This GAMS model solves the "Farmer's Problem" (Birge and Louveaux 2010) using a progressive hedging algorithm.
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Updated
Feb 1, 2014
This GAMS model solves the "Farmer's Problem" (Birge and Louveaux 2010) using a progressive hedging algorithm.
Stochastic reconstruction of heterogeneous materials using X-ray tomography projections
A stochastic optimizer for the CS-DC’17 World e-conference schedule.
Tests convergence of various estimators. In particular, PD and SF/REINFORCE are tested for gaussian and bernoulli latent variables and Synthetic gradients are tested in MNIST Classification (DNI).
Simple evolutionary computation for the course Data Design Nature Inspired Computing
StochOPy WebApp is hosted online at
StochOptim provides user friendly functions to solve optimization problems using stochastic algorithms
StochANNPy (STOCHAstic Artificial Neural Network for PYthon) provides user-friendly routines compatible with Scikit-Learn for stochastic learning.
Stochastic search based CASH optimizer
Application for global optimization of multiextremal nondifferentiable functions.
Algorithm for solving stochastic multi-objective optimization problem
Algorithm of selective averaging of coordinates (SAC)
Library for global optimization of multiextremal nondifferentiable functions.
The inspections on some important literatures, mainly including codes.
From SMPS to solved in one step: implementation of Angulo, Ahmed and Dey (2016) Improved Integer L-Shaped Method
Low-variance, efficient and unbiased gradient estimation for optimizing models with binary latent variables. (ICLR 2019)
A collection of papers and readings for non-convex optimization
[Python] [arXiv/cs] Paper "An Overview of Gradient Descent Optimization Algorithms" by Sebastian Ruder
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