Portfolio optimization and back-testing.

Use PyTorch Models with CasADi for data-driven optimization or learning-based optimal control. Supports Acados.

Making your benchmark of optimization algorithms simple and open

zoofs is a python library for performing feature selection using a variety of nature-inspired wrapper algorithms. The algorithms range from swarm-intelligence to physics-based to Evolutionary. It's easy to use , flexible and powerful tool to reduce your feature size.

(NeurIPS 2020) Transductive Information Maximization for Few-Shot Learning https://arxiv.org/abs/2008.11297

Official PyTorch Implementation for Fast Adaptive Multitask Optimization (FAMO)

Implementation of various optimization methods

Gradient-free optimization method for multivariable functions based on the low rank tensor train (TT) format and maximal-volume principle.

[MICCAI 2024] On-the-Fly Guidance Training for Medical Image Registration. Pre-print available in link below.

An AUGMECON based multi-objective optimization solver for Pyomo.

Python Tools to Practically Model and Solve the Problem of High Speed Rotor Balancing.

Python trust-region subproblem solvers for nonlinear optimization

[Python] [arXiv/cs] Paper "An Overview of Gradient Descent Optimization Algorithms" by Sebastian Ruder

'Portfolio Analysis, methods for portfolio optimization'

A module for solving linear programming problems on Python.

A MODular development environment and library for OPTimization algorithms

An electromagnetic solver capable of simulating and optimizing 1D (thin-layer) structures via the semi-analytical transfer matrix method. For example, one can simulate and optimize broadband distributed Bragg reflectors, anti-reflection coatings, optical bandpass filters, and photovoltaic devices.

Python Quadratic Majorization-Minimization (MM) optimization algorithms of half-quadratic criteria. Inverses problems, image restoration, denoising, ...

Scalable Computation of Hessian Diagonals

Causal Dynamic Network Modeling