Topic: stochastic-optimization Goto Github

👇 Here are 167 public repositories matching this topic...

acdslab / mppi-generic
stochastic-optimization,Templated C++/CUDA implementation of Model Predictive Path Integral Control (MPPI)
Organization: acdslab
Home Page: https://acdslab.github.io/mppi-generic-website/
cpp cuda model-predictive-control stochastic-optimization model-predictive-path-integral robotics

alexforel / explainable-cso
stochastic-optimization,Code for "Explainable Data-Driven Optimization" (ICML 2023)
User: alexforel
Home Page: https://arxiv.org/abs/2301.10074
explainability stochastic-optimization

argonne-national-laboratory / dsp
stochastic-optimization,An open-source parallel optimization solver for structured mixed-integer programming
Organization: argonne-national-laboratory
julia parallel optimization stochastic-optimization mixed-integer-programming

aurorlhc / 3d_reconstruction_tomography
stochastic-optimization,Stochastic reconstruction of heterogeneous materials using X-ray tomography projections
User: aurorlhc
x-ray-tomography stochastic-optimization reconstruction correlation-functions

bhattacharya-lab / polyfold
stochastic-optimization,An interactive visual simulator for distance-based protein folding
Organization: bhattacharya-lab
protein-folding protein-dynamics stochastic-optimization protein-structure-prediction

borelian / adaptivebenders
stochastic-optimization,Code and computational experiments of the paper "Benders Adaptive-Cuts Method for Two-Stage Stochastic Programs" by Cristian Ramírez-Pico, Ivana Ljubić and Eduardo Moreno. arXiv:2203.00752
User: borelian
benders large-scale-optimization network-flow stochastic-optimization

cshjin / awesome-nonconvex-optimization
stochastic-optimization,A collection of papers and readings for non-convex optimization
User: cshjin
optimization nonconvex machine-learning stochastic-optimization awesome-list

cshjin / microgrid_sim
stochastic-optimization,
User: cshjin
microgrid mathematical-modelling stochastic-optimization

david-cortes / stochqn
stochastic-optimization,(Python, Tensorflow, R, C, C++) Stochastic, limited-memory quasi-Newton optimizers (adaQN, SQN, oLBFGS)
User: david-cortes
stochastic-optimization quasi-newton lbfgs

ebrahimpichka / awesome-optimization
stochastic-optimization,A curated list of mathematical optimization courses, lectures, books, notes, libraries, frameworks and software.
User: ebrahimpichka
combinatorial-optimization convex-optimization discrete-optimization integer-linear-programming integer-programming linear-optimization linear-programming mathematical-modelling mathematical-optimization mathematical-programming

edgarsmdn / ts
stochastic-optimization,Tabu Search algorithm
User: edgarsmdn
stochastic-optimization tabu-search

esa / pygmo2
stochastic-optimization,A Python platform to perform parallel computations of optimisation tasks (global and local) via the asynchronous generalized island model.
Organization: esa
Home Page: https://esa.github.io/pygmo2/
optimization optimization-algorithms optimization-methods optimization-problem evolutionary-algorithms multiobjective-optimization stochastic-optimization island-model parallel-computing parallel-processing

harshraj11584 / paper-implementation-overview-gradient-descent-optimization-sebastian-ruder
stochastic-optimization,[Python] [arXiv/cs] Paper "An Overview of Gradient Descent Optimization Algorithms" by Sebastian Ruder
User: harshraj11584
adadelta adagrad adam-optimizer adam gradient-descent gradient-boosting gradient-descent-algorithm optimization-algorithms optimization-methods adamax

hiroyuki-kasai / rsopt
stochastic-optimization,Riemannian stochastic optimization algorithms: Version 1.0.3
User: hiroyuki-kasai
riemannian-optimization riemannian-manifold non-convex-optimization machine-learning-algorithms stochastic-optimization stochastic-gradient-descent stochastic-optimizers variance-reduction constrained-optimization nonlinear-optimization

hiroyuki-kasai / simpledeepnettoolbox
stochastic-optimization,Simple MATLAB toolbox for deep learning network: Version 1.0.3
User: hiroyuki-kasai
deep-learning deep-neural-networks convolutional-neural-networks convolutional-layers softmax-layer relu-layer forward-backward matlab stochastic-gradient-descent adam

infiniteopt / infiniteopt.jl
stochastic-optimization,An intuitive modeling interface for infinite-dimensional optimization problems.
Organization: infiniteopt
Home Page: https://infiniteopt.github.io/InfiniteOpt.jl/stable
optimization julia modeling-language dynamic-programming stochastic-optimization optimal-control pde-constrained-optimization nonlinear-optimization differential-equations measure-theory

jacobwilliams / simulated-annealing
stochastic-optimization,Simulated Annealing with Modern Fortran
User: jacobwilliams
optimization annealing fortran stochastic-optimization simulated-annealing

