Newton and Quasi-Newton optimization with PyTorch
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Mar 10, 2024 - Python
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newton-method
Here are 114 public repositories matching this topic...
A next-gen Lagrange-Newton solver for nonconvex constrained optimization. Unifies barrier and SQP methods in a generic way, and implements various globalization flavors (line search/trust region and merit function/filter method/funnel method). Competitive against filterSQP, IPOPT, SNOPT, MINOS and CONOPT.
cpp optimization constrained-optimization gradient-descent optimization-methods numerical-optimization nonlinear-programming-algorithms nonlinear-optimization optimization-algorithms nonlinear-programming quadratic-programming interior-point-method newton-method continuous-optimization sequential-quadratic-programming mathematical-programming mathematical-optimization nonconvex-optimization local-optimization optimization-solver
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Dec 16, 2024 - C++
High-performance and differentiation-enabled nonlinear solvers (Newton methods), bracketed rootfinding (bisection, Falsi), with sparsity and Newton-Krylov support.
julia high-performance-computing differential-equations factorization nonlinear-equations sparse-matrix sparse-matrices newton-raphson steady-state bracketing equilibrium newton-method scientific-machine-learning sciml newton-krylov deep-equilibrium-models
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Dec 17, 2024 - Julia
Python machine learning applications in image processing, recommender system, matrix completion, netflix problem and algorithm implementations including Co-clustering, Funk SVD, SVD++, Non-negative Matrix Factorization, Koren Neighborhood Model, Koren Integrated Model, Dawid-Skene, Platt-Burges, Expectation Maximization, Factor Analysis, ISTA, F…
naive-bayes expectation-maximization support-vector-machine ridge-regression expectation-maximization-algorithm factor-analysis dbscan em-algorithm linear-discriminant-analysis stochastic-gradient-descent latent-semantic-analysis lasso-regression multinomial-naive-bayes singular-value-decomposition batch-gradient-descent sequential-minimal-optimization newton-method low-rank-approximation independent-component-analysis k-nearest-neighbors
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Dec 16, 2022 - Jupyter Notebook
Drawing Newton's fractal using pure js, rust-wasm, SIMDs, threads and GPU
rust webgl glsl wasm web-worker simd threads webgl2 newton-fractals newton-method newton-fractal newtons-fractal
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May 24, 2022 - TypeScript
Basic Machine Learning implementation with python
machine-learning linear-regression machine-learning-algorithms multinomial-naive-bayes k-means-implementation-in-python newton-method multiclass-logistic-regression gaussian-naive-bayes-implementation naive-bayes-implementation perceptron-algorithm gaussian-discriminant-analysis logistic-regression-scratch multiclass-gda-implementation wrapper-me
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Jul 1, 2020 - Jupyter Notebook
Hessian-based stochastic optimization in TensorFlow and keras
tensorflow optimization keras optimization-algorithms stochastic-optimization newton-method second-order-optimization
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Mar 29, 2022 - Python
Implementation and visualization (some demos) of search and optimization algorithms.
optimization conjugate-gradient-descent policy-iteration value-iteration a-star-algorithm newton-method simulated-annealing-algorithm cross-entropy-method search-gradient
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Nov 30, 2021 - Python
Python and MATLAB code for Stein Variational sampling methods
sampling bayesian-inference variational-inference lstm-neural-networks optimisation changepoint newton-method stein-variational-gradient-decent hawkes-process stein-variational-newton svocd
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May 25, 2019 - Jupyter Notebook
This package is dedicated to high-order optimization methods. All the methods can be used similarly to standard PyTorch optimizers.
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Nov 28, 2024 - Python
Implementation and analysis of convex optimization algorithms
machine-learning gradient-descent convex-optimization stochastic-gradient-descent newton-method proximal-gradient-descent
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Aug 14, 2020 - Jupyter Notebook
If you find any errors in the work of algorithms, you can fix them by creating a pull request
csharp math least-squares numerical-methods numerical-analysis interpolation-methods newton-method aiken lagrange-polynomial-interpolation fixed-point-iteration bisection-method steffensen-s-method solving-system chord-method aitken-method
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Nov 12, 2018 - C#
Optimization course for MSAI at MIPT
lectures optimization slides gradient-descent optimization-algorithms convex-optimization newton-method
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Dec 5, 2022 - Jupyter Notebook
ForSolver - linear and nonlinear solvers
fortran solver newton-raphson linear-system-solver newton-method finite-difference-method nonlinear-systems quasi-newton-method fortran-package-manager complex-step-differentiation
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Feb 3, 2024 - Fortran
Prototyping of matrix free Newton methods in Julia
optimization julia optimization-algorithms stochastic-optimization newton-method second-order-optimization
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Aug 17, 2021 - Julia
Collection of functions to find roots of functions float → float. Pure OCaml code.
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Nov 11, 2021 - OCaml
This is a Numerical Analysis course project, implementing numerical analysis methods.
matlab numerical-methods gaussian-elimination euler-method newton-method bisection-method simpson-method laplace-equation-solver
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Aug 3, 2023 - MATLAB
Optimization course assignments under the supervision of Dr. Maryam Amirmazlaghani
optimization constrained-optimization line-search conjugate-gradient dogleg-method quasi-newton primal-dual newton-method unconstrained-optimization trust-region dogleg-algorithm trust-region-dogleg-algorithm barrier-method cauchy-point steepest-descent-direction newton-direction linear-conjugate-gradient log-barrier primal-dual-interior-point
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Jul 6, 2019 - Jupyter Notebook
C++11 implementation of numerical algorithms described in Numerical Analysis by Richard L. Burden and J. Douglas Faires
mathematics curve-fitting cpp17 numerical-methods numerical-integration euler-method newton-method numerical-differentiation lagrange-interpolation taylor-method bisection-method secant-method divided-differences nonlinear-systems fixed-point-method modified-newton-method regula-falsi-method gauss-methods runga-kutta-method
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Sep 12, 2022 - C++
Polynomial essentials for Golang including real root isolation, complex root solving methods, root bounds, and derivatives.
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Jun 3, 2024 - Go
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