Projects in Awesome Lists tagged with numerical-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: 31 Jul 2024

https://github.com/google/tf-quant-finance

High-performance TensorFlow library for quantitative finance.

finance gpu gpu-computing high-performance high-performance-computing numerical-integration numerical-methods numerical-optimization python quantitative-finance quantlib tensorflow

Last synced: 30 Sep 2024

https://github.com/ceres-solver/ceres-solver

A large scale non-linear optimization library

bfgs bundle-adjustment c-plus-plus computer-vision conjugate-gradient gauss-newton l-bfgs levenberg-marquardt nonlinear-least-squares nonlinear-optimization-algorithms nonlinear-programming numerical-optimization structure-from-motion trust-region

Last synced: 01 Oct 2024

https://github.com/PythonOT/POT

POT : Python Optimal Transport

domain-adaptation emd gromov-wasserstein machine-learning numerical-optimization optimal-transport ot-mapping-estimation ot-solver pot python sinkhorn-divergences sinkhorn-knopp wasserstein wasserstein-barycenter wasserstein-barycenters wasserstein-discriminant-analysis

Last synced: 31 Jul 2024

https://github.com/pythonot/pot

POT : Python Optimal Transport

domain-adaptation emd gromov-wasserstein machine-learning numerical-optimization optimal-transport ot-mapping-estimation ot-solver pot python sinkhorn-divergences sinkhorn-knopp wasserstein wasserstein-barycenter wasserstein-barycenters wasserstein-discriminant-analysis

Last synced: 01 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: 30 Sep 2024

https://github.com/argmin-rs/argmin

Numerical optimization in pure Rust

numerical-optimization optimization optimization-algorithms optimization-methods optimizer rust

Last synced: 31 Jul 2024

https://github.com/mpmath/mpmath

Python library for arbitrary-precision floating-point arithmetic

arbitrary-precision complex-numbers floating-point multiprecision numerical-integration numerical-methods numerical-optimization ordinary-differential-equations plotting python special-functions

Last synced: 31 Jul 2024

https://github.com/fredrik-johansson/mpmath

Python library for arbitrary-precision floating-point arithmetic

arbitrary-precision complex-numbers floating-point multiprecision numerical-integration numerical-methods numerical-optimization ordinary-differential-equations plotting python special-functions

Last synced: 05 Aug 2024

https://github.com/benfred/fmin

Unconstrained function minimization in Javascript

numerical-optimization optimization-algorithms visualization

Last synced: 30 Jul 2024

https://github.com/OpenOCL/OpenOCL

Open Optimal Control Library for Matlab. Trajectory Optimization and non-linear Model Predictive Control (MPC) toolbox.

control-theory machine-learning model-predictive-control numerical-optimization optimal-control robotics trajectory-optimization

Last synced: 02 Aug 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: 02 Aug 2024

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

A Julia interface to the NLopt nonlinear-optimization library

julia math nonlinear-optimization nonlinear-programming numerical-optimization optimization

Last synced: 02 Oct 2024

https://github.com/JuliaOpt/NLopt.jl

Package to call the NLopt nonlinear-optimization library from the Julia language

julia math nonlinear-optimization nonlinear-programming numerical-optimization optimization

Last synced: 02 Aug 2024

https://github.com/pints-team/pints

Probabilistic Inference on Noisy Time Series

bayesian-methods inverse-problems numerical-optimization parameter-estimation

Last synced: 02 Aug 2024

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: 29 Sep 2024

https://github.com/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.

csharp-library data-analysis dotnet math math-library matrix matrix-algebra matrix-factorization matrix-library matrix-multiplication numerical-analysis numerical-integration numerical-optimization numerics optimization scientific-computing special-functions statistical-analysis statistical-tests statistics

Last synced: 28 Sep 2024

https://github.com/parmoo/parmoo

Python library for parallel multiobjective simulation optimization

blackbox-optimization mathematical-software multicriteria-optimization multiobjective multiobjective-optimization numerical-optimization python3 response-surface-methodology simulation-based-optimization simulation-optimization surrogate-based-optimization

Last synced: 31 Jul 2024

https://github.com/srom/cma-es

Covariance Matrix Adaptation Evolution Strategy (CMA-ES)

numerical-optimization optimization optimization-algorithms python tensorflow

Last synced: 26 Sep 2024

https://github.com/mrtkp9993/numericalalgorithms.jl

[DEPRECATED] Statistics & Numerical algorithms implemented in Julia.

algorithms applied-mathematics julia julia-language julialang mathematical-modelling mathematics monte-carlo numerical-analysis numerical-computation numerical-integration numerical-methods numerical-optimization scientific-computing simulation statistics

Last synced: 30 Sep 2024

https://github.com/aldma/qpdo

The Quadratic Primal-Dual Optimizer

convex-optimization numerical-optimization optimization quadratic-programming

Last synced: 02 Oct 2024

https://github.com/cu2mauro/robinhood.jl

From various quivers of rank functions in supergravity backgrounds, use numerical optimization with Julia to solve the Nambu-Goto Wilson Loop and investigate confinement and screening

high-energy-physics julia numerical-optimization physics supergravity wilson-loop

Last synced: 29 Sep 2024