stochastic-optimization

A Python platform to perform parallel computations of optimisation tasks (global and local) via the asynchronous generalized island model.

Stochastic Dual Dynamic Programming in Julia

An intuitive modeling interface for infinite-dimensional optimization problems.

Artificial Bee Colony Algorithm in Python.

Python library for stochastic numerical optimization

An open-source parallel optimization solver for structured mixed-integer programming

PyPop7: A Pure-PYthon library of POPulation-based OPtimization for continuous black-box problems, particularly large-scale variants. See pypop.rtfd.io for API documents.

Riemannian stochastic optimization algorithms: Version 1.0.3

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

The PyTorch Implementation of Stable Weight Decay. The algorithms are proposed in the paper: "Stable Weight Decay Regularization".

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

Hessian based stochastic optimization in TensorFlow and keras

The official PyTorch Implementations of Positive-Negative Momentum Optimizers (ICML 2021).

An interactive visual simulator for distance-based protein folding

Data-Driven Decision Making under Uncertainty in Matrix

[Python] [arXiv/cs] Paper "An Overview of Gradient Descent Optimization Algorithms" by Sebastian Ruder

A collection of papers and readings for non-convex optimization

A simple implementation of SPSA with automatic learning rate tuning

Simulated Annealing with Modern Fortran