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Projects in Awesome Lists tagged with numerical-optimization

A curated list of projects in awesome lists tagged with numerical-optimization .

https://github.com/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

backpropagation graph-theory kalman-filter matrix numerical-optimization particle-filter probability

Last synced: 04 Apr 2025

https://github.com/benfred/fmin

Unconstrained function minimization in Javascript

numerical-optimization optimization-algorithms visualization

Last synced: 14 May 2025

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: 04 May 2025

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: 16 May 2025

https://github.com/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.

numerical-differentiation numerical-optimization parallel-computing python

Last synced: 21 Oct 2025

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: 17 Dec 2025

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: 04 May 2025

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

Probabilistic Inference on Noisy Time Series

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

Last synced: 04 May 2025

https://github.com/embersarc/epigraph

A C++ interface to formulate and solve linear, quadratic and second order cone problems.

eigen eigen-library numerical-optimization qp quadratic-programming second-order-optimization socp

Last synced: 16 Mar 2025

https://github.com/ralna/cutest

The Constrained and Unconstrained Testing Environment with safe threads (CUTEst) for optimization software

constrained-optimization least-squares-optimization numerical-optimization test-problem-collection testing-environment thread-safe unconstrained-optimization

Last synced: 14 Jun 2025

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: 19 Jul 2025

https://github.com/tkoolen/parametron.jl

Efficiently solving instances of a parameterized family of (possibly mixed-integer) linear/quadratic optimization problems in Julia

julia julia-language mathematical-programming modeling-language numerical-optimization optimization optimization-framework optimization-tools

Last synced: 06 Sep 2025

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

Covariance Matrix Adaptation Evolution Strategy (CMA-ES)

numerical-optimization optimization optimization-algorithms python tensorflow

Last synced: 02 May 2025

https://github.com/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

automatic-differentiation bfgs cholesky-decomposition determinant eigenvalues gauss-jordan go golang gram-schmidt hessenberg-reduction linear-algebra linear-algebra-library newton-raphson numerical-optimization qr-algorithm rprop singular-value-decomposition special-functions statistical-models statistics

Last synced: 14 Oct 2025

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

Python interface for SCS

convex-optimization numerical-optimization

Last synced: 16 May 2025

https://github.com/jacobwilliams/pikaia

Modern Fortran Edition of the Pikaia Genetic Algorithm

fortran fortran-package-manager genetic-algorithm numerical-optimization optimization pikaia

Last synced: 20 Feb 2025

https://github.com/embersarc/eicos

A C++ Second Order Cone Solver based on Eigen

eigen-library numerical-optimization socp

Last synced: 12 Aug 2025

https://github.com/kul-optec/forbes

Generic and efficient MATLAB solver for nonsmooth optimization problems

matlab matlab-solver numerical-optimization optimization optimization-algorithms

Last synced: 19 Apr 2025

https://github.com/stephane-caron/lpsolvers

Linear programming solvers in Python with a unified API

linear-programming numerical-optimization python solver

Last synced: 17 Mar 2025

https://github.com/princetonuniversity/focus

Flexible Optimized Coils Using Space curves

coils numerical-optimization permanent-magnet stellarator

Last synced: 14 Oct 2025

https://github.com/adowling2/degeneracyhunter.jl

Optimization model diagnostic tools for Julia/JuMP

julia-package numerical-optimization

Last synced: 07 Oct 2025

https://github.com/osqp/qdldl-python

Python interface to the QDLDL (https://github.com/osqp/qdldl) free LDL factorization routine for quasi-definite linear systems

linear-algebra numerical-analysis numerical-optimization

Last synced: 11 Dec 2025

https://github.com/matthew-lyu/nonlinear-numerical-optimization-methods

Matlab code repository for nonlinear numerical optimization methods

matlab nonlinear-optimization numerical-optimization optimization

Last synced: 21 Mar 2025

https://github.com/zanellia/feasible_sqp

A solver for nonlinear programming based on a sequential quadratic programming strategy with feasible intermediate iterates.

high-performance-computing model-predictive-control nonlinear-programming numerical-optimal-control numerical-optimization optimal-control

Last synced: 06 Jul 2025

https://github.com/jlmelville/mize

R Package for Unconstrained Numerical Optimization

conjugate-gradient l-bfgs numerical-optimization r

Last synced: 13 Oct 2025

https://github.com/msakai/nonlinear-optimization-ad

Several Haskell packages for numerical optimizations.

automatic-differentiation numerical-optimization

Last synced: 17 Mar 2025

https://github.com/ahmadyan/duplex

High performance optimization algorithm for nonconvex systems based on random tree search

c-plus-plus machine-learning numerical-optimization optimization

Last synced: 07 May 2025

https://github.com/ivan-pi/libdogleg-f

Fortran bindings to libdogleg - a large-scale nonlinear least-squares optimization library

c dogleg-method fortran nonlinear-least-squares numerical-optimization

Last synced: 15 Apr 2025

https://github.com/germanheim/globalsearch-rs

Global optimization with scatter search and local NLP solvers written in Rust

math numerical-optimization optimization optimization-algorithms rust scatter-search

