NiaPy
NiaPy: Python microframework for building nature-inspired algorithms - Published in JOSS (2018)
PySwarms
PySwarms: a research toolkit for Particle Swarm Optimization in Python - Published in JOSS (2018)
cspy
cspy: A Python package with a collection of algorithms for the (Resource) Constrained Shortest Path problem - Published in JOSS (2020)
PyXAB - A Python Library for $\mathcal{X}$-Armed Bandit and Online Blackbox Optimization Algorithms
PyXAB - A Python Library for $\mathcal{X}$-Armed Bandit and Online Blackbox Optimization Algorithms - Published in JOSS (2024)
PyBADS
PyBADS: Fast and robust black-box optimization in Python - Published in JOSS (2024)
PySLSQP
PySLSQP: A transparent Python package for the SLSQP optimization algorithm modernized with utilities for visualization and post-processing - Published in JOSS (2024)
qc-procrustes
Python library for finding the optimal transformation(s) that makes two matrices as close as possible to each other.
OptimalControl
Model and solve optimal control problems in Julia, both on CPU and GPU.
clarabel
Clarabel.rs: Interior-point solver for convex conic optimisation problems in Rust.
reflame
reflame: Revolutionizing Functional Link Neural Network by Metaheuristic Optimization
FrankWolfe
Julia implementation for various Frank-Wolfe and Conditional Gradient variants
pygmo
A Python platform to perform parallel computations of optimisation tasks (global and local) via the asynchronous generalized island model.
Clarabel
Clarabel.jl: Interior-point solver for convex conic optimisation problems in Julia.
uno
A next-gen SQP & barrier solver for nonlinearly constrained optimization
autotuning_methodology
This software package accompanies the paper "A Methodology for Comparing Auto-Tuning Optimization Algorithms" (https://doi.org/10.1016/j.future.2024.05.021), making the guidelines in the methodology easy to apply.
cppnumericalsolvers
a lightweight header-only C++17 library of numerical optimization methods for (un-)constrained nonlinear functions and expression templates
pydiffgame
PyDiffGame is a Python implementation of a Nash Equilibrium solution to Differential Games, based on a reduction of Game Hamilton-Bellman-Jacobi (GHJB) equations to Game Algebraic and Differential Riccati equations, associated with Multi-Objective Dynamical Control Systems
https://github.com/cvxgrp/cvxportfolio
Portfolio optimization and back-testing.
moldrug
moldrug (AKA mouse) is a Python package for drug-oriented optimization on the chemical space
https://github.com/forieux/qmm
Python Quadratic Majorization-Minimization (MM) optimization algorithms of half-quadratic criteria. Inverses problems, image restoration, denoising, ...
https://github.com/kul-optec/hyhound
Hyperbolic Householder transformations for Up- and Downdating Cholesky factorizations.
powersddp
A didactic library on dynamic programming techniques applied to the economical dispatch of energy in power systems.
https://github.com/google-research/jestimator
Amos optimizer with JEstimator lib.
mip
Python-MIP: collection of Python tools for the modeling and solution of Mixed-Integer Linear programs
https://github.com/aspuru-guzik-group/chimera
Chimera: hierarchy-based multi-objective optimization
https://github.com/altaris/noisy-moo
A wrapper-based framework for pymoo problem modification.
TrustRegionMethods
Trust region methods for nonlinear systems of equations in Julia.
https://github.com/amazon-science/mezo_svrg
Code the ICML 2024 paper: "Variance-reduced Zeroth-Order Methods for Fine-Tuning Language Models"
pyharmonysearch
pyHarmonySearch is a pure Python implementation of the harmony search (HS) global optimization algorithm.
simobility
simobility - light-weight mobility simulation framework. Best for quick prototyping
https://github.com/acerbilab/bads
Bayesian Adaptive Direct Search (BADS) optimization algorithm for model fitting in MATLAB
RAFF.jl
RAFF.jl: Robust Algebraic Fitting Function in Julia - Published in JOSS (2019)
pygeneticalgorithms
This repository implements a genetic algorithm (GA) in Python3 programming language, using only Numpy and Joblib as additional libraries. It provides a basic StandardGA model as well as a more advanced IslandModelGA that evolves in parallel several different populations..
https://github.com/toschaefer/lucon.jl
loss optimization under unitary constraint
pye-plus
Multi-Criteria Decision Making (MCDM) Framework for Building Energy Systems with Expedited Computation using Machine Learning (ML) Techniques
https://github.com/aidinhamedi/ml-optimizer-benchmark
A benchmark suite for optimization algorithms in pytorch
https://github.com/anselmoo/useful-optimizer
A dedicated set of optimization algorithms for numeric problems.
https://github.com/chrhansk/scarp
Switching Cost Aware Rounding of Mixed-Integer Optimal Control Problems
https://github.com/anishacharya/bgmd-aistats-2022
Geometric median (GM) is a classical method in statistics for achieving a robust estimation of the uncorrupted data; under gross corruption, it achieves the optimal breakdown point of 0.5. However, its computational complexity makes it infeasible for robustifying stochastic gradient descent (SGD) for high-dimensional optimization problems. In this paper, we show that by applying Gm to only a judiciously chosen block of coordinates at a time and using a memory mechanism, one can retain the breakdown point of 0.5 for smooth non-convex problems, with non-asymptotic convergence rates comparable to the SGD with GM.
eispy2d
An Open-Source Python Library for the development of algorithms for 2D Electromagnetic Inverse Scattering Problems.
https://github.com/dark-elektron/cavitydesignhub
A hub for control of different electromagnetic codes for accelerating cavity design.
graforvfl
GrafoRVFL: A Gradient-Free Optimization Framework for Boosting Random Vector Functional Link Network
https://github.com/cn-upb/b-jointsp
Joint placement and scaling of bidirectional network services with stateful virtual or physical network functions
BioGA
Optimize high-throughput genomic data analysis using genetic algorithms for efficient pattern discovery and feature selection.
https://github.com/cedrickchee/ranger-optimizer
Ranger - a synergistic optimizer using RAdam (Rectified Adam) and Lookahead in one codebase
stochasticantibiotic
A Stochastic Programming Approach to the Antibiotics Time Machine Problem
delicoco-ieee-transactions
In compressed decentralized optimization settings, there are benefits to having multiple gossip steps between subsequent gradient iterations, even when the cost of doing so is appropriately accounted for e.g. by means of reducing the precision of compressed information.
bboptpy
Powerful and scalable black-box optimization algorithms for Python and C++.
binbro_max_uflp
Boscia
Mixed-Integer Convex Programming: Branch-and-bound with Frank-Wolfe-based convex relaxations
https://github.com/amazon-science/mada_optimizer_search
Code the ICML 2024 paper: "MADA: Meta-Adaptive Optimizers through hyper-gradient Descent"
https://github.com/aldma/pipal.jl
Penalty-Interior-Point ALgorithm for nonlinear optimization