opt-gaobin / spoptLinks
Riemannian optimization on the symplectic Stiefel manifold
☆12Updated 3 years ago
Alternatives and similar repositories for spopt
Users that are interested in spopt are comparing it to the libraries listed below
Sorting:
- Numerical Computation of Prolate Spheroidal Functions (GPSFs). Theory, code (Matlab) and "open source proofs" (Mathematica).☆14Updated 7 years ago
- ☆14Updated 6 years ago
- tensor-train tensor completion (T3C), which is based on tt decomposition and gradient descent.☆12Updated 7 years ago
- Compute spectral measures of self-adjoint operators☆21Updated 3 years ago
- Optimizing neural networks via an inverse scale space flow.☆17Updated 2 years ago
- Material for the book Algorithmic Mathematics in Machine Learning☆14Updated last year
- ☆25Updated 3 years ago
- Randomly Assembled Cyclic ADMM Quadratic Programming Solver☆17Updated 5 years ago
- Adaptive Regularized Newton Method for Riemannian Optimization☆32Updated 6 years ago
- A matlab implementation of forward automatic differentiation with operator overloading and sparse jacobians☆43Updated 11 months ago
- MATLAB implementation of ManPG☆13Updated 3 years ago
- Toolbox for HODLR and HSS matrices in MATLAB☆47Updated last week
- Nonlinear Preconditioning Project: Convergence Acceleration for Nonlinear Optimization☆19Updated 6 years ago
- MATLAB codes for multilevel optimal transport☆26Updated 6 years ago
- Generic and efficient MATLAB solver for nonsmooth optimization problems☆27Updated last year
- Matlab implementation of projected gradient descent☆19Updated 5 years ago
- Randomized Greedy Polynomial Chaos Expansions☆11Updated 6 years ago
- Python trust-region subproblem solvers for nonlinear optimization☆30Updated 3 weeks ago
- Implementation in MATLAB-based CVX of various convex/concave functions of matrices (matrix geometric means, quantum relative entropy, ...…☆45Updated 4 years ago
- Riemannian Interior Point Methods (RIPM) for Constrained Optimization on Manifolds☆16Updated 2 years ago
- Methods in numerical analysis. Includes: Lagrange interpolation, Chebyshev polynomials for optimal node spacing, iterative techniques to …☆48Updated 7 years ago
- Compact Matlab code for the computation of the 1- and 2-Wasserstein distances in 1D☆47Updated last year
- Manopt, a Matlab toolbox for optimization on manifolds☆376Updated 3 weeks ago
- Nonlinear optimization for MATLAB.☆28Updated 5 years ago
- Code for ResDMD: data-driven spectral properties of Koopman Operators☆42Updated last year
- ☆34Updated 2 years ago
- Matlab Toolbox for the Numerical Solution of Stochastic Differential Equations☆105Updated 5 years ago
- Matlab library for gradient descent algorithms: Version 1.0.1☆69Updated 7 years ago
- Fast extremal eigensolvers for PyTorch.☆17Updated 4 years ago
- The MATLAB source code☆14Updated 6 years ago