osqp | SciPy | |
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4 | 50 | |
1,605 | 12,610 | |
2.5% | 1.2% | |
8.1 | 10.0 | |
25 days ago | 5 days ago | |
C | Python | |
Apache License 2.0 | BSD 3-clause "New" or "Revised" License |
Stars - the number of stars that a project has on GitHub. Growth - month over month growth in stars.
Activity is a relative number indicating how actively a project is being developed. Recent commits have higher weight than older ones.
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osqp
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Best/Any Convex Optimization Solver for Rust?
There's also two bindings for the osqp library (which is written in C), osqp published 2 years ago and osqp-rust published 3 months ago. I don't know what are the differences between them, but they both target osqp 0.6.2 (released in 2021) while the last released version is osqp 0.6.3 which was released last week.
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Cvxpy probs
Cvxpy is overkill for a standard quadratic program. I’d recommend trying OSQP https://osqp.org which can take advantage of sparsity.
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Ask HN: Do you use an optimization solver? Which one? Why? Do you like it?
I have been using OSQP [1] quite a bit in a project where I needed to solve many quadratic programs (QPs). When I started the project, OSQP didn't exist yet; I ended up using both cvxopt and MOSEK; both were frustratingly slow.
After I picked up the project again a year later, I stumbled across the then new OSQP. OSQP blew both cvxopt and MOSEK out of the water (up to 10 times faster) in terms of speed and quality of the solutions. Plus the C interface was quite easy to use and super easy (as far as numerics C code goes) to integrate into my larger project.
[1] https://osqp.org/
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What's the industry standard "fast" library for optimization methods?
For quadratic programming—which is a class of problems in convex optimization, which is a sub-field of numerical optimization in general—a solver that is frequently used is OSQP. Although it is implemented in C++ you can also use it in Python thanks to its bindings. If your goal is to use a solver that's state-of-the-art and relatively versatile it is a good pick. If your goal is to find the best solver for a given problem, then there is no one-stop-shop. For example in this benchmark OSQP was the best-performing solver for sparse problems but quadprog performed better on dense problems.
SciPy
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What Is a Schur Decomposition?
I guess it is a rite of passage to rewrite it. I'm doing it for SciPy too together with Propack in [1]. Somebody already mentioned your repo. Thank you for your efforts.
[1]: https://github.com/scipy/scipy/issues/18566
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Fortran codes are causing problems
Fortran codes have caused many problems for the Python package Scipy, and some of them are now being rewritten in C: e.g., https://github.com/scipy/scipy/pull/19121. Not only does R have many Fortran codes, there are also many R packages using Fortran codes: https://github.com/r-devel/r-svn, https://github.com/cran?q=&type=&language=fortran&sort=. Modern Fortran is a fine language but most legacy Fortran codes use the F77 style. When I update the R package quantreg, which uses many Fortran codes, I get a lot of warning messages. Not sure how the Fortran codes in the R ecosystem will be dealt with in the future, but they recently caused an issue in R due to the lack of compiler support for Fortran: https://blog.r-project.org/2023/08/23/will-r-work-on-64-bit-arm-windows/index.html. Some renowned packages like glmnet already have their Fortran codes rewritten in C/C++: https://cran.r-project.org/web/packages/glmnet/news/news.html
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[D] Which BLAS library to choose for apple silicon?
There are several lessons here: a) vanilla conda-forge numpy and scipy versions come with openblas, and it works pretty well, b) do not use netlib unless your matrices are small and you need to do a lot of SVDs, or idek why c) Apple's veclib/accelerate is super fast, but it is also numerically unstable. So much so that the scipy's devs dropped any support of it back in 2018. Like dang. That said, they are apparently are bring it back in, since the 13.3 release of macOS Ventura saw some major improvements in accelerate performance.
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SciPy: Interested in adopting PRIMA, but little appetite for more Fortran code
First, if you read through that scipy issue (https://github.com/scipy/scipy/issues/18118 ) the author was willing and able to relicense PRIMA under a 3-clause BSD license which is perfectly acceptable for scipy.
For the numerical recipes reference, there is a mention that scipy uses a slightly improved version of Powell's algorithm that is originally due to Forman Acton and presumably published in his popular book on numerical analysis, and that also happens to be described & included in numerical recipes. That is, unless the code scipy uses is copied from numerical recipes, which I presume it isn't, NR having the same algorithm doesn't mean that every other independent implementation of that algorithm falls under NR copyright.
- numerically evaluating wavelets?
- Fortran in SciPy: Get rid of linalg.interpolative Fortran code
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Optimization Without Using Derivatives
Reading the discussions under a previous thread titled "More Descent, Less Gradient"( https://news.ycombinator.com/item?id=23004026 ), I guess people might be interested in PRIMA ( www.libprima.net ), which provides the reference implementation for Powell's renowned gradient/derivative-free (zeroth-order) optimization methods, namely COBYLA, UOBYQA, NEWUOA, BOBYQA, and LINCOA.
PRIMA solves general nonlinear optimizaton problems without using derivatives. It implements Powell's solvers in modern Fortran, compling with the Fortran 2008 standard. The implementation is faithful, in the sense of being mathmatically equivalent to Powell's Fortran 77 implementation, but with a better numerical performance. In contrast to the 7939 lines of Fortran 77 code with 244 GOTOs, the new implementation is structured and modularized.
There is a discussion to include the PRIMA solvers into SciPy ( https://github.com/scipy/scipy/issues/18118 ), replacing the buggy and unmaintained Fortran 77 version of COBYLA, and making the other four solvers available to all SciPy users.
- What can I contribute to SciPy (or other) with my pure math skill? I’m pen and paper mathematician
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Emerging Technologies: Rust in HPC
if that makes your eyes bleed, what do you think about this? https://github.com/scipy/scipy/blob/main/scipy/special/specfun/specfun.f (heh)
- Python
What are some alternatives?
MControlCenter - An application that allows you to change the settings of MSI laptops running Linux
SymPy - A computer algebra system written in pure Python
HiGHS - Linear optimization software
statsmodels - Statsmodels: statistical modeling and econometrics in Python
quadprog - Quadratic Programming Solver
NumPy - The fundamental package for scientific computing with Python.
golomb-solver - Create Golomb rulers with constraint programming
Pandas - Flexible and powerful data analysis / manipulation library for Python, providing labeled data structures similar to R data.frame objects, statistical functions, and much more
vroom - Vehicle Routing Open-source Optimization Machine
astropy - Astronomy and astrophysics core library
python-mip - Python-MIP: collection of Python tools for the modeling and solution of Mixed-Integer Linear programs
or-tools - Google's Operations Research tools: