Top 5 stochastic-optimization open source projects

Data-Driven Decision Making under Uncertainty in Matrix

Artificial Bee Colony Algorithm in Python.

Multi-Factor Least Squares Monte Carlo energy storage valuation model (Python and .NET).

Low-variance, efficient and unbiased gradient estimation for optimizing models with binary latent variables. (ICLR 2019)

Simulated Annealing with Modern Fortran