Go scientific library for machine learning, linear algebra, FFT, Bessel, elliptic, orthogonal polys, geometry, NURBS, numerical quadrature, 3D transfinite interpolation, random numbers, Mersenne twister, probability distributions, optimisation, graph, plotting, visualisation, tensors, eigenvalues, differential equations, more.

An incremental linear constraint-solving algorithm (Auto Layout) in Swift.

Simple OOP javaScript library to solve linear programs, and mixed integer linear programs

A Rust implementation of the Cassowary constraint solving algorithm

R package to model Mixed Integer Linear Programs

Curso de Álgebra Lineal

Collection of Python tools for the modeling and solution of Mixed-Integer Linear programs

Optimus is a mathematical programming library for Scala.

A 2D/3D visualization of the Traveling Salesman Problem main heuristics

A linear optimisation model for distributed energy systems

General optimization (LP, MIP, QP, continuous and discrete optimization etc.) using Python

《线性代数及其应用》笔记

A JavaScript library to allocate and optimize financial portfolios.

A Common Lisp library for solving linear programming problems

A vendor-agnostic NMS for carrier-grade network simulation and automation

Distributed Linear Programming Solver on top of Apache Spark

Lattice-based integer linear programming solver

Lp modeler written in Rust

A Python tool to assist the task of scheduling a conference http://conference-scheduler.readthedocs.org

Interior-point solver in pure Julia

🌎 I created this repository for educational purposes. It will host a number of projects as part of the process .

A cryptocurrency arbitrage framework implemented with ccxt and cplex. It can be used to monitor multiple exchanges, find a multi-lateral arbitrage path which maximizes rate of return, calculate the optimal trading amount for each pair in the path given flexible constraints, and execute trades with multi-threading implemenation.

An efficient implementation of the Double Description Method

Code for the Modeling and Solving Linear Programming with R book

Tools in R to make it easier to solve the Maximal Coverage Location Problem

Optimise FPL squads

Linear Programming Diet Experiments

Experiments to speed up ADMM optimization algorithm for linear & semidefinite programming

OptFrame - Optimization Framework

This book offers a theoretical and computational presentation of a variety of linear programming algorithms and methods with an emphasis on the revised simplex method and its components. A theoretical background and mathematical formulation is included for each algorithm as well as comprehensive numerical examples and corresponding MATLAB® code. The MATLAB® implementations presented in this book are sophisticated and allow users to find solutions to large-scale benchmark linear programs. Each algorithm is followed by a computational study on benchmark problems that analyze the computational behavior of the presented algorithms. As a solid companion to existing algorithmic-specific literature, this book will be useful to researchers, scientists, mathematical programmers, and students with a basic knowledge of linear algebra and calculus. The clear presentation enables the reader to understand and utilize all components of simplex-type methods, such as presolve techniques, scaling techniques, pivoting rules, basis update methods, and sensitivity analysis.