numerical-optimization topic

List numerical-optimization repositories

lpsolvers

22
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3
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Linear programming solvers in Python with a unified API

qpsolvers

532
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81
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Quadratic programming solvers in Python with a unified API

Epigraph

140
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15
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A C++ interface to formulate and solve linear, quadratic and second order cone problems.

tf-quant-finance

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High-performance TensorFlow library for quantitative finance.

robotoc

236
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40
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Efficient optimal control solvers for robotic systems.

OpenOCL

351
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64
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Open Optimal Control Library for Matlab. Trajectory Optimization and non-linear Model Predictive Control (MPC) toolbox.

pints

213
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32
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Probabilistic Inference on Noisy Time Series

POT

2.3k
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483
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POT : Python Optimal Transport

Mathematics

672
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255
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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