numerical-optimization

There are 264 repositories under numerical-optimization topic.

  • cvxpy/cvxpy

    A Python-embedded modeling language for convex optimization problems.

    Language:C++5.2k1231.4k1k

  • google/tf-quant-finance

    High-performance TensorFlow library for quantitative finance.

    Language:Python4.3k16754554

  • ceres-solver/ceres-solver

    A large scale non-linear optimization library

    Language:C++3.7k1009841k

  • PythonOT/POT

    POT : Python Optimal Transport

    Language:Python2.3k47230485

  • osqp/osqp

    The Operator Splitting QP Solver

    Language:C1.6k41338344

  • argmin-rs/argmin

    Numerical optimization in pure Rust

    Language:Rust9211411973

  • mpmath/mpmath

    Python library for arbitrary-precision floating-point arithmetic

    Language:Python91740536176

  • 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

    Language:MATLAB673282255

  • qpsolvers/qpsolvers

    Quadratic programming solvers in Python with a unified API

    Language:Python540149983

  • ipc-sim/IPC

    Incremental Potential Contact (IPC) is for robust and accurate time stepping of nonlinear elastodynamics. IPC guarantees intersection- and inversion-free trajectories regardless of materials, time-step sizes, velocities, or deformation severity.

    Language:C++531203272
  • scs

    cvxgrp/scs

    Splitting Conic Solver

    Language:C52437172133

  • OpenOCL/OpenOCL

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

    Language:MATLAB3511613764

  • benfred/fmin

    Unconstrained function minimization in Javascript

    Language:JavaScript350201159

  • 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.

    Language:Fortran28528434

  • Beliavsky/Fortran-code-on-GitHub

    Directory of Fortran codes on GitHub, arranged by topic

    270194753

  • JuliaOpt/NLopt.jl

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

    Language:Julia2561814345

  • ShiqinHuo/Numerical-Optimization-Books

    Collected study materials in Numerical Optimization ANU@MATH3514(HPC)

    2514083

  • mayataka/robotoc

    Efficient optimal control solvers for robotic systems.

    Language:C++241153041

  • OpenSourceEconomics/estimagic

    Estimagic is a Python package for nonlinear optimization with or without constraints. It is particularly suited to solve difficult nonlinear estimation problems. On top, it provides functionality to perform statistical inference on estimated parameters.

    Language:Python230713928

  • pints-team/pints

    Probabilistic Inference on Noisy Time Series

    Language:Python2141299632

  • Evolutionary-Intelligence/pypop

    PyPop7: A Pure-Python Library for POPulation-based Black-Box Optimization (BBO), especially their *Large-Scale* versions/variants. https://pypop.rtfd.io/

    Language:Python1744925

  • cvanaret/Uno

    A next-gen solver for optimization with nonconvex objective and constraints. Reimplements filterSQP and IPOPT (barrier) in a modern and generic way, and unlocks a variety of novel methods. Competitive against filterSQP, IPOPT, SNOPT, MINOS and CONOPT.

    Language:C++16913413

  • amkatrutsa/optimization_course

    A course on Optimization Methods

    Language:Jupyter Notebook148152652
  • Epigraph

    EmbersArc/Epigraph

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

    Language:C++1447615

  • JuliaFirstOrder/ProximalOperators.jl

    Proximal operators for nonsmooth optimization in Julia

    Language:Julia128104724

  • JuliaFirstOrder/ProximalAlgorithms.jl

    Proximal algorithms for nonsmooth optimization in Julia

    Language:Julia125112618

  • qpSWIFT/qpSWIFT

    qpSWIFT is a light-weight sparse quadratic programming solver

    Language:C12241020

  • osqp/osqp-python

    Python interface for OSQP

    Language:Python10085636

  • 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.

    Language:C#99133927

  • ralna/GALAHAD

    A library of modern Fortran modules for nonlinear optimization

    Language:Fortran99710314

  • AFei19911012/MatlabSamples

    :monocle_face: Matlab Samples :alien: keep updating

    961029

  • penn-graphics-research/HOT

    Hierarchical Optimization Time Integration (HOT) for efficient implicit timestepping of the material point method (MPM)

    Language:C++947110
  • pdfo

    pdfo/pdfo

    Powell's Derivative-Free Optimization solvers.

    Language:Fortran9272225
  • slsqp

    jacobwilliams/slsqp

    Modern Fortran Edition of the SLSQP Optimizer

    Language:Fortran87122320

  • ralna/CUTEst

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

    Language:Fortran77101918

  • osqp/qdldl

    A free LDL factorisation routine

    Language:C75101638