numerical-optimization topic
lpsolvers
Linear programming solvers in Python with a unified API
qpsolvers
Quadratic programming solvers in Python with a unified API
Epigraph
A C++ interface to formulate and solve linear, quadratic and second order cone problems.
tf-quant-finance
High-performance TensorFlow library for quantitative finance.
robotoc
Efficient optimal control solvers for robotic systems.
OpenOCL
Open Optimal Control Library for Matlab. Trajectory Optimization and non-linear Model Predictive Control (MPC) toolbox.
pints
Probabilistic Inference on Noisy Time Series
POT
POT : Python Optimal Transport
Mathematics
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
optimization_course
A course on Optimization Methods