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1.0k

5.2k

apache-2.0

123

A Python-embedded modeling language for convex optimization problems.

cvxpy python optimization modeling-language convex-optimization optimization-modeling numerical-optimization mathematical-optimization

Created 2013-07-01

3,498 commits to master branch, last one 5 days ago

tf-quant-finance google

557

4.3k

apache-2.0

167

High-performance TensorFlow library for quantitative finance.

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

Created 2019-07-24

956 commits to master branch, last one 10 months ago

ceres-solver ceres-solver

1.0k

3.7k

other

100

A large scale non-linear optimization library

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

Created 2014-01-06

2,138 commits to master branch, last one 13 days ago

POT PythonOT

485

2.3k

mit

47

POT : Python Optimal Transport

emd pot python ot-solver wasserstein sinkhorn-knopp machine-learning domain-adaptation optimal-transport gromov-wasserstein sinkhorn-divergences ot-mapping-estimation numerical-optimization wasserstein-barycenter wasserstein-barycenters wasserstein-discriminant-analysis

Created 2016-10-20

1,509 commits to master branch, last one 14 days ago

osqp osqp

346

1.6k

apache-2.0

41

The Operator Splitting QP Solver

svm lasso solver control optimization machine-learning convex-optimization quadratic-programming numerical-optimization portfolio-optimization model-predictive-control

Created 2016-09-27

2,840 commits to master branch, last one 23 days ago

argmin argmin-rs

73

921

apache-2.0

14

Numerical optimization in pure Rust

rust optimizer optimization optimization-methods numerical-optimization optimization-algorithms

Created 2018-07-22

1,264 commits to main branch, last one 2 months ago

mpmath mpmath

179

916

bsd-3-clause

40

Python library for arbitrary-precision floating-point arithmetic

python plotting floating-point multiprecision complex-numbers numerical-methods special-functions arbitrary-precision numerical-integration numerical-optimization ordinary-differential-equations

Created 2011-12-07

1,846 commits to master branch, last one about a month ago

qpsolvers qpsolvers

83

540

lgpl-3.0

14

Quadratic programming solvers in Python with a unified API

python solver optimization quadratic-programming numerical-optimization

Created 2016-07-17

1,912 commits to main branch, last one 3 days ago

IPC ipc-sim

72

532

mit

20

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-ste...

siggraph barrier-method elastodynamics computer-graphics computer-animation physical-simulation interior-point-method numerical-optimization physics-based-animation constrained-optimization optimization-time-integrator

Created 2020-05-21

89 commits to main branch, last one 2 months ago

scs cvxgrp

133

524

mit

37

Splitting Conic Solver

solver optimization cone-programming linear-programming convex-optimization first-order-methods quadratic-programming numerical-optimization optimization-algorithms semidefinite-programming

Created 2013-11-29

1,246 commits to master branch, last one 23 days ago

prima libprima

34

287

bsd-3-clause

2

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., COBY...

prima bobyqa cobyla lincoa matlab newuoa powell python uobyqa optimization modern-fortran zeroth-order-method blackbox-optimization nonlinear-optimization numerical-optimization constrained-optimization unconstrained-optimization derivative-free-optimization simulation-based-optimization

Created 2020-06-10

5,341 commits to main branch, last one 3 days ago

Fortran-code-on-GitHub Beliavsky

53

270

unlicense

19

Directory of Fortran codes on GitHub, arranged by topic

cfd nwp list fortran statistics earth-science linear-algebra finite-elements machine-learning quantum-chemistry electronic-structure numerical-integration numerical-optimization

Created 2021-06-13

2,399 commits to main branch, last one 24 hours ago

NLopt.jl JuliaOpt

45

256

other

18

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

math julia optimization nonlinear-programming nonlinear-optimization numerical-optimization

Created 2013-03-28

154 commits to master branch, last one 3 months ago

robotoc mayataka

41

241

bsd-3-clause

15

Efficient optimal control solvers for robotic systems.

mpc robotics motion-planning optimal-control switched-systems interior-point-method numerical-optimization trajectory-optimization model-predictive-control numerical-optimal-control switching-time-optimization

