stochastic-optimization

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

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

A JuMP extension for Stochastic Dual Dynamic Programming

An intuitive modeling interface for infinite-dimensional optimization problems.

Templated C++/CUDA implementation of Model Predictive Path Integral Control (MPPI)

Artificial Bee Colony Algorithm in Python.

Python library for stochastic numerical optimization

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

#计算机科学#Riemannian stochastic optimization algorithms: Version 1.0.3

#计算机科学#[NeurIPS 2023] The PyTorch Implementation of Scheduled (Stable) Weight Decay.

Create Your Own Metropolis-Hastings Markov Chain Monte Carlo Algorithm for Bayesian Inference (With Python)

A simple implementation of SPSA with automatic learning rate tuning

A julia implementation of the CMA Evolution Strategy for derivative-free optimization of potentially non-linear, non-convex or noisy functions over continuous domains.

Data-driven decision making under uncertainty using matrices

#Awesome#A collection of papers and readings for non-convex optimization

This repo demonstrates how to build a surrogate (proxy) model by multivariate regressing building energy consumption data (univariate and multivariate) and use (1) Bayesian framework, (2) Pyomo packag...

Low-variance, efficient and unbiased gradient estimation for optimizing models with binary latent variables. (ICLR 2019)

#计算机科学#[ICML 2021] The official PyTorch Implementations of Positive-Negative Momentum Optimizers.

Hessian-based stochastic optimization in TensorFlow and keras

Simulated Annealing with Modern Fortran