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25 search results found
Quant Notes
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101
Quantitative Interview Preparation Guide, updated version here ==>
Pybobyqa
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64
Python-based Derivative-Free Optimization with Bound Constraints
Gcmma Mma Python
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63
Python implementation of the Method of Moving Asymptotes (MMA)
Rcppnumerical
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53
Rcpp Integration for Numerical Computing Libraries
Nagpythonexamples
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52
Examples and demos showing how to call functions from the NAG Library for Python
Numdiff
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52
Modern Fortran Numerical Differentiation Library
Numerical Optimization Books
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43
Collected study materials in Numerical Optimization ANU@MATH3514(HPC)
Numerics Notes
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40
Slides/notes and Jupyter notebook demos for an introductory course of numerical analysis/scientific computing
Nosnoc
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40
NOSNOC is an open source software package for NOnSmooth Numerical Optimal Control.
Quantumcontrol.jl
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39
Julia Framework for Quantum Dynamics and Control
Optimization
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39
Some numerical optimization methods implemented in Haskell
Dfols
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36
Python-based Derivative-Free Optimizer for Least-Squares
Gomez
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34
Framework and implementation for mathematical optimization and solving non-linear systems of equations.
Nmof
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33
Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Maringer and E. Schumann (2019, ISBN:978-0128150658). This repository mirrors https://gitlab.com/NMOF/NMOF .
Descent
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24
First-order optimization tools
Why Train When You Can Optimize
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24
Learn multi-variable optimization by creating a drawing assistant. No deep learning required!
Dfogn
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20
DFO-GN: Derivative-Free Optimization using Gauss-Newton
Fenics Topopt
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13
Topology optimization with finite element analysis in FEniCS. Final project for CSCI-GA.2420: Numerical Methods II at New York University.
Gurobilink
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12
Wolfram Language interface to the Gurobi numerical optimization library
Nlp.py
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11
A Python environment for large-scale optimization.
Spsa
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11
A simple implementation of SPSA with automatic learning rate tuning
Dt Qp Project
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10
This project solves linear-quadratic dynamic optimization (LQDO) problems using direct transcription (DT) and quadratic programming (QP)
Simulated Annealing Optimization Algorithm
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7
Julia code for general simulated annealing optimization algorithm. The code can find the global maximum (or minimum) of a multi-modal function of continuous variables.
Qfipy
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6
Portfolio optimization package in Python.
Intro Sci Computing
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5
UW AMATH 301. Scientific computing and numerical methods for physical, biological, and engineering problems. Topics include root-finding, optimization, curve fitting, solving linear systems, singular value decomposition (SVD, PCA), numerical differentiation and integration, solving first-order and higher order ODEs, stability and stiffness of ODEs, phase portraits, chaotic systems, and Fourier transform.
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1-25 of 25 search results
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