stochastic-optimization topic

An intuitive modeling interface for infinite-dimensional optimization problems.

infiniteopt

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

esa

Stochastic Dual Dynamic Programming in Julia

odow

Riemannian stochastic optimization algorithms: Version 1.0.3

hiroyuki-kasai

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

Argonne-National-Laboratory

Pytorch implementation of preconditioned stochastic gradient descent (affine group preconditioner, low-rank approximation preconditioner and more)

lixilinx

Python library for stochastic numerical optimization

keurfonluu

Artificial Bee Colony Algorithm in Python.

rwuilbercq

Julia implementation of stochastic optimization algorithms for large-scale optimal transport.

JuliaOptimalTransport

[ICML 2021] The official PyTorch Implementations of Positive-Negative Momentum Optimizers.

zeke-xie