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Top 14 convex-optimization Open-Source Projects
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Optimization.jl
Mathematical Optimization in Julia. Local, global, gradient-based and derivative-free. Linear, Quadratic, Convex, Mixed-Integer, and Nonlinear Optimization in one simple, fast, and differentiable interface.
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SaaSHub
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Optimization-Python
General optimization (LP, MIP, QP, continuous and discrete optimization etc.) using Python
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cocp
Source code for the examples accompanying the paper "Learning convex optimization control policies."
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Project mention: Riskfolio-Lib: NEW Portfolio Selection and Optimisation - star count:2361.0 | /r/algoprojects | 2023-11-14
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: DeepDow: Portfolio optimization with deep learning. Portfolio Selection and Optimisation - star count:758.0 | /r/algoprojects | 2023-11-10
Project mention: cvxportfolio: NEW Portfolio Selection and Optimisation - star count:690.0 | /r/algoprojects | 2023-12-10
Project mention: SciPy: Interested in adopting PRIMA, but little appetite for more Fortran code | news.ycombinator.com | 2023-05-18Interesting response. I develop the Julia SciML organization https://sciml.ai/ and we'd be more than happy to work with you to get wrappers for PRIMA into Optimization.jl's general interface (https://docs.sciml.ai/Optimization/stable/). Please get in touch and we can figure out how to set this all up. I personally would be curious to try this out and do some benchmarks against nlopt methods.
[1] btw. I recommend InstallBasicPackageFiles.cmake if you are writing a library and don't want to travel down this absurd road yourself
I agree and I think I may be able to do what you propose (using COCP). Will share results once I get some. In general I think GPT can be really powerful in translating human feedback in cost functions and constraints for optimization problems.
convex-optimization related posts
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cvxportfolio: NEW Portfolio Selection and Optimisation - star count:690.0
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Riskfolio-Lib: NEW Portfolio Selection and Optimisation - star count:2361.0
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Riskfolio-Lib: NEW Portfolio Selection and Optimisation - star count:2361.0
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Riskfolio-Lib: NEW Portfolio Selection and Optimisation - star count:2361.0
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Riskfolio-Lib: NEW Portfolio Selection and Optimisation - star count:2313.0
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Riskfolio-Lib: NEW Portfolio Selection and Optimisation - star count:2222.0
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Riskfolio-Lib: NEW Portfolio Selection and Optimisation - star count:2222.0
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Index
What are some of the best open-source convex-optimization projects? This list will help you:
Project | Stars | |
---|---|---|
1 | Riskfolio-Lib | 2,706 |
2 | osqp | 1,565 |
3 | deepdow | 842 |
4 | cvxportfolio | 803 |
5 | Optimization.jl | 671 |
6 | osqp-eigen | 354 |
7 | Clarabel.rs | 253 |
8 | Open-L2O | 251 |
9 | Optimization-Python | 221 |
10 | portfolio_allocation_js | 169 |
11 | cocp | 75 |
12 | analisis-numerico-computo-cientifico | 44 |
13 | depict | 26 |
14 | Diversificador | 21 |
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