Nonconvex embedded optimization: code generation for fast real-time optimization + ROS support

A next-gen Lagrange-Newton solver for nonconvex constrained optimization. Unifies barrier and SQP methods in a generic way, and implements various globalization flavors (line search/trust region and merit function/filter method/funnel method). Competitive against filterSQP, IPOPT, SNOPT, MINOS and CONOPT.

Open-L2O: A Comprehensive and Reproducible Benchmark for Learning to Optimize Algorithms

Simulation code for "Fast Converging Algorithm for Weighted Sum Rate Maximization in Multicell MISO Downlink" by Le-Nam Tran, Muhammad Fainan Hanif, Antti Tolli, Markku Juntti, IEEE Signal Processing Letters 19.12 (2012): 872-875

Semi-random funky stuff, mainly for my PhD experiments and articles. Contains calculations and algorithm implementations for various applied mathematics and astrophysics articles I worked on.

Quadratic programming solver for Python, Julia, Matlab, C, C++ and Fortran.

Nonconvex Exterior Point Operator Splitting

Nonlinear programming application examples solved with Artelys Knitro

Coordinate and Incremental Aggregated Optimization Algorithms

Build a Recurrent Neural Network solving Optimization Problems

Optimized and benchmarked parallel Genetic Algorithm with inequality constraints, and a scipy-like interface

Solving Convex and Nonconvex Optimization Problems

HarvesterOpt is a Matlab code to maximize the energy recovered by a bistable energy harvester.

Simulation code for "A Conic Quadratic Programming Approach to Physical Layer Multicasting for Large-Scale Antenna Arrays." by L.-N. Tran, M. F. Hanif, M. Juntti., IEEE Signal Processing Letters 21.1 (2014): 114-117

Quantum control algorithms for multiple examples based on the package Qutip

Fix and Bound: An efficient approach for solving large-scale BoxQPs - Mathematical Programming Computation

CEopt is a Matlab routine for non-convex optimization using the Cross-Entropy method and augmented Lagrangian formulation.

Code and results for quantum optimal control based on switching time optimization

R package for fast optimizing type I/II error, recall/precision and F1 score.