pierre-haessig / stodynprog
StoDynProg is a tool to help solving (stochastic) optimal control problems, also called dynamic optimization.
☆22Updated 5 years ago
Related projects: ⓘ
- ☆73Updated 2 years ago
- A trust-region interior-point method for general nonlinear programing problems (GSoC 2017).☆35Updated 6 years ago
- Disciplined convex stochastic programming. For the cvxstoc home page, please see:☆31Updated 4 years ago
- Python interface for ECOS☆53Updated 3 months ago
- PICOS -- a python interface to conic optimization solvers☆43Updated 6 years ago
- A CVXPY extension for multi-convex programming☆45Updated last year
- In this toolbox you find a family of PBSID algorithms for LTI, LPV and other model structures.☆13Updated 6 years ago
- A package for discrete-time optimal stochastic control☆62Updated 4 years ago
- Fork of http://www.pyopt.org/ (python3 compatible)☆84Updated last year
- A collection of tutorials for the MOSEK package☆107Updated 2 weeks ago
- A CVXPY extension for handling nonconvex QCQP via Suggest-and-Improve framework☆106Updated 4 years ago
- Python interface for OSQP☆108Updated this week
- DEFT-FUNNEL: An open-source global optimization solver for constrained grey-box and black-box problems in Matlab.☆11Updated 3 years ago
- ☆42Updated 5 years ago
- Parallel solvers for optimization problems☆73Updated 3 years ago
- ☆42Updated 4 years ago
- Code for "Automatic repair of convex optimization problems".☆14Updated 4 years ago
- Python-based Derivative-Free Optimizer for Least-Squares☆41Updated last week
- A Python Implementation of the N4SID algorithm☆28Updated 4 years ago
- Generic implementation of the dynamic programming algorithm for optimal system control☆11Updated 6 years ago
- PySP: Stochastic Programming in Python☆40Updated 3 years ago
- A collection of tools (classes, functions, etc.) for developing MINLP algorithms☆34Updated 10 months ago
- Powell's Derivative-Free Optimization solvers.☆96Updated 2 weeks ago
- Dynamic Mode Decomposition☆58Updated 7 years ago
- A CVXPY extension for convex-concave programming☆123Updated 9 months ago
- Python package for state and parameter estimation☆33Updated 4 years ago
- Learning dynamical systems from data: Koopman☆15Updated 4 years ago
- Python trust-region subproblem solvers for nonlinear optimization☆26Updated last month
- Nonlinear and Stochastic Optimization. https://ndcbe.github.io/CBE60499/☆15Updated last year
- Libraries of Pyomo test problems☆23Updated 2 months ago