markomil / vilin-numerical-optimization
Application and framework for executing and testing numerical optimization methods. State of the art algorithms such as l-bfgs, cg_descent, Levenberg-Marquardt etc. A various line search methods: Wolfe, strong Wolfe, More-Thuente, approx-Wolfe. Useful and user friendly gui
☆39Updated 4 years ago
Alternatives and similar repositories for vilin-numerical-optimization:
Users that are interested in vilin-numerical-optimization are comparing it to the libraries listed below
- Matlab code for the Limited-memory BFGS (Broyden–Fletcher–Goldfarb–Shanno) algorithm☆30Updated 7 years ago
- Proximal gradient algorithm for convex optimization, using a diagonal +/- rank-1 norm☆20Updated last month
- Fractional Order Numerical Methods☆11Updated 5 years ago
- Matlab implementation of the Adam stochastic gradient descent optimisation algorithm☆56Updated 7 years ago
- MATLAB implementations of a variety of nonlinear programming algorithms.☆166Updated 4 years ago
- MATLAB codes for multilevel optimal transport☆25Updated 5 years ago
- In this repository, all the Matlab codes, used for developing my Master Thesis: "Polynomial Chaos Theory: Application to the stability of…☆14Updated 6 years ago
- Magnetic resonance imaging (MRI) images are known to be sparse. This is an implementation using non-convex penalty function that encourag…☆19Updated 5 years ago
- This includes codes for Alternating Direction Method of Multipliers (ADMM) on several interesting applications, such as Lq basis pursuit,…☆19Updated 9 years ago
- Matlab library for gradient descent algorithms: Version 1.0.1☆68Updated 6 years ago
- Polynomial Chaos Expansion Toolbox for MATLAB☆33Updated last year
- MATLAB library of gradient descent algorithms for sparse modeling: Version 1.0.3☆52Updated 6 years ago
- Non-convex optimization using proximal methods☆13Updated 6 years ago
- Codes related to our paper "Sparse Polynomial Chaos Expansions via D-optimal Designs and Compressed Sensing." https://www.sciencedirect.…☆20Updated 5 years ago
- SuiteLasso: a MATLAB suite for regression problems with generalized Lasso regularizers☆18Updated 3 years ago
- SON-EM - Algorithm for parameter estimation of hybrid time-varying parameter systems using Sum of Norms regularization and Expectation Ma…☆10Updated 6 years ago
- A comparison between two methods of the nonlinear optimization: Sequential Quadratic Programming and Semismooth Newton☆33Updated 9 years ago
- Adaptive Regularized Newton Method for Riemannian Optimization☆30Updated 5 years ago
- Randomized Greedy Polynomial Chaos Expansions☆12Updated 5 years ago
- Optimization using Stochastic quasi-Newton methods☆43Updated 8 years ago
- Globally Convergent Type-I Anderson Acceleration for Non-Smooth Fixed-Point Iterations☆20Updated 6 years ago
- Compressive dynamic mode decomposition with control for compressive system identification☆38Updated 7 years ago
- The MATLAB code below implements the second-order SPSA (simultaneous perturbation stochastic approximation) and second-order SG (stochast…☆11Updated 4 years ago
- Matlab interface for sparse nonlinear optimizer SNOPT☆57Updated 3 years ago
- ☆14Updated 8 years ago
- Bayesian System IDentification☆28Updated 7 years ago
- Matlab interface for OSQP☆47Updated 10 months ago
- Nonlinear optimization for MATLAB.☆28Updated 4 years ago
- ☆30Updated last year
- This is the Matlab code for the paper: "Minimization of transformed L1 penalty: theory, difference of convex function algorithm, and robu…☆12Updated 5 years ago