stochastic-optimization
There are 156 repositories under stochastic-optimization topic.
esa/pygmo2
A Python platform to perform parallel computations of optimisation tasks (global and local) via the asynchronous generalized island model.
ebrahimpichka/awesome-optimization
A curated list of mathematical optimization courses, lectures, books, notes, libraries, frameworks and software.
odow/SDDP.jl
A JuMP extension for Stochastic Dual Dynamic Programming
infiniteopt/InfiniteOpt.jl
An intuitive modeling interface for infinite-dimensional optimization problems.
rwuilbercq/Hive
Artificial Bee Colony Algorithm in Python.
ACDSLab/MPPI-Generic
Templated C++/CUDA implementation of Model Predictive Path Integral Control (MPPI)
keurfonluu/stochopy
Python library for stochastic numerical optimization
Argonne-National-Laboratory/DSP
An open-source parallel optimization solver for structured mixed-integer programming
hiroyuki-kasai/RSOpt
Riemannian stochastic optimization algorithms: Version 1.0.3
zeke-xie/stable-weight-decay-regularization
[NeurIPS 2023] The PyTorch Implementation of Scheduled (Stable) Weight Decay.
pmocz/mcmc-python
Create Your Own Metropolis-Hastings Markov Chain Monte Carlo Algorithm for Bayesian Inference (With Python)
cshjin/awesome-nonconvex-optimization
A collection of papers and readings for non-convex optimization
jiedxu/MatrixOptim.jl
Data-driven decision making under uncertainty using matrices
SimpleArt/spsa
A simple implementation of SPSA with automatic learning rate tuning
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.
mingzhang-yin/ARM-gradient
Low-variance, efficient and unbiased gradient estimation for optimizing models with binary latent variables. (ICLR 2019)
tomoleary/hessianlearn
Hessian-based stochastic optimization in TensorFlow and keras
zeke-xie/Positive-Negative-Momentum
[ICML 2021] The official PyTorch Implementations of Positive-Negative Momentum Optimizers.
Bhattacharya-Lab/PolyFold
An interactive visual simulator for distance-based protein folding
harshraj11584/Paper-Implementation-Overview-Gradient-Descent-Optimization-Sebastian-Ruder
[Python] [arXiv/cs] Paper "An Overview of Gradient Descent Optimization Algorithms" by Sebastian Ruder
jacobwilliams/simulated-annealing
Simulated Annealing with Modern Fortran
tstran155/Optimization-of-building-energy-consumption
This repo demonstrates how to build a surrogate (proxy) model by multivariate regressing building energy consumption data (univariate and multivariate) and use (1) Bayesian framework, (2) Pyomo package, (3) Genetic algorithm with local search, and (4) Pymoo package to find optimum design parameters and minimum energy consumption.
madupite/madupite
a High-Performance Distributed Solver for Large-Scale Markov Decision Processes (MDP) relying on Inexact Policy Iteration; for Python and C++
prs98/Electric_Vehicle_Charging_Simulation
The goal of this project is to build a simulation model to determine the largest expected revenue from an electric vehicle charging station in a one month time period given the storage capacity, charging grid change costs, demand and supply.
leoschleier/sddip
Implementation of the (dynamic) stochastic dual dynamic integer programming (SDDiP) algorithm.
sattwiksuman/Supply-Chain-Analytics
Deterministic and Stochastic Dynamic Programs for optimization of Supply Chain
jmaerte/pysmps
Utilities for parsing MPS and SMPS file formats.
JuliaOptimalTransport/StochasticOptimalTransport.jl
Julia implementation of stochastic optimization algorithms for large-scale optimal transport.
edgarsmdn/TS
Tabu Search algorithm
hiroyuki-kasai/SimpleDeepNetToolbox
Simple MATLAB toolbox for deep learning network: Version 1.0.3
Lingkai-Kong/so-ebm
Code for paper: End-to-end Stochastic Optimization with Energy-based Model
alexforel/Explainable-CSO
Code for "Explainable Data-Driven Optimization" (ICML 2023)
rockstaedt/ses_opt
Framework to model two stage stochastic unit commitment optimization problems.
borelian/AdaptiveBenders
Code and computational experiments of the paper "Benders Adaptive-Cuts Method for Two-Stage Stochastic Programs" by Cristian Ramírez-Pico, Ivana Ljubić and Eduardo Moreno. arXiv:2203.00752
lbl-camera/fvGP
A software package for flexible HPC GPs
aurorlhc/3D_Reconstruction_Tomography
Stochastic reconstruction of heterogeneous materials using X-ray tomography projections