thorek1 / MacroModelling.jl Star 122 Code Issues Pull requests Discussions Macros and functions to work with DSGE models. dynamical-systems dynamic-programming optimal-control dsge macroeconomics perturbation difference-equations implicit-differentiation Updated Sep 1, 2025 Julia
JuliaNonconvex / Nonconvex.jl Star 118 Code Issues Pull requests Toolbox for gradient-based and derivative-free non-convex constrained optimization with continuous and/or discrete variables. optimization automatic-differentiation evolutionary-algorithms global-optimization black-box-optimization semidefinite-programming bayesian-optimization nonlinear-optimization nonlinear-programming metaheuristics discrete-optimization derivative-free-optimization method-of-moving-asymptotes implicit-differentiation gradient-based-optimisation augmented-lagrangian-method interior-point-optimizer surrogate-assisted-optimization mixed-integer-nonlinear-programming Updated Jan 23, 2024 Julia
mohamed82008 / DifferentiableFactorizations.jl Star 30 Code Issues Pull requests Differentiable matrix factorizations using ImplicitDifferentiation.jl. automatic-differentiation matrix-factorization svd lu-decomposition qr-decomposition matrix-decompositions cholesky-decomposition svd-matrix-factorisation schur-decomposition eigendecomposition implicit-differentiation generalized-eigenvalue forward-mode-autodiff reverse-mode-autodiff Updated Sep 14, 2023 Julia