numerical-optimization

High-performance TensorFlow library for quantitative finance.

A large scale non-linear optimization library

POT : Python Optimal Transport

The Operator Splitting QP Solver

Python library for arbitrary-precision floating-point arithmetic

Mathematical optimization in pure Rust

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

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

Unconstrained function minimization in Javascript

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

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

Efficient optimal control solvers for robotic systems.

Probabilistic Inference on Noisy Time Series

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 perform statistical inference on estimated parameters.

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

A course on Optimization Methods

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

Proximal operators for nonsmooth optimization in Julia

Proximal algorithms for nonsmooth optimization in Julia