A large scale non-linear optimization library

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

Open Optimal Control Library for Matlab. Trajectory Optimization and non-linear Model Predictive Control (MPC) toolbox.

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.

Quadratic Programming solvers in Python with a unified API

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

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.

Collected study materials in Numerical Optimization ANU@MATH3514(HPC)

RobOptim Core Layer: interface and basic mathematical tools

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 that supports automatic differentiation. It implements routines for linear algebra (vector/matrix operations), numerical optimization and statistics

Implementation of various optimization methods

Python-based Derivative-Free Optimization with Bound Constraints

Lectures on optimization methods

Fast conic optimization in C

Matlab interface for OSQP

NumCosmo main code