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Projects in Awesome Lists tagged with stochastic-optimization

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

https://github.com/acdslab/mppi-generic

Templated C++/CUDA implementation of Model Predictive Path Integral Control (MPPI)

cpp cuda model-predictive-control model-predictive-path-integral robotics stochastic-optimization

Last synced: 05 Apr 2025

https://github.com/keurfonluu/stochopy

Python library for stochastic numerical optimization

cmaes differential-evolution evolutionary-algorithm mcmc parallel pso stochastic-optimization

Last synced: 16 Jan 2026

https://github.com/argonne-national-laboratory/dsp

An open-source parallel optimization solver for structured mixed-integer programming

julia mixed-integer-programming optimization parallel stochastic-optimization

Last synced: 12 Apr 2025

https://github.com/Argonne-National-Laboratory/DSP

An open-source parallel optimization solver for structured mixed-integer programming

julia mixed-integer-programming optimization parallel stochastic-optimization

Last synced: 29 Mar 2025

https://github.com/pmocz/mcmc-python

Create Your Own Metropolis-Hastings Markov Chain Monte Carlo Algorithm for Bayesian Inference (With Python)

astrophysics bayesian-statistics markov-chain mcmc parameter-estimation radial-velocities scientific-computing stochastic-optimization tutorial

Last synced: 12 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: 27 Nov 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: 04 May 2025

https://github.com/leoschleier/sddip

Implementation of the (dynamic) stochastic dual dynamic integer programming (SDDiP) algorithm.

optimization python sddip stochastic-optimization stochastic-programming

Last synced: 28 Feb 2026

https://github.com/juliaoptimaltransport/stochasticoptimaltransport.jl

Julia implementation of stochastic optimization algorithms for large-scale optimal transport.

julia optimal-transport optimization stochastic-optimization

Last synced: 08 Apr 2026

https://github.com/rockstaedt/ses_opt

Framework to model two stage stochastic unit commitment optimization problems.

benders-decomposition gurobi l-shape-method pyomo stochastic-optimization unit-commitment variance-reduction

Last synced: 26 Jan 2026

https://github.com/kibaekkim/siplib.jl

Test instance generation and library for stochastic mixed-integer programming

julia stochastic-optimization test-instances

Last synced: 28 Apr 2025

https://github.com/pegah-ardehkhani/optimization-problems-and-solutions

A repository dedicated to the mathematical modeling and solution of optimization problems, featuring practical examples in Stochastic Programming, Linear Programming (LP), and Mixed-Integer Linear Programming (MILP)

cplex integer-linear-programming integer-programming linear-programming mixed-integer-programming modeling non-linear-optimization operations-research optimization optimization-modeling optimization-problem optimization-solver pulp pulp-library pyomo pyomo-glpk pyomo-library python r-programming stochastic-optimization

Last synced: 16 Jul 2025

https://github.com/cyypherus/swift-slime

A lightweight stochastic optimizer based on slime mold (Slime Mold Algorithm)

algorithm optimization optimization-algorithms stochastic-optimization swift

Last synced: 30 Jul 2025

https://github.com/swd-turner/scenario

scenario - an R package for scenario tree construction

forecast optimization scenario stochastic-optimization

Last synced: 21 Feb 2026

https://github.com/pasaopasen/beehivemethod

Implementation of beehive method (particle swarm optimization) for global optimization of multidimentional functions

algorithm evolutionary-algorithm function-optimization maths multidimentional-functions optimization-algorithms pypi-package stochastic-optimization swarm-algorithm

Last synced: 14 Apr 2025

https://github.com/malolm/optimization-algorithms-guide

A Jupyter notebooks guide to handle optimization algorithms, for engineers & students

biomimicry decomposition-algorithm deterministic-algorithm stochastic-optimization

Last synced: 07 May 2025

https://github.com/torressa/glovo

Some work I did for an interview for a job as a data scientist optimisation specialist

assignment-problem data-science glovo gurobipy optimisation pymc3 python scenario-generation stochastic-optimization

Last synced: 12 Apr 2025

https://github.com/real-veersandhu/stock-portfolio-lab

A quantitative finance application for portfolio optimization and risk management

monte-carlo-simulation quantitative-finance stochastic-optimization

Last synced: 01 Mar 2026

https://github.com/ralna/gofit

Global Optimization for Fitting Problems

global-optimization stochastic-optimization

Last synced: 22 Jun 2025

https://github.com/aurelienperez/swing-options

Implementation of the two parametric strategies from Swing Contract Pricing: With and Without Neural Networks, combining global stochastic optimisation with either a payoff-volume model or a neural network.

adam langevin-dynamics stochastic-optimization swing-contracts

Last synced: 22 Aug 2025

https://github.com/mechazo11/genetic_algorithm_2d_rosenbrock

Demonstrates the usage of a Genetic Algorithm to solve 2 variable design problems. 2D Rosenbrock is chosen as an illustrative example

ga-rosenbrock genetic-algorithm optimization-algorithms stochastic-optimization

Last synced: 12 Oct 2025

https://github.com/jlmsc/computational-intelligence-algorithms

Collection of from-scratch implementations of core Computational Intelligence algorithms, including Gaussian Elimination, Genetic Algorithms, Neural Models (Perceptron & ADALINE), and Stochastic Optimization methods.

adaline algorithms computational-intelligence from-scratch gaussian-elimiation genetic-algorithms hill-climbing linear-algebra machine-learning neural-networks optimization perceptron python random-search simulated-annealing stochastic-optimization

Last synced: 31 May 2026

https://github.com/lkwinta/stochastic_minimization

Stochastic minimization project for Statistics course on AGH UST

genetic-algorithm multi-start pure-random-search r stochastic-optimization

Last synced: 20 Jul 2025

https://github.com/melvin-klein/algosto

A Python package that includes various stochastic algorithms.

stochastic stochastic-gradient-descent stochastic-optimization

Last synced: 13 Feb 2026

https://github.com/jialuechen/libflow

Market Liquidity Analytics C++ Library

algorithmic-trading liquidity market-making stochastic-optimization

Last synced: 27 Jul 2025

https://github.com/hondorandale/simplefwa.jl

fireworks swarm optimization - efficient derivative free solver.

gradient-free-optimization machinelearning meta-l metaheuristic optimization stochastic-optimization

Last synced: 19 Feb 2026