A Python-embedded modeling language for convex optimization problems.
翻译 - 用于凸优化问题的Python嵌入式建模语言。
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
翻译 - Riskfolio-Lib是一个库,用于使用Python进行定量战略资产分配或投资组合优化。
#计算机科学#The Operator Splitting QP Solver
#计算机科学#Python library for portfolio optimization built on top of scikit-learn
#时序数据库#Portfolio optimization and back-testing.
#计算机科学#Portfolio optimization with deep learning.
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 inte...
#计算机科学#Awesome Multitask Learning Resources
A Julia package for disciplined convex programming
Meta-Learning with Differentiable Convex Optimization (CVPR 2019 Oral)
Simple Eigen-C++ wrapper for OSQP library
Clarabel.rs: Interior-point solver for convex conic optimisation problems in Rust.
#Awesome#A curated list of mathematical optimization courses, lectures, books, notes, libraries, frameworks and software.
Collected study materials in Numerical Optimization ANU@MATH3514(HPC)
COSMO: Accelerated ADMM-based solver for convex conic optimisation problems (LP, QP, SOCP, SDP, ExpCP, PowCP). Automatic chordal decomposition of sparse semidefinite programs.
Sequential Convex Programming Toolbox for nonconvex trajectory optimization.
#计算机科学#Input Convex Neural Networks
Multi-Purpose MPC for Reference Path Tracking, Time-Optimal Driving and Obstacle Avoidance
Open-L2O: A Comprehensive and Reproducible Benchmark for Learning to Optimize Algorithms