first-order-methods
There are 20 repositories under first-order-methods topic.
cvxgrp/scs
Splitting Conic Solver
JuliaFirstOrder/ProximalOperators.jl
Proximal operators for nonsmooth optimization in Julia
ZIB-IOL/FrankWolfe.jl
Julia implementation for various Frank-Wolfe and Conditional Gradient variants
PerformanceEstimation/PEPit
PEPit is a package enabling computer-assisted worst-case analyses of first-order optimization methods.
PerformanceEstimation/Performance-Estimation-Toolbox
Code of the Performance Estimation Toolbox (PESTO) whose aim is to ease the access to the PEP methodology for performing worst-case analyses of first-order methods in convex and nonconvex optimization. The numerical worst-case analyses from PEP can be performed just by writting the algorithms just as you would implement them.
JuliaFirstOrder/SeparableOptimization.jl
A Julia package that solves Linearly Constrained Separable Optimization Problems using ADMM.
ZIB-IOL/Boscia.jl
Mixed-Integer Convex Programming: Branch-and-bound with Frank-Wolfe-based convex relaxations
UW-ACL/pipg-demo
Demonstration of the PIPG algorithm for trajectory optimization
GepocUS/Spcies
Suite of Predictive Controllers for Industrial Embedded Systems. A Matlab toolbox for automatic code generation of solvers for MPC controllers.
shailesh1729/tisp
Topics in Signal Processing
AdrienTaylor/GreedyMethods
Code to reproduce the results presented in the work "Efficient First-order Methods for Convex Minimization: a Constructive Approach" (in Mathematical Programming series A) by Y. Drori and A. Taylor.
milzj/FW4PDE
Frank--Wolfe algorithms for PDE-constrained optimization
aig-upf/sltp
The SLTP Generalized Planning Framework: Sample, Learn, Transform & Plan
EliaFantini/ZO-AdaMM-vs-FO-AdaMM-convergence-and-minima-shape-comparison
Implementation and comparison of zero order vs first order method on the AdaMM (aka AMSGrad) optimizer: analysis of convergence rates and minima shape
EliaFantini/FO-PROX-first-order-and-proximal-methods-convergence-comparison
Implementation and brief comparison of different First Order and different Proximal gradient methods, comparison of their convergence rates
ShotaTakahashi/bregman-proximal-dc-algorithm
Bregman Proximal type algorithms
acristofari/as-l1
Solver for minimization problems over the l1-ball
ninasiam/optim_algos
Optimization Algorithms for educational purposes.
aham225/RPFOSolverBench
An open-source MATLAB benchmark for reduced-precision solver verification
ShotaTakahashi/ApproximateBPG
Approximate Bregman proximal gradient algorithm