robertsychen / RobustOptimization
Code associated with "Robust Optimization for Non-Convex Objectives" (R. Chen, B. Lucier, Y. Singer, V. Syrgkanis). NIPS 2017. https://arxiv.org/abs/1707.01047
☆21Updated 7 years ago
Alternatives and similar repositories for RobustOptimization:
Users that are interested in RobustOptimization are comparing it to the libraries listed below
- The MATLAB source code☆16Updated 5 years ago
- [ICML 2019] A Robust Meta-Algorithm for Stochastic Optimization☆30Updated 4 years ago
- Experiments with distributionally robust optimization (DRO) for deep neural networks☆35Updated 5 years ago
- Power Network Optimization and Simulation.☆51Updated last year
- Chance constraints in CVXPY☆18Updated 6 years ago
- Experiments to speed up ADMM optimization algorithm for linear & semidefinite programming☆43Updated 8 years ago
- ADMM for Mixed-Integer Quadratic Programming☆41Updated 8 years ago
- An open-source MATLAB® ADMM solver for partially decomposable conic optimization programs.☆63Updated 5 years ago
- Generic and efficient MATLAB solver for nonsmooth optimization problems☆27Updated 2 months ago
- A MATLAB software for convex quadratic semidefinite programming☆13Updated 4 years ago
- Parallel Multi-Block ADMM with o(1/k) Convergence☆14Updated 9 years ago
- Data-driven decision making under uncertainty using matrices☆30Updated 4 months ago
- Optimization using Stochastic quasi-Newton methods☆43Updated 8 years ago
- A Python environment for large-scale optimization.☆30Updated 7 years ago
- Semidefinite relaxation of optimal power flow problems☆21Updated 5 years ago
- Matlab/Octave toolbox for nonconvex optimization☆50Updated 8 years ago
- Proximal Newton OPTimizer☆22Updated 10 years ago
- ☆76Updated 2 years ago
- A generic optimization method for any integer programming problem☆90Updated 4 years ago
- Code for experiments in 'Primal Dual Formulation For Deep Learning With Constraints'☆22Updated 5 years ago
- Libraries of Pyomo test problems☆23Updated 3 weeks ago
- A collection of stochastic proximal gradient methods for composite non-convex problems.☆20Updated 4 years ago
- Mehrotra's Predictor-Corrector Interior Point Method☆12Updated 9 years ago
- Modeling framework for risk-constrained risk-averse optimal control problems (MATLAB toolbox)☆10Updated 6 years ago
- FAST (Finally An SDDP Toolbox) is an SDDP toolbox for Matlab☆23Updated 6 years ago
- ☆25Updated 2 weeks ago
- Code to replicate experiments in paper☆29Updated 6 years ago
- tvopt is a prototyping and benchmarking Python framework for time-varying (or online) optimization.☆13Updated 2 years ago
- DISROPT: A Python framework for distributed optimization☆74Updated last year
- learn from xprog and bertsimas's paper(price of robustness)☆19Updated 6 years ago