2 个仓库
Awesome GitHub RepositoriesMathematical Program Solvers
Software for formulating and solving linear, quadratic, and nonlinear optimization programs.
Distinct from Mathematical Problem Solving Toolkits: Directly relates to solving mathematical programs with custom gradients, not interactive puzzle toolkits.
Explore 2 awesome GitHub repositories matching scientific & mathematical computing · Mathematical Program Solvers. Refine with filters or upvote what's useful.
Awesome Mathematical Program Solvers GitHub Repositories
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- robotlocomotion/drake
RobotLocomotion/drake
3,910在 GitHub 上查看Drake is a robotics simulation framework and control system modeling tool used for designing, simulating, and verifying the dynamics of complex robotic systems. It functions as a multibody dynamics simulator and a mathematical optimization library, providing a suite of algorithms for trajectory optimization and the simulation of articulated robots. The framework is distinguished by its block-diagram system for composing dynamical subsystems and its ability to formulate and solve diverse mathematical programs, including linear, quadratic, and nonconvex nonlinear problems. It supports specializ
Formulates and solves linear, quadratic, and nonlinear optimization problems including custom gradient specifications.
C++drakerobotics - dcajasn/riskfolio-lib
dcajasn/Riskfolio-Lib
3,784在 GitHub 上查看Riskfolio-Lib is a Python portfolio optimization library and convex risk management tool. It provides a framework for calculating optimal asset allocations using convex risk measures and mathematical programming solvers, supporting linear, quadratic, and semidefinite programming. The library features a hierarchical risk parity framework and financial asset clustering tools to group similar instruments and improve diversification. It includes a portfolio backtesting engine for simulating investment strategies using historical data and cross-validation. The system covers a broad range of quant
Integrates with various mathematical program solvers to execute linear, quadratic, and semidefinite programming.
C++asset-allocationconvex-optimizationcvar-optimization