Created 2020-05-28

1,154 commits to master branch, last one about a year ago

estimagic OpenSourceEconomics

28

231

mit

7

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 p...

python parallel-computing statistical-inference numerical-optimization numerical-differentiation

Created 2019-01-18

358 commits to main branch, last one a day ago

pints pints-team

32

215

other

12

Probabilistic Inference on Noisy Time Series

bayesian-methods inverse-problems parameter-estimation numerical-optimization

Created 2017-05-16

3,913 commits to main branch, last one about a month ago

pypop Evolutionary-Intelligence

25

174

gpl-3.0

4

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

optimization direct-search random-search metaheuristics genetic-algorithms global-optimization evolution-strategies black-box-optimization differential-evolution nonlinear-optimization numerical-optimization continuous-optimization evolutionary-algorithms optimization-algorithms large-scale-optimization zeroth-order-optimization gradient-free-optimization particle-swarm-optimization derivative-free-optimization population-based-optimization

Created 2021-01-26

5,881 commits to main branch, last one 22 hours ago

Uno cvanaret

13

170

mit

13

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...

c-plus-plus 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

1,336 commits to main branch, last one a day ago

optimization_course amkatrutsa

52

148

mit

15

A course on Optimization Methods

mipt colab seminar convex-optimization optimization-methods numerical-optimization

Created 2016-08-18

844 commits to master branch, last one about a year ago

Epigraph EmbersArc

15

144

mit

7

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

qp socp eigen eigen-library quadratic-programming numerical-optimization second-order-optimization

Created 2020-06-29

98 commits to master branch, last one 2 years ago

ProximalOperators.jl JuliaFirstOrder

24

128

other

10

Proximal operators for nonsmooth optimization in Julia

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

Created 2016-08-25

464 commits to master branch, last one 7 months ago

ProximalAlgorithms.jl JuliaFirstOrder

18

125

other

11

Proximal algorithms for nonsmooth optimization in Julia

admm julia optimization optimal-control machine-learning proximal-operators proximal-algorithms nonlinear-programming nonsmooth-optimization numerical-optimization optimization-algorithms proximal-gradient-method

Created 2017-10-19

180 commits to master branch, last one 3 months ago

qpSWIFT qpSWIFT

20

122

gpl-3.0

4

qpSWIFT is a light-weight sparse quadratic programming solver

c python control embedded robotics real-time sparse-matrix interior-point-method quadratic-programming numerical-optimization

Created 2021-10-12

46 commits to main branch, last one about a year ago

osqp-python osqp

36

100

apache-2.0

8

Python interface for OSQP

python solver optimization quadratic-programming numerical-optimization

Created 2018-03-30

865 commits to master branch, last one 22 days ago

metanumerics dcwuser

27

99

unknown

13

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...

Created 2017-04-04

163 commits to master branch, last one 3 years ago

GALAHAD ralna

14

99

other

7

A library of modern Fortran modules for nonlinear optimization

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

Created 2018-02-03

1,291 commits to master branch, last one 2 days ago

MatlabSamples AFei19911012

29

96

mit

1

:monocle_face: Matlab Samples :alien: keep updating

pso svm lstm matlab newton algorithm matlab-gui appdesigner app-designer optimazation deep-learning image-processing machine-learning numerical-analysis numerical-optimization

Created 2019-11-27

63 commits to master branch, last one 3 months ago

pdfo pdfo

26

93

bsd-3-clause

7

Powell's Derivative-Free Optimization solvers.

Created 2020-04-19

533 commits to main branch, last one 9 days ago

slsqp jacobwilliams

20

87

other

12

Modern Fortran Edition of the SLSQP Optimizer

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

Created 2016-01-05

130 commits to master branch, last one 5 months ago

CUTEst ralna

18

77

other

10

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

thread-safe testing-environment numerical-optimization test-problem-collection constrained-optimization least-squares-optimization unconstrained-optimization

Created 2018-02-03

152 commits to master branch, last one 2 days ago