The ultimate collection of preconditioners

Structured Matrix Package (LBNL)

保存博客中引用的文档

A comprehensive catalog of modern and classic books on C++ programming language

Form symmetric block matrices and condense them (eliminating blocks) at compile time using Schur complements. The goal is to manipulate KKT/augmented/saddle-point systems symbolically to obtain equ…

A C++/Python library for incomplete LU factorizations based on Jan Mayer's ILU++

A curated list of outstanding Free, Libre, and Open Source Software (FLOSS) Computer Algebra Systems (CAS) for mathematicians, educators, and researchers.

library for nonlinear optimization, wrapping many algorithms for global and local, constrained or unconstrained, optimization

A header-only C++ library for numerical optimization --

Fatrop is a nonlinear optimal control problem solver that aims to be fast, support a broad class of optimal control problems and achieve a high numerical robustness.

pyOptSparse is an object-oriented framework for formulating and solving nonlinear constrained optimization problems in an efficient, reusable, and portable manner.

Krylov methods for linear problems, eigenvalues, singular values and matrix functions

Sparse Parallel Robust Algorithms Library

Primary repository for the Trilinos Project

Code for solving LP on GPU using first-order methods

Gaia Physics Engine

SQPhotstart: A Sequential Quadratic Programming Solver for Constrained Nonlinear Optimization

[Experimental] A SQP solver implemented with Eigen.

A curated list of mathematical optimization courses, lectures, books, notes, libraries, frameworks and software.

An Eigen-based, light-weight C++ Interface to Nonlinear Programming Solvers (Ipopt, Snopt)

Nonlinear Optimization Preprocessing tEchniques

A next-gen solver for nonlinearly constrained nonconvex optimization. Modular and lightweight, it unifies iterative methods (SQP vs interior points) and globalization techniques (filter method vs m…

Python interface to automatically formulate Machine Learning models into Mixed-Integer Programs

Concat multiple C++ containers to a single iterable object

Fast and embedded solvers for nonlinear optimal control

Benchmark for quadratic programming solvers available in Python