Top 15 numerical-optimization Open-Source Projects

• tf-quant-finance

  133 4,259 2.9 Python

  High-performance TensorFlow library for quantitative finance.

  

Project mention: tf-quant-finance: NEW Derivatives and Hedging - star count:3911.0 | /r/algoprojects | 2023-06-10

• ceres-solver

  8 3,589 8.3 C++

  A large scale non-linear optimization library

  

Project mention: The Elements of Differentiable Programming | news.ycombinator.com | 2024-03-22

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

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• osqp

  4 1,550 6.1 C

  The Operator Splitting QP Solver

  

Project mention: Best/Any Convex Optimization Solver for Rust? | /r/rust | 2023-05-31

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.

• mpmath

  10 906 8.9 Python

  Python library for arbitrary-precision floating-point arithmetic

  

Project mention: mpmath – Python library for arbitrary-precision floating-point arithmetic | news.ycombinator.com | 2024-01-19

• argmin

  2 883 9.3 Rust

  Numerical optimization in pure Rust

  

• prima

  10 265 9.9 Fortran

  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.

  

Project mention: Nagfor supports half-precision floating-point numbers | news.ycombinator.com | 2024-03-06

1. 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.

• NLopt.jl

  1 252 5.7 Julia

  Package to call the NLopt nonlinear-optimization library from the Julia language

  

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• parmoo

  4 71 7.1 Python

  Python library for parallel multiobjective simulation optimization

  

• pybobyqa

  1 70 5.8 Python

  Python-based Derivative-Free Optimization with Bound Constraints

  

• Burkardt-Fortran-90

  1 39 8.2

  Classification of John Burkardt's many Fortran 90 codes

Project mention: What numerical libraries (besides LAPACK) do you normally use in Fortran? | /r/fortran | 2023-06-09

I 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 .

• NumericalAlgorithms.jl

  9 12 0.0 Julia

  [DEPRECATED] Statistics & Numerical algorithms implemented in Julia.

• nonlinear-optimization-ad

  0 8 8.6 Haskell

  Several Haskell packages for numerical optimizations.

• util

  1 6 0.0 Fortran

  My machine learning, optimization, and data science utilities package. (by tchlux)

• Optimization-Codes-by-ChatGPT

  2 5 5.4 Fortran

  numerical optimization subroutines in Fortran generated by ChatGPT-4

Project mention: Fortran tutorial using ChatGPT | /r/fortran | 2023-06-09

Another experiment with ChatGPT was using it to generate subroutines for numerical optimization: https://github.com/Beliavsky/Optimization-Codes-by-ChatGPT .

• fminslp

  2 4 0.0 MATLAB

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

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numerical-optimization related posts

• Fortran tutorial using ChatGPT
  2 projects | /r/fortran | 9 Jun 2023
• A large scale non-linear optimization library
  1 project | /r/hypeurls | 19 Oct 2022
• A large scale non-linear optimization library
  2 projects | news.ycombinator.com | 19 Oct 2022
• Solver for nonlinear MPC
  1 project | /r/optimization | 31 Aug 2022
• Photometric Bundle Adjustment library?
  6 projects | /r/computervision | 7 Jun 2022
• Gradients Without Backpropagation
  4 projects | news.ycombinator.com | 2 Mar 2022
• Is there a library for non-linear optimization in Rust?
  3 projects | /r/rust | 27 Jan 2022
• A note from our sponsor - InfluxDB
  www.influxdata.com | 19 Apr 2024

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