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Top 15 numerical-optimization Open-Source Projects
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InfluxDB
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prima
PRIMA is a package for solving general nonlinear optimization problems without using derivatives. It provides the reference implementation for Powell's derivative-free optimization methods, i.e., COBYLA, UOBYQA, NEWUOA, BOBYQA, and LINCOA. PRIMA means Reference Implementation for Powell's methods with Modernization and Amelioration, P for Powell.
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WorkOS
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fminslp
matlab based optimizer framework for Sequential Linear Programming (SLP) coupled with a global convergence filter
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Project mention: tf-quant-finance: NEW Derivatives and Hedging - star count:3911.0 | /r/algoprojects | 2023-06-10
I can't reply to the guy saying julia is the only one. But there are others.
Ceres uses dual numbers
https://github.com/ceres-solver/ceres-solver/blob/master/inc...
This library from google is used everywhere in robotics, so it's hardly some backwater little side project.
So does c++ autodiff
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.
Project mention: mpmath – Python library for arbitrary-precision floating-point arithmetic | news.ycombinator.com | 2024-01-19
Project mention: Nagfor supports half-precision floating-point numbers | news.ycombinator.com | 2024-03-061. nagfor Release 7.1(Hanzomon) Build 7149 released on March 5, 2024, fixed all the bugs spotted, but introduced an ICE when compiling PRIMA ( http://www.libprima.net ). The ICE has nothing to do with half-precision real, because it occurs when PRIMA is configured to use single or double precision. It can be reproduced by
```
git clone https://github.com/libprima/prima.git && cd prima && git checkout ec42cb0 && cd fortran/examples/lincoa && make ntest
```
2. nagfor 7.2 released on 6 March, 2024 included neither the ICE nor the fixes for the bugs.
Project mention: What numerical libraries (besides LAPACK) do you normally use in Fortran? | /r/fortran | 2023-06-09I have used many codes by John Burkardt https://people.sc.fsu.edu/~jburkardt/f_src/f_src.html and classified them at https://github.com/Beliavsky/Burkardt-Fortran-90 .
Another experiment with ChatGPT was using it to generate subroutines for numerical optimization: https://github.com/Beliavsky/Optimization-Codes-by-ChatGPT .
numerical-optimization related posts
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- A large scale non-linear optimization library
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- Photometric Bundle Adjustment library?
- Gradients Without Backpropagation
- Is there a library for non-linear optimization in Rust?
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Index
What are some of the best open-source numerical-optimization projects? This list will help you:
Project | Stars | |
---|---|---|
1 | tf-quant-finance | 4,265 |
2 | ceres-solver | 3,589 |
3 | osqp | 1,559 |
4 | mpmath | 906 |
5 | argmin | 883 |
6 | prima | 266 |
7 | NLopt.jl | 252 |
8 | parmoo | 71 |
9 | pybobyqa | 70 |
10 | Burkardt-Fortran-90 | 39 |
11 | NumericalAlgorithms.jl | 12 |
12 | nonlinear-optimization-ad | 8 |
13 | util | 6 |
14 | Optimization-Codes-by-ChatGPT | 5 |
15 | fminslp | 4 |
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