A large scale non-linear optimization library
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Updated
Jul 2, 2020 - C++
A large scale non-linear optimization library
High-performance TensorFlow library for quantitative finance.
POT : Python Optimal Transport
The Operator Splitting QP Solver
Python library for arbitrary-precision floating-point arithmetic
数学知识点滴积累 矩阵 数值优化 神经网络反向传播 图优化 概率论 随机过程 卡尔曼滤波 粒子滤波 数学函数拟合
Unconstrained function minimization in Javascript
Mathematical optimization in pure Rust
Open Optimal Control Library for Matlab. Trajectory Optimization and non-linear Model Predictive Control (MPC) toolbox.
Quadratic Programming solvers in Python with a unified API
Package to call the NLopt nonlinear-optimization library from the Julia language
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-step sizes, velocities, or deformation severity.
Probabilistic Inference on Noisy Time Series
A course on Optimization Methods
A modern C++ interface to formulate and solve linear, quadratic and second order cone problems.
Hierarchical Optimization Time Integration (HOT) for efficient implicit timestepping of the material point method (MPM)
Efficiently solving instances of a parameterized family of optimization problems in Julia
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 and optimization, and matrix algebra.
RobOptim Core Layer: interface and basic mathematical tools
Collected study materials in Numerical Optimization ANU@MATH3514(HPC)
Python interface for OSQP
A free LDL factorisation routine
Julia interface for OSQP: The Operator Splitting QP Solver
Autodiff is a numerical library for the Go programming language. It implements routines for linear algebra (vector/matrix operations), numerical optimization and statistics and supports automatic differentiation
Implementation of various optimization methods
Python-based Derivative-Free Optimization with Bound Constraints
Fast conic optimization in C
NumCosmo main code
Lectures on optimization methods
Seminars on optimization methods for DIHT MIPT
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