 13 Nov 2024

https://github.com/pdfo/pdfo

Powell's Derivative-Free Optimization solvers.

blackbox-optimization bobyqa cobyla constrained-optimization derivative-free-optimization fortran lincoa matlab newuoa nonlinear-optimization numerical-optimization optimization optimization-algorithms powell python simulation simulation-based-optimization unconstrained-optimization uobyqa zeroth-order-optimization

Last synced: 08 Apr 2025

https://github.com/simpleart/spsa

A simple implementation of SPSA with automatic learning rate tuning

derivative-free-optimization gradient-descent numerical-methods optimization stochastic-optimization

Last synced: 14 Apr 2025

https://github.com/jbrea/cmaevolutionstrategy.jl

A julia implementation of the CMA Evolution Strategy for derivative-free optimization of potentially non-linear, non-convex or noisy functions over continuous domains.

blackbox-optimization cma-es derivative-free derivative-free-optimization evolutionary-algorithm evolutionary-strategy optimization stochastic-optimization

Last synced: 01 Mar 2025

https://github.com/jbrea/CMAEvolutionStrategy.jl

A julia implementation of the CMA Evolution Strategy for derivative-free optimization of potentially non-linear, non-convex or noisy functions over continuous domains.

blackbox-optimization cma-es derivative-free derivative-free-optimization evolutionary-algorithm evolutionary-strategy optimization stochastic-optimization