jbrea / cmaevolutionstrategy.jl
stochastic-optimization,A julia implementation of the CMA Evolution Strategy for derivative-free optimization of potentially non-linear, non-convex or noisy functions over continuous domains.
User: jbrea
optimization derivative-free-optimization derivative-free stochastic-optimization evolutionary-algorithm evolutionary-strategy cma-es blackbox-optimization

jiedxu / matrixoptim.jl
stochastic-optimization,Data-driven decision making under uncertainty using matrices
User: jiedxu
Home Page: https://github.com/edxu96/MatrixOptim.jl
milp mixed-integer-programming robust-optimization stochastic-optimization stochastic-programming decomposition-algorithm benders-decomposition dantzig-wolfe-decomposition

jmaerte / pysmps
stochastic-optimization,Utilities for parsing MPS and SMPS file formats.
User: jmaerte
Home Page: https://pypi.org/project/pysmps/
smps linear-optimization stochastic-optimization python

jmdvinodjmd / libs2ml
stochastic-optimization,LIBS2ML: A Library for Scalable Second Order Machine Learning Algorithms
User: jmdvinodjmd
large-scale-learning stochastic stochastic-optimization c-plus-plus mex-files matlab matlab-script octave-scripts big-data second-order-optimization

juliaoptimaltransport / stochasticoptimaltransport.jl
stochastic-optimization,Julia implementation of stochastic optimization algorithms for large-scale optimal transport.
Organization: juliaoptimaltransport
Home Page: https://juliaoptimaltransport.github.io/StochasticOptimalTransport.jl/dev
julia optimal-transport optimization stochastic-optimization

kenchiang1997 / robust-and-stochastic-portfolio-optimization
stochastic-optimization,NTHU 2021 Fall, Robust and Stochastic Portfolio Optimization
User: kenchiang1997
portfolio robust-optimization stochastic-optimization

keurfonluu / stochannpy
stochastic-optimization,StochANNPy (STOCHAstic Artificial Neural Network for PYthon) provides user-friendly routines compatible with Scikit-Learn for stochastic learning.
User: keurfonluu
machine-learning neural-network stochastic-optimization particle-swarm-optimization differential-evolution cmaes python

keurfonluu / stochoptim
stochastic-optimization,StochOptim provides user friendly functions to solve optimization problems using stochastic algorithms
User: keurfonluu
evolutionary-algorithms stochastic-optimization monte-carlo particle-swarm-optimization differential-evolution cmaes mcmc parallel mpi fortran

keurfonluu / stochopy
stochastic-optimization,Python library for stochastic numerical optimization
User: keurfonluu
Home Page: https://github.com/keurfonluu/stochopy
stochastic-optimization differential-evolution cmaes mcmc parallel evolutionary-algorithm pso

kibaekkim / siplib.jl
stochastic-optimization,Test instance generation and library for stochastic mixed-integer programming
User: kibaekkim
stochastic-optimization test-instances julia

kul-optec / ciaoalgorithms.jl
stochastic-optimization,Coordinate and Incremental Aggregated Optimization Algorithms
Organization: kul-optec
machine-learning proximal-algorithms stochastic-optimization nonconvex-optimization convex-optimization julia

lbl-camera / fvgp
stochastic-optimization,A software package for flexible HPC GPs
Organization: lbl-camera
Home Page: https://fvgp.readthedocs.io/
machine-learning stochastic-processes stochastic-optimization gaussian-processes

leoschleier / sddip
stochastic-optimization,Implementation of the (dynamic) stochastic dual dynamic integer programming (SDDiP) algorithm.
User: leoschleier
sddip stochastic-programming optimization python stochastic-optimization

lingkai-kong / so-ebm
stochastic-optimization,Code for paper: End-to-end Stochastic Optimization with Energy-based Model
User: lingkai-kong
decision-making decision-making-under-uncertainty deep-learning optimization stochastic-optimization

madupite / madupite
stochastic-optimization,a High-Performance Distributed Solver for Large-Scale Markov Decision Processes (MDP) relying on Inexact Policy Iteration; for Python and C++
Organization: madupite
Home Page: https://madupite.github.io/
dynamic-programming high-performance-computing markov-decision-processes mdp mpi nanobind optimal-control petsc stochastic-optimization ethz

mingzhang-yin / arm-gradient
stochastic-optimization,Low-variance, efficient and unbiased gradient estimation for optimizing models with binary latent variables. (ICLR 2019)
User: mingzhang-yin
Home Page: https://openreview.net/pdf?id=S1lg0jAcYm
discrete-optimization variance-reduction variational-bayes stochastic-optimization

nanned / solt
stochastic-optimization,Stochastic Optimization Learning Tool
User: nanned
Home Page: https://nanned.github.io/SOLT/
algortihm gradient-descent optimization python spsa stochastic stochastic-optimization

