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stochastic-optimization

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ebrahimpichka /awesome-optimization

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

awesome optimization linear-programming awesome-list operations-research mathematical-modelling convex-optimization integer-programming discrete-optimization combinatorial-optimization stochastic-optimization linear-optimization mathematical-programming integer-linear-programming mathematical-optimization

UpdatedDec 15, 2024

esa /pygmo2

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

optimization parallel-computing artificial-intelligence evolutionary-algorithms meta-heuristic optimization-methods evolutionary-computation optimization-algorithms parallel-processing evolutionary-strategy multiobjective-optimization island-model stochastic-optimization meta-heuristics optimization-problem

UpdatedAug 10, 2024
C++

odow /SDDP.jl

A JuMP extension for Stochastic Dual Dynamic Programming

optimization julia optimal-control markov-decision-processes jump stochastic-optimization benders-decomposition sddp stochastic-programming markov-decision-process multistage-stochastic-optimization stochastic-integer sddip multistage-stochastic-integer stochastic-dual-dynamic-programming

UpdatedJan 6, 2026
Julia

infiniteopt /InfiniteOpt.jl

An intuitive modeling interface for infinite-dimensional optimization problems.

optimization julia differential-equations dynamic-programming modeling-language optimal-control nonlinear-optimization stochastic-optimization measure-theory pde-constrained-optimization

UpdatedJan 14, 2026
Julia

ACDSLab /MPPI-Generic

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

cpp robotics cuda mpc model-predictive-control stochastic-optimization mppi model-predictive-path-integral

UpdatedDec 3, 2025
Cuda

rwuilbercq /Hive

Artificial Bee Colony Algorithm in Python.

metaheuristics stochastic-optimization artificial-bee-colony

UpdatedApr 19, 2021
Python

keurfonluu /stochopy

Python library for stochastic numerical optimization

parallel differential-evolution mcmc evolutionary-algorithm pso cmaes stochastic-optimization

UpdatedJun 7, 2023
Python

Argonne-National-Laboratory /DSP

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

optimization julia parallel mixed-integer-programming stochastic-optimization

UpdatedJul 13, 2023
C++

hiroyuki-kasai /RSOpt

Riemannian stochastic optimization algorithms: Version 1.0.3

machine-learning big-data optimization machine-learning-algorithms constrained-optimization sgd manifold nonlinear-optimization optimization-algorithms large-scale-learning online-learning stochastic-optimizers variance-reduction stochastic-gradient-descent nonlinear-optimization-algorithms stochastic-optimization riemannian-manifold riemannian-optimization non-convex-optimization

UpdatedJan 5, 2023
MATLAB

zeke-xie /stable-weight-decay-regularization

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

deep-learning optimizer pytorch regularization stochastic-optimization weight-decay

UpdatedFeb 3, 2024
Python

pmocz /mcmc-python

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

tutorial markov-chain scientific-computing astrophysics parameter-estimation mcmc bayesian-statistics radial-velocities stochastic-optimization

UpdatedMay 8, 2025
Python

SimpleArt /spsa

A simple implementation of SPSA with automatic learning rate tuning

optimization gradient-descent numerical-methods stochastic-optimization derivative-free-optimization

UpdatedJun 5, 2022
Python

tstran155 /Optimization-of-building-energy-consumption

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.

machine-learning-algorithms cross-validation multi-objective-optimization pyomo deterministic bayesian-optimization hvac nonlinear-optimization nsga-ii multivariate-regression stochastic-optimization ipopt probabilistic-inference genetic-optimization-algorithm latin-hypercube-sampling building-energy xgboost-regression sobol-indices gurobi-solver pymoo

UpdatedMar 15, 2023
Jupyter Notebook

jbrea /CMAEvolutionStrategy.jl

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

optimization evolutionary-algorithm evolutionary-strategy stochastic-optimization derivative-free blackbox-optimization cma-es derivative-free-optimization

UpdatedJan 3, 2023
Julia

jiedxu /MatrixOptim.jl

Data-driven decision making under uncertainty using matrices

milp robust-optimization mixed-integer-programming stochastic-optimization benders-decomposition dantzig-wolfe-decomposition stochastic-programming decomposition-algorithm

UpdatedNov 15, 2024
Julia

cshjin /awesome-nonconvex-optimization

A collection of papers and readings for non-convex optimization

machine-learning optimization awesome-list stochastic-optimization nonconvex

UpdatedMar 20, 2019

simulated-annealing

jacobwilliams /simulated-annealing

Simulated Annealing with Modern Fortran

fortran optimization simulated-annealing stochastic-optimization annealing

UpdatedApr 20, 2025
Fortran

tomoleary /hessianlearn

Hessian-based stochastic optimization in TensorFlow and keras

tensorflow optimization keras optimization-algorithms stochastic-optimization newton-method second-order-optimization

UpdatedMar 29, 2022
Python

mingzhang-yin /ARM-gradient

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

variance-reduction discrete-optimization variational-bayes stochastic-optimization

UpdatedMar 9, 2019
Python

zeke-xie /Positive-Negative-Momentum

[ICML 2021] The official PyTorch Implementations of Positive-Negative Momentum Optimizers.

machine-learning deep-learning optimizer pytorch stochastic-optimization momentum-optimization-algorithm

UpdatedAug 30, 2022
Python

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