https://github.com/zju-fast-lab/lbfgs-lite

LBFGS-Lite: A header-only L-BFGS unconstrained optimizer.

l-bfgs lbfgs nonlinear-optimization nonsmooth-optimization optimization smooth-functions unconstrained-optimization

Last synced: 07 Apr 2025

https://github.com/llnl/hiop

HPC solver for nonlinear optimization problems

acopf bfgs constrained-optimization cuda gpu-support hpc interior-point-method interior-point-optimizer math-physics mpi nonlinear-optimization nonlinear-programming nonlinear-programming-algorithms nonsmooth-optimization optimization parallel-programming quasi-newton radiuss rocm solver

Last synced: 16 May 2025

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

Proximal operators for nonsmooth optimization in Julia

admm first-order-methods julia julia-language nonlinear-programming nonsmooth-optimization numerical-optimization optimization prox proximal-algorithms proximal-operators

Last synced: 01 Jul 2025

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

Proximal algorithms for nonsmooth optimization in Julia

admm julia machine-learning nonlinear-programming nonsmooth-optimization numerical-optimization optimal-control optimization optimization-algorithms proximal-algorithms proximal-gradient-method proximal-operators

Last synced: 04 Apr 2025

https://github.com/nosnoc/nosnoc

nosnoc is an open source software package for NOnSmooth Numerical Optimal Control.

hybrid-systems nonsmooth-dynamical-systems nonsmooth-mechanics nonsmooth-optimization numerical-methods optimal-control optimization simulation switched-systems

Last synced: 09 Mar 2026

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: 13 Apr 2025

https://github.com/zju-fast-lab/lmbm

Nonsmooth Unconstrained Optimization via Limited Memory Bundle Method

bundle-method limited-memory nonlinear-programming nonsmooth-optimization

Last synced: 02 Mar 2026

https://github.com/dmeoli/optiml

Optimizers for/and sklearn compatible Machine Learning models

artificial-intelligence constrained-optimization convex-optimization deep-neural-networks duality lagrangian-relaxation machine-learning neural-network nonlinear-optimization nonsmooth-optimization numerical-optimization optimization optimization-algorithms optimizers quadratic-programming sklearn-compatible svm unconstrained-optimization

Last synced: 27 May 2026

https://github.com/panos108/rl_nonsmooth

dynamic-optimization nonsmooth-optimization reinforcement-learning

Last synced: 30 Apr 2025

https://github.com/aldma/bazinga.jl

Bazinga.jl: a toolbox for constrained composite optimization

constrained-optimization julia nonsmooth-optimization optimization optimization-algorithms proximal-algorithms

Last synced: 20 Aug 2025

https://github.com/adeyemiadeoye/p-balm

Proximal augmented Lagrangian method for solving nonconvex structured optimization problems.

augmented-lagrangian-method constrained-optimization inexact-proximal-point-algorithm nonsmooth-optimization

Last synced: 05 Jun 2026

https://github.com/zevwoodstock/asyncprox

Asynchronous implementation of a Projective Splitting algorithm in Julia

asynchronous julia nonsmooth-optimization projective-splitting proximal-algorithms proximal-operators

Last synced: 18 Jun 2025

https://github.com/adeyemiadeoye/pyscsopt

A Python library for large-scale convex composite optimization.

convex-optimization l-bfgs lbfgs nonsmooth-optimization optimization python quasi-newton

Last synced: 20 Jan 2026