odow / sddp.jl
stochastic-optimization,A JuMP extension for Stochastic Dual Dynamic Programming
User: odow
Home Page: https://sddp.dev
julia sddp optimization stochastic-optimization multistage-stochastic-optimization benders-decomposition optimal-control stochastic-programming jump markov-decision-processes

pegah-ardehkhani / optimization-problems-and-solutions
stochastic-optimization,A repository dedicated to the mathematical modeling and solution of optimization problems, featuring practical examples in Stochastic Programming, Linear Programming (LP), and Mixed-Integer Linear Programming (MILP)
User: pegah-ardehkhani
optimization-problem pulp pulp-library python optimization stochastic-optimization modeling linear-programming optimization-solver pyomo

pmocz / mcmc-python
stochastic-optimization,Create Your Own Metropolis-Hastings Markov Chain Monte Carlo Algorithm for Bayesian Inference (With Python)
User: pmocz
Home Page: https://levelup.gitconnected.com/create-your-own-metropolis-hastings-markov-chain-monte-carlo-algorithm-for-bayesian-inference-with-fbabc3f01baa
astrophysics bayesian-statistics markov-chain mcmc parameter-estimation radial-velocities scientific-computing stochastic-optimization tutorial

prs98 / electric_vehicle_charging_simulation
stochastic-optimization,The goal of this project is to build a simulation model to determine the largest expected revenue from an electric vehicle charging station in a one month time period given the storage capacity, charging grid change costs, demand and supply.
User: prs98
decision-modelling simulation optimization stochastic-optimization operations-research octave matlab electric-vehicles charging-stations

rockstaedt / ses_opt
stochastic-optimization,Framework to model two stage stochastic unit commitment optimization problems.
User: rockstaedt
pyomo stochastic-optimization unit-commitment variance-reduction gurobi l-shape-method benders-decomposition

rwuilbercq / hive
stochastic-optimization,Artificial Bee Colony Algorithm in Python.
User: rwuilbercq
Home Page: https://rwuilbercq.github.io/Hive/
metaheuristics stochastic-optimization artificial-bee-colony

sachaizadi / stochastic-optimization
stochastic-optimization,One-week side project to play around stochastic optimization (how to take *good* decisions under uncertainty)
User: sachaizadi
gurobi linear-programming newsvendor-problem stochastic-optimization conditional-value-at-risk knapsack-problem mixed-integer-programming robust-optimization value-at-risk

sattwiksuman / supply-chain-analytics
stochastic-optimization,Deterministic and Stochastic Dynamic Programs for optimization of Supply Chain
User: sattwiksuman
supply-chain dynamic-programming stochastic-optimization demand-planning optimization supply-chain-analytics supply-chain-optimization

simpleart / spsa
stochastic-optimization,A simple implementation of SPSA with automatic learning rate tuning
User: simpleart
optimization gradient-descent derivative-free-optimization numerical-methods stochastic-optimization

sotostzam / particle-swarm-optimization
stochastic-optimization,Particle Swarm Optimization Python implementation
User: sotostzam
particle-swarm-optimization pso-algorithm optimization-algorithms search-algorithm stochastic-optimization

tomoleary / hessianlearn
stochastic-optimization,Hessian-based stochastic optimization in TensorFlow and keras
User: tomoleary
optimization optimization-algorithms stochastic-optimization newton-method second-order-optimization tensorflow keras

tstran155 / optimization-of-building-energy-consumption
stochastic-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 package, (3) Genetic algorithm with local search, and (4) Pymoo package to find optimum design parameters and minimum energy consumption.
User: tstran155
bayesian-optimization building-energy hvac machine-learning-algorithms sobol-indices xgboost-regression cross-validation latin-hypercube-sampling ipopt pyomo

tuantran23012000 / stochastic-logistic-sigmoid-regression
stochastic-optimization,
User: tuantran23012000
cvxopt logistic-regression nonconvex-optimization convex-optimization stochastic-optimization

yukishirai / conpt
stochastic-optimization,C++/python codes for contact-rich trajectory optimization.
User: yukishirai
bilevel-optimization casadi complementarity-constraints cpp eigen gurobi ipopt locomotion manipulation mixed-integer-programming

zeke-xie / positive-negative-momentum
stochastic-optimization,[ICML 2021] The official PyTorch Implementations of Positive-Negative Momentum Optimizers.
User: zeke-xie
deep-learning optimizer stochastic-optimization pytorch machine-learning momentum-optimization-algorithm

zeke-xie / stable-weight-decay-regularization
stochastic-optimization,[NeurIPS 2023] The PyTorch Implementation of Scheduled (Stable) Weight Decay.
User: zeke-xie
deep-learning optimizer regularization weight-decay stochastic-optimization pytorch