Open-source projects categorized as numerical-optimization Edit details
Language filter: + Python + C++ + Rust + Julia + MATLAB

Top 8 numerical-optimization Open-Source Projects

  • tf-quant-finance

    High-performance TensorFlow library for quantitative finance.

    Project mention: tf-quant-finance: NEW Derivatives and Hedging - star count:3277.0 | | 2022-09-17
  • ceres-solver

    A large scale non-linear optimization library

    Project mention: Photometric Bundle Adjustment library? | | 2022-06-07 (if you want to implement it manually, see tutorials & openCV sfm module)


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  • osqp

    The Operator Splitting QP Solver

    Project mention: Ask HN: Do you use an optimization solver? Which one? Why? Do you like it? | | 2022-04-20

    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.


  • mpmath

    Python library for arbitrary-precision floating-point arithmetic

    Project mention: were can i find advance ( hardest ) python projects with source code ? | | 2022-09-15
  • argmin

    Mathematical optimization in pure Rust

    Project mention: Is there a library for non-linear optimization in Rust? | | 2022-01-27

    You might find interest in argmin, a collection of common optimization algorithms.

  • pybobyqa

    Python-based Derivative-Free Optimization with Bound Constraints

  • NumericalAlgorithms.jl

    [DEPRECATED] Statistics & Numerical algorithms implemented in Julia.

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  • fminslp

    matlab based optimizer framework for Sequential Linear Programming (SLP) coupled with a global convergence filter

    Project mention: Solver for nonlinear MPC | | 2022-08-31
NOTE: The open source projects on this list are ordered by number of github stars. The number of mentions indicates repo mentiontions in the last 12 Months or since we started tracking (Dec 2020). The latest post mention was on 2022-09-17.

numerical-optimization related posts


What are some of the best open-source numerical-optimization projects? This list will help you:

Project Stars
1 tf-quant-finance 3,329
2 ceres-solver 2,611
3 osqp 1,134
4 mpmath 686
5 argmin 517
6 pybobyqa 54
7 NumericalAlgorithms.jl 10
8 fminslp 3
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