GuipengLi / optLBFGSLinks
Matlab code for the Limited-memory BFGS (Broyden–Fletcher–Goldfarb–Shanno) algorithm
☆31Updated 8 years ago
Alternatives and similar repositories for optLBFGS
Users that are interested in optLBFGS are comparing it to the libraries listed below
Sorting:
- MATLAB implementations of a variety of nonlinear programming algorithms.☆172Updated 5 years ago
- Application and framework for executing and testing numerical optimization methods. State of the art algorithms such as l-bfgs, cg_descen…☆38Updated 5 years ago
- A pure Matlab implementation of L-BFGS-B (LBFGSB)☆62Updated last year
- Randomized Greedy Polynomial Chaos Expansions☆11Updated 6 years ago
- Polynomial Chaos Expansion Toolbox for MATLAB☆34Updated 3 months ago
- MATLAB Toolbox including a collection of routines for the creation, and manipulation of Non-Uniform Rational B-Splines (NURBS), based on …☆20Updated 4 years ago
- Codes related to our paper "Sparse Polynomial Chaos Expansions via D-optimal Designs and Compressed Sensing." https://www.sciencedirect.…☆20Updated 6 years ago
- MATLAB/Octave library for stochastic optimization algorithms: Version 1.0.20☆224Updated 2 years ago
- Git Mirror of John Burkardt's great collection of MATLAB Software☆94Updated 6 years ago
- A modular code for teaching Surrogate Modeling-Based Optimization☆33Updated 5 years ago
- OPTI Toolbox☆229Updated 2 years ago
- Matlab library for gradient descent algorithms: Version 1.0.1☆67Updated 7 years ago
- MATLAB codes for "Computational Uncertainty Quantification for Inverse Problems," by Johnathan M. Bardsley☆34Updated 6 years ago
- Surrogate Based Design Optimization Toolbox☆33Updated 7 years ago
- In this repository, all the Matlab codes, used for developing my Master Thesis: "Polynomial Chaos Theory: Application to the stability of…☆15Updated 6 years ago
- MATLAB Toolbox for Handling 2D and 3D FEM Meshes☆52Updated 11 months ago
- Methods in numerical analysis. Includes: Lagrange interpolation, Chebyshev polynomials for optimal node spacing, iterative techniques to …☆47Updated 7 years ago
- The STK is a (not so) Small Toolbox for Kriging. Its primary focus is on the interpolation/regression technique known as kriging, which i…☆41Updated last year
- MATLAB package of iterative regularization methods and large-scale test problems. This software is described in the paper "IR Tools: A MA…☆91Updated 3 years ago
- An adaptive mesh refinement algorithm for MATLAB☆36Updated 5 years ago
- A level set methods implementation in Matlab☆29Updated 12 years ago
- Repo containing a copy of mcbench benchmarks☆114Updated 7 years ago
- Genetic Algorithms Toolbox☆60Updated 2 years ago
- ☆48Updated 4 years ago
- Contains all the MATLAB Code written in Numerical Methods for PDE☆29Updated 4 years ago
- repository for the Sparse Grids Matlab Kit source code. Full info on https://sites.google.com/view/sparse-grids-kit☆17Updated last year
- Matlab Toolbox for the Numerical Solution of Stochastic Differential Equations☆104Updated 5 years ago
- Compressive dynamic mode decomposition with control for compressive system identification☆40Updated 7 years ago
- standard, high-dimensional, parallel, constrained, and multiobjective Bayesian optimization algorithms☆45Updated 10 months ago
- Stefan Engblom's Matlab libraries☆60Updated 3 years ago