Last synced: 14 Apr 2025

https://github.com/jlmelville/funconstrain

R Package of Functions for Testing Unconstrained Numerical Optimization

numerical-optimization r

Last synced: 11 Apr 2025

https://github.com/jacobwilliams/conmax

Modern Fortran CONMAX Optimization Method for general nonlinearly constrained function minimization

conmax constrained-optimization fortran fortran-package-manager nonlinear-optimization numerical-optimization optimization

Last synced: 08 Oct 2025

https://github.com/pulkin/curious

Parallel sampling of multidimensional functions

integration numerical-optimization numpy python sampling scipy

Last synced: 04 Jul 2025

https://github.com/jacobwilliams/psqp

Modern Fortran Edition of PSQP (Sequential quadratic programming algorithm)

fortran fortran-package-manager nonlinear-optimization numerical-optimization optimization sqp

Last synced: 26 Jul 2025

https://github.com/jacobwilliams/dfo

Unofficial mirror of DFO: https://projects.coin-or.org/Dfo

fortran numerical-optimization

Last synced: 01 Aug 2025

https://github.com/jacobwilliams/optgra

Modern Fortran edition of OPTGRA optimization algorithm from ESA

constrained-optimization fortran fortran-package-manager numerical-optimization optimization

Last synced: 13 Mar 2025

https://github.com/chen0040/cs-optimization-binary-solutions

Local search optimization for binary-coded solutions implemented in C#

binary-coded-solutons binary-optmization numerical-optimization

Last synced: 03 Apr 2025

https://github.com/volpatto/pyde

An implementation of Differential Evolution procedure for unconstrained optimization

metaheuristics numerical-optimization optimization-algorithms optimization-methods

Last synced: 23 Jun 2025

https://github.com/dkauf42/ipopt-parsing

Methods to streamline the handling of output from the IPOPT optimization solver

developer-tools numerical-optimization python

Last synced: 21 Mar 2025

https://github.com/bay0/swarm

A flexible and efficient Particle Swarm Optimization (PSO) implementation in Go. This library provides a concurrent PSO algorithm with customizable parameters, suitable for solving a wide range of optimization problems.

go golang metaheuristic numerical-optimization optimization particle-swarm-optimization pso swarm-intelligence

Last synced: 28 Mar 2025

https://github.com/igorjakus/nomad

Numerical Optimization, Mathematics and Automatic Differentiation library in OCaml!🐫

automatic-differentiation gradient-descent mathematical-expressions mathematics numerical-methods numerical-optimization ocaml

Last synced: 16 Jul 2025

https://github.com/konrad1991/opti

Numerical optimization using particle swarm algorithm

numerical-optimization particle-swarm-optimization pso pso-algorithm swarm-intelligence topology

Last synced: 02 Aug 2025

https://github.com/americocunhajr/eleven

ELEVEN is a Matlab code for robust optimization and uncertainty quantification of an elevator brake system.

computational-mechanics computational-physics mechanics nonlinear-systems numerical-optimization robust-optimization structural-engineering uncertainty-quantification

Last synced: 11 Nov 2025

https://github.com/kockarevicivan/matlab-optimization-scripts

Set of numeric optimization scripts, written in Matlab.

matlab numerical-optimization

Last synced: 27 Mar 2025

https://github.com/amirmasoudabdol/flyopt

The Drosophila melanogaster gap genes circuit simulator, coupled with Scatter Search optimization algorithm

biological-simulations drosophila gene-regulation numerical-optimization optimization-algorithms

Last synced: 24 Feb 2025

https://github.com/chen0040/cs-optimization-physical-algorithms

numerical optimization using physics-based algorithms

harmony-search numerical-optimization simulated-annealing

Last synced: 14 Oct 2025

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: 24 Oct 2025

https://github.com/cbritopacheco/scicomp

This is a collection of various numerical methods implemented in Python

math numerical-methods numerical-optimization optimization python

Last synced: 24 Aug 2025

https://github.com/chirindaopensource/optimal_cash_transfers_microinsurance_reduce_social_protection_cost

End-to-End Python implementation of Azcue et al.'s (2025) stochastic optimal control framework for social protection policy design. Solves PDMP-based Hamilton-Jacobi-Bellman equations using analytical closed-form solutions and Monte Carlo simulation to minimize government intervention costs (through the user of cash transfers and microinsurance).

actuarial-science cash-transfers computational-economics development-economics dynamic-programming markov-processes mathematical-finance microinsurance monte-carlo-simulation numerical-optimization optimal-control poisson-process poverty-alleviation python research-replication risk-management scientific-computing scipy social-policy stochastic-control

Last synced: 16 Nov 2025

https://github.com/victoorv/projet1_cpp

Ce projet traite de la création d’une classe destinée à résoudre des systèmes linéaires à l’aide de différentes méthodes.

cpp numerical-analysis numerical-methods numerical-optimization

Last synced: 13 Jun 2025