Trending Research

On the Differentiability of the Primal-Dual Interior-Point Method

kevin-tracy/qpax 17 Jun 2024

Primal-Dual Interior-Point methods are capable of solving constrained convex optimization problems to tight tolerances in a fast and robust manner.

Optimization and Control

51
0.03 stars / hour

Multilevel domain decomposition-based architectures for physics-informed neural networks

benmoseley/FBPINNs 8 Jun 2023

Our numerical results show that the proposed multilevel FBPINNs consistently and significantly outperform PINNs across a range of problems with high frequency and multi-scale solutions.

Numerical Analysis Numerical Analysis

292
0.03 stars / hour

Meta-learners for Estimating Heterogeneous Treatment Effects using Machine Learning

uber/causalml 12 Jun 2017

There is growing interest in estimating and analyzing heterogeneous treatment effects in experimental and observational studies.

Statistics Theory Methodology Statistics Theory

4,965
0.03 stars / hour

Optimization-Based Autonomous Racing of 1:43 Scale RC Cars

alexliniger/MPCC 20 Nov 2017

This paper describes autonomous racing of RC race cars based on mathematical optimization.

Optimization and Control Robotics Systems and Control

1,324
0.03 stars / hour

Unifying nonlinearly constrained nonconvex optimization

cvanaret/Uno 19 Jun 2024

Derivative-based iterative methods for nonlinearly constrained nonconvex optimization usually share common algorithmic components, such as strategies for computing a descent direction and mechanisms that promote global convergence.

Optimization and Control 49M15, 65K05, 90C30, 90C51, 90C55

221
0.02 stars / hour

Implementing Hadamard Matrices in SageMath

