Search Results for "convex programming"

...These formulations rely on the problem being modeled by combining Convex.jl's "atoms" or primitives according to certain rules which ensure convexity, called the disciplined convex programming (DCP) ruleset. If these atoms are combined in a way that does not ensure convexity, the extended formulations are often invalid.

SDDP.jl is a JuMP extension for solving large convex multistage stochastic programming problems using stochastic dual dynamic programming.

KACTL (the KTH Algorithmic Contest Template Library) is an extensively curated and high-performance C++ algorithms library created by the competitive programming team at the Royal Institute of Technology (KTH) to serve as a trusted, battle-tested codebase for algorithmic contests, programming competitions, and general algorithm development. The repository aggregates dozens of concise implementations of essential data structures, numerical methods, graph algorithms, string processing tools,...

ProxSDP is an open-source semidefinite programming (SDP) solver based on the paper "Exploiting Low-Rank Structure in Semidefinite Programming by Approximate Operator Splitting". The main advantage of ProxSDP over other state-of-the-art solvers is the ability to exploit the low-rank structure inherent to several SDP problems.

A lightweight hyperspectral imaging library that provides developers with spectral algorithms for the Python programming language. New for v0.14.x: a scikit-learn bridge (alpha and partial). The functions and classes are organized by topics: * abundance maps: FCLS, NNLS, UCLS * classification: AbundanceClassification, NormXCorr, KMeans SAM, SID, SVC * detection: ACE, CEM, GLRT, MatchedFilter, OSP * distance: chebychev, NormXCorr, SAM, SID * endmembers extraction: ATGP, FIPPI, NFINDR, PPI * material count: HfcVd, HySime * noise: Savitzky Golay, MNF, whiten * sigproc: bilateral * sklearn: HyperEstimatorCrossVal, HyperSVC and others * spectro: convex hull quotient, features extraction (tetracorder style), USGS06 lib interface * util: load_ENVI_file, load_ENVI_spec_lib, corr, cov and others The library do an extensive use of the numpy numeric library and can achieve good speed. ...

...The organization is similar to STL: there are algorithms, collections, functional objects, iterators and adaptors. This architecture allows productive and flexible programming while keeping the code as fast as possible. 1.2. Gray wavefront functions to extract convex hulls, concavities, dales, ridges, rays, angles, waterfalls, and multitude of their relations. Comprehencive test and document functions are provided. This is a research project, attention has been made to produce clear code and investigate new functions. ...

...It returns the vector of assets' shares that composes the optimal portfolio. In order to minimise the variance it internally uses QuadProg++, a library that implement the algorithm of Goldfarb and Idnani for the solution of a (convex) Quadratic Programming problem by means of an active-set dual method. This solution is very efficient as it allows to solve hundred of thousand of portfolio problems in seconds. PortOpt runs as a text/console tool so it can be easily used in your own scripts.

A C++ library for Quadratic Programming which implements the Goldfarb-Idnani active-set dual method. At present it is limited to the solution of strictly convex quadratic programs. The project has moved to GitHub (https://github.com/liuq/QuadProgpp).

Yet another library of convex optimization routines; this one works with the GNU scientific library. Focuses on interior point methods for linear programming, second order cone programing and semidefinite programming