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This paper introduces the design and implementation of PyOptInterface, a modeling language for mathematical optimization embedded in Python programming language. PyOptInterface uses lightweight and compact data structure to bridge…

Mathematical Software · Computer Science 2024-05-17 Yue Yang , Chenhui Lin , Luo Xu , Wenchuan Wu

Python has become the programming language of choice for research and industry projects related to data science, machine learning, and deep learning. Since optimization is an inherent part of these research fields, more optimization related…

Neural and Evolutionary Computing · Computer Science 2020-05-25 Julian Blank , Kalyanmoy Deb

Computing derivatives of noisy measurement data is ubiquitous in the physical, engineering, and biological sciences, and it is often a critical step in developing dynamic models or designing control. Unfortunately, the mathematical…

Dynamical Systems · Mathematics 2020-09-09 Floris van Breugel , J. Nathan Kutz , Bingni W. Brunton

This paper describes the algorithms, features and implementation of PyDEC, a Python library for computations related to the discretization of exterior calculus. PyDEC facilitates inquiry into both physical problems on manifolds as well as…

Numerical Analysis · Computer Science 2012-02-28 Nathan Bell , Anil N. Hirani

Optimization of Mixed-Integer Non-Linear Programming (MINLP) supports important decisions in applications such as Chemical Process Engineering. But current solvers have limited ability for deductive reasoning or the use of domain-specific…

Artificial Intelligence · Computer Science 2017-02-07 Andrea Callia D'Iddio , Michael Huth

Optimization aims at selecting a feasible set of parameters in an attempt to solve a particular problem, being applied in a wide range of applications, such as operations research, machine learning fine-tuning, and control engineering,…

Neural and Evolutionary Computing · Computer Science 2020-12-03 Gustavo H. de Rosa , Douglas Rodrigues , João P. Papa

SOSOPT is a Matlab toolbox for formulating and solving Sum-of-Squares (SOS) polynomial optimizations. This document briefly describes the use and functionality of this toolbox. Section 1 introduces the problem formulations for SOS tests,…

Optimization and Control · Mathematics 2016-11-26 Peter Seiler

In the multiple changepoint setting, various search methods have been proposed which involve optimising either a constrained or penalised cost function over possible numbers and locations of changepoints using dynamic programming. Such…

Computation · Statistics 2014-12-12 Kaylea Haynes , Idris A. Eckley , Paul Fearnhead

Many theoretical problems in quantum technology can be formulated and addressed as constrained optimization problems. The most common quantum mechanical constraints such as, e.g., orthogonality of isometric and unitary matrices, CPTP…

Quantum Physics · Physics 2021-11-18 I. A. Luchnikov , A. Ryzhov , S. N. Filippov , H. Ouerdane

Optimization with constraints is a typical problem in quantum physics and quantum information science that becomes especially challenging for high-dimensional systems and complex architectures like tensor networks. Here we use ideas of…

Quantum Physics · Physics 2021-11-18 Ilia A. Luchnikov , Mikhail E. Krechetov , Sergey N. Filippov

Manifolds discovered by machine learning models provide a compact representation of the underlying data. Geodesics on these manifolds define locally length-minimising curves and provide a notion of distance, which are key for reduced-order…

Machine Learning · Computer Science 2023-05-25 Daniel Kelshaw , Luca Magri

Addressing real-world optimization problems becomes particularly challenging when analytic objective functions or constraints are unavailable. While numerous studies have addressed the issue of unknown objectives, limited research has…

Recent years have witnessed the booming of various differentiable optimization algorithms. These algorithms exhibit different execution patterns, and their execution needs massive computational resources that go beyond a single CPU and GPU.…

Mathematical Software · Computer Science 2022-11-15 Jie Ren , Xidong Feng , Bo Liu , Xuehai Pan , Yao Fu , Luo Mai , Yaodong Yang

Algorithms proposed for solving high-dimensional optimization problems with no derivative information frequently encounter the "curse of dimensionality," becoming ineffective as the dimension of the parameter space grows. One feature of a…

Optimization and Control · Mathematics 2020-04-28 Dmitry Pozharskiy , Noah J. Wichrowski , Andrew B. Duncan , Grigorios A. Pavliotis , Ioannis G. Kevrekidis

We introduce geomstats, a python package that performs computations on manifolds such as hyperspheres, hyperbolic spaces, spaces of symmetric positive definite matrices and Lie groups of transformations. We provide efficient and extensively…

Machine Learning · Computer Science 2018-11-07 Nina Miolane , Johan Mathe , Claire Donnat , Mikael Jorda , Xavier Pennec

Recent advances in computing hardware and modeling software have given rise to new applications for numerical optimization. These new applications occasionally uncover bottlenecks in existing optimization algorithms and necessitate further…

Mathematical Software · Computer Science 2024-10-18 Anugrah Jo Joshy , John T. Hwang

In this paper, a new python package (optipoly) is described that solves box-constrained optimization problem over multivariate polynomial cost functions. The principle of the algorithm is described before its performance is compared to…

Computational Engineering, Finance, and Science · Computer Science 2025-03-27 Mazen Alamir

Combinatorial optimization problems are prevalent across a wide variety of domains. These problems are often nuanced, their optimal solutions might not be efficiently obtainable, and they may require lots of time and compute resources to…

Machine Learning · Computer Science 2025-07-03 Akshay Sathiya , Rohit Pandey

PyUnfold is a Python package for incorporating imperfections of the measurement process into a data analysis pipeline. In an ideal world, we would have access to the perfect detector: an apparatus that makes no error in measuring a desired…

Data Analysis, Statistics and Probability · Physics 2018-06-12 James Bourbeau , Zigfried Hampel-Arias

The techniques and analysis presented in this thesis provide new methods to solve optimization problems posed on Riemannian manifolds. These methods are applied to the subspace tracking problem found in adaptive signal processing and…

Optimization and Control · Mathematics 2013-05-09 Steven Thomas Smith