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Top 19 numerical-optimization open source projects

High-performance TensorFlow library for quantitative finance.

✭ 2,925

python Jupyter Notebook Starlark tensorflow gpu finance high-performance quantitative-finance high-performance-computing gpu-computing numerical-methods quantlib numerical-optimization numerical-integration

Ceres Solver

A large scale non-linear optimization library

✭ 2,180

C++CMake computer-vision structure-from-motion levenberg-marquardt conjugate-gradient bundle-adjustment numerical-optimization nonlinear-programming bfgs l-bfgs nonlinear-optimization-algorithms gauss-newton trust-region nonlinear-least-squares

ForBES

Generic and efficient MATLAB solver for nonsmooth optimization problems

✭ 19

matlab c M optimization numerical-optimization optimization-algorithms matlab-solver

osqp

The Operator Splitting QP Solver

✭ 929

C++c CMake python HTML SCSS ruby machine-learning control optimization svm solver portfolio-optimization numerical-optimization quadratic-programming convex-optimization model-predictive-control

dfogn

DFO-GN: Derivative-Free Optimization using Gauss-Newton

✭ 20

python optimization least-squares scientific-computing numerical-methods numerical-optimization nonlinear-optimization optimization-algorithms numerical-analysis

A- Guide -to Data Sciecne from mathematics

It is a blueprint to data science from the mathematics to algorithms. It is not completed.

✭ 25

HTML TeX data-science machine-learning deep-learning statistical-learning admm recommender-systems numerical-optimization computational-intelligence gcn model-compression learning2rank fixed-point-iteration inverse-bayesian-fomula anderson-acceleration hodgerank

EiCOS

A C++ Second Order Cone Solver based on Eigen

✭ 12

C++c numerical-optimization eigen-library socp

pikaia

Modern Fortran Edition of the Pikaia Genetic Algorithm

✭ 29

fortran optimization genetic-algorithm numerical-optimization pikaia

GALAHAD

A library of modern Fortran modules for nonlinear optimization

✭ 60

fortran c C++python shell matlab numerical-optimization nonlinear-optimization quadratic-programming mathematical-programming nonlinear-least-squares trust-region-methods cubic-regularization-methods

PyGRANSO

PyGRANSO: A PyTorch-enabled port of GRANSO with auto-differentiation

✭ 19

python data-science machine-learning computer-vision deep-learning numerical-optimization mathematical-software

seminars-fivt

Seminars on optimization methods for DIHT MIPT

✭ 23

Jupyter Notebook tutorials numerical-optimization convex-optimization

lpsolvers

Linear programming solvers in Python with a unified API

✭ 20

python solver linear-programming numerical-optimization

MIPT-Opt

A course on Optimization Methods

✭ 128

Jupyter Notebook TeX mipt colab optimization-methods seminar numerical-optimization convex-optimization

slsqp

Modern Fortran Edition of the SLSQP Optimizer

✭ 57

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

GurobiLink

Wolfram Language interface to the Gurobi numerical optimization library

✭ 16

C++Mathematica CMake c optimization minimization gurobi numerical-methods numerical-optimization optimization-algorithms optimization-library convex-optimization numerical-modelling wolfram-language convex gurobi-library gurobi-optimization gurobi-solver

qdldl

A free LDL factorisation routine

✭ 54

c CMake linear-algebra sparse-data linear-systems sparse-linear-systems numerical-optimization

ProximalOperators.jl

Proximal operators for nonsmooth optimization in Julia

✭ 119

julia TeX optimization julia-language admm proximal-algorithms proximal-operators prox numerical-optimization nonlinear-programming first-order-methods nonsmooth-optimization

HOT

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

✭ 83

C++CMake Makefile shell python c simulation animation computer-graphics numerical-optimization siggraph multigrid mpm

1-19 of 19 numerical-optimization projects