Python trust-region subproblem solvers for nonlinear optimization
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Updated
May 30, 2024 - Python
Python trust-region subproblem solvers for nonlinear optimization
POT : Python Optimal Transport
PyPop7: A Pure-Python Library for POPulation-based Black-Box Optimization (BBO), especially their *Large-Scale* versions/variants. https://pypop.rtfd.io/
Linear programming solvers in Python with a unified API
Python interface for OSQP
Quadratic programming solvers in Python with a unified API
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.
High-performance TensorFlow library for quantitative finance.
Python library for arbitrary-precision floating-point arithmetic
Python library for parallel multiobjective simulation optimization
Probabilistic Inference on Noisy Time Series
Benchmarking optimization solvers.
Python-based Derivative-Free Optimization with Bound Constraints
Python-based Derivative-Free Optimizer for Least-Squares
"Where is Ben Nevis" presents the landscape of Great Britain as a testbed for optimisation and sampling methods.
A small utility project in Python whose purpose is to evaluate the global minimum of a given function, using a black box approach. Therefore there's no need to provide the analytic form, an actual implementation of the function is enough. Hypothesis: the given function satisfies the Lipschitz criterion, and an overextimation of L is given in input.
Python Implementation and Visualization of Numerical Optimization Techniques
Software and data associated with the article titled, "Binding, Brightness, or Noise? Extracting Temperature-dependent Properties of Dye Bound to DNA," Biophys. J. Accepted, (2023). doi:10.1016/j.bpj.2023.03.002
Implementation of Forward Backward Splitting Method
Generic implementations of numerical optimization methods. As of now, only cross-entropy method is here.
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