markomil / vilin-numerical-optimizationLinks
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
☆38Updated 5 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
Sorting:
- MATLAB implementations of a variety of nonlinear programming algorithms.☆173Updated 5 years ago
- Matlab implementation of the Adam stochastic gradient descent optimisation algorithm☆61Updated 8 years ago
- Variational Gaussian mixture model for MATLAB.☆14Updated 4 years ago
- MATLAB library of gradient descent algorithms for sparse modeling: Version 1.0.3☆55Updated 7 years ago
- Matlab code for the Limited-memory BFGS (Broyden–Fletcher–Goldfarb–Shanno) algorithm☆31Updated 8 years ago
- Matlab library for gradient descent algorithms: Version 1.0.1☆69Updated 7 years ago
- Proximal gradient algorithm for convex optimization, using a diagonal +/- rank-1 norm☆22Updated last year
- Compressive dynamic mode decomposition with control for compressive system identification☆41Updated 8 years ago
- Magnetic resonance imaging (MRI) images are known to be sparse. This is an implementation using non-convex penalty function that encourag…☆20Updated 6 years ago
- This includes codes for Alternating Direction Method of Multipliers (ADMM) on several interesting applications, such as Lq basis pursuit,…☆21Updated 10 years ago
- A comparison between two methods of the nonlinear optimization: Sequential Quadratic Programming and Semismooth Newton☆35Updated 10 years ago
- MATLAB/Octave library for stochastic optimization algorithms: Version 1.0.20☆225Updated 2 years ago
- SON-EM - Algorithm for parameter estimation of hybrid time-varying parameter systems using Sum of Norms regularization and Expectation Ma…☆10Updated 7 years ago
- The MATLAB code below implements the second-order SPSA (simultaneous perturbation stochastic approximation) and second-order SG (stochast…☆13Updated 5 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
- Repo containing a copy of mcbench benchmarks☆115Updated 7 years ago
- ☆10Updated 8 years ago
- Polynomial Chaos Expansion Toolbox for MATLAB☆35Updated 6 months ago
- A Library of ADMM for Sparse and Low-rank Optimization☆396Updated 4 years ago
- Matlab based optimizer framework using Sequential Quadratic Programming (SQP)☆28Updated 6 years ago
- Stochastic PDHG with Arbitrary Sampling and Imaging Applications☆23Updated 6 years ago
- MATLAB codes for multilevel optimal transport☆26Updated 6 years ago
- A pure Matlab implementation of L-BFGS-B (LBFGSB)☆62Updated last year
- Matlab implementation of particle swarm optimization. Well documented with examples.☆93Updated 9 years ago
- SuiteLasso: a MATLAB suite for regression problems with generalized Lasso regularizers☆23Updated 4 years ago
- SeDuMi: A linear/quadratic/semidefinite solver for Matlab and Octave☆262Updated last year
- This book offers a theoretical and computational presentation of a variety of linear programming algorithms and methods with an emphasis …☆49Updated 7 years ago
- This repository provides a Matlab implementation of the ADMM-based solvers for L1-L1 and L1-L2 minimization.☆17Updated 7 years ago
- Randomized Greedy Polynomial Chaos Expansions☆11Updated 6 years ago
- MATLAB package of iterative regularization methods and large-scale test problems. This software is described in the paper "IR Tools: A MA…☆92Updated 3 weeks ago