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Newton and Quasi-Newton optimization with PyTorch
Created
2021-04-02
313 commits to master branch, last one 9 months ago
A next-gen Lagrange-Newton solver for nonconvex constrained optimization. Unifies barrier and SQP methods in a generic way, and implements various globalization flavors (line search/trust region and m...
cpp
optimization
newton-method
gradient-descent
local-optimization
optimization-solver
optimization-methods
interior-point-method
nonlinear-programming
quadratic-programming
nonconvex-optimization
nonlinear-optimization
numerical-optimization
continuous-optimization
optimization-algorithms
constrained-optimization
mathematical-programming
mathematical-optimization
nonlinear-programming-algorithms
sequential-quadratic-programming
Created
2021-09-29
1,816 commits to main branch, last one 8 days ago
High-performance and differentiation-enabled nonlinear solvers (Newton methods), bracketed rootfinding (bisection, Falsi), with sparsity and Newton-Krylov support.
Created
2020-08-30
2,003 commits to master branch, last one 8 days ago
Python machine learning applications in image processing, recommender system, matrix completion, netflix problem and algorithm implementations including Co-clustering, Funk SVD, SVD++, Non-negative Ma...
dbscan
naive-bayes
em-algorithm
newton-method
factor-analysis
lasso-regression
ridge-regression
k-nearest-neighbors
batch-gradient-descent
low-rank-approximation
support-vector-machine
multinomial-naive-bayes
expectation-maximization
latent-semantic-analysis
stochastic-gradient-descent
linear-discriminant-analysis
singular-value-decomposition
independent-component-analysis
sequential-minimal-optimization
expectation-maximization-algorithm
Created
2018-04-05
345 commits to master branch, last one 2 years ago
Drawing Newton's fractal using pure js, rust-wasm, SIMDs, threads and GPU
Created
2022-01-24
267 commits to main branch, last one 2 years ago