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31 search results found

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

Sddp.jl ⭐ 257

Stochastic Dual Dynamic Programming in Julia

Infiniteopt.jl ⭐ 215

An intuitive modeling interface for infinite-dimensional optimization problems.

Awesome Optimization ⭐ 110

A curated list of awesome mathematical optimization courses, lectures, books, notes, libraries, frameworks and software.

Stochopy ⭐ 74

Python library for stochastic numerical optimization

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

Multi-Factor Least Squares Monte Carlo energy storage valuation model (Python and .NET).

Artificial Bee Colony Algorithm in Python.

Riemannian stochastic optimization algorithms: Version 1.0.3

Stable Weight Decay Regularization ⭐ 31

[NeurIPS 2023] The PyTorch Implementation of Scheduled (Stable) Weight Decay.

Matrixoptim.jl ⭐ 29

Data-Driven Decision Making under Uncertainty in Matrix

Cmaevolutionstrategy.jl ⭐ 27

Hessianlearn ⭐ 24

Hessian based stochastic optimization in TensorFlow and keras

Arm Gradient ⭐ 22

Low-variance, unbiased, theoretically sound and computationally efficient gradient for binary latent variable models, derived by variable augmentation and antithetic sampling. (ICLR 2019)

Simulated Annealing ⭐ 20

Simulated Annealing with Modern Fortran

Positive Negative Momentum ⭐ 19

The official PyTorch Implementations of Positive-Negative Momentum Optimizers (ICML 2021).

Explainable Cso ⭐ 11

Code for "Explainable Data-Driven Optimization" (ICML 2023)

A software package for flexible HPC GPs

A simple implementation of SPSA with automatic learning rate tuning

(Python, Tensorflow, R, C, C++) Stochastic, limited-memory quasi-Newton optimizers (adaQN, SQN, oLBFGS)

Stochoptim ⭐ 9

StochOptim provides user friendly functions to solve optimization problems using stochastic algorithms

An interactive visual simulator for distance-based protein folding

Ciaoalgorithms.jl ⭐ 9

Coordinate and Incremental Aggregated Optimization Algorithms

LIBS2ML: A Library for Scalable Second Order Machine Learning Algorithms

Awesome Nonconvex Optimization ⭐ 8

A collection of papers and readings for non-convex optimization

Implementation of the (dynamic) stochastic dual dynamic integer programming (SDDiP) algorithm.

Paper Implementation Overview Gradient Descent Optimization Sebastian Ruder ⭐ 7

[Python] [arXiv/cs] Paper "An Overview of Gradient Descent Optimization Algorithms" by Sebastian Ruder

Simpledeepnettoolbox ⭐ 7

Simple MATLAB toolbox for deep learning network: Version 1.0.3

Stochannpy ⭐ 7

StochANNPy (STOCHAstic Artificial Neural Network for PYthon) provides user-friendly routines compatible with Scikit-Learn for stochastic learning.

Supply Chain Analytics ⭐ 6

Deterministic and Stochastic Dynamic Programs for optimization of Supply Chain

Stochasticoptimaltransport.jl ⭐ 6

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

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Python Stochastic Optimization (21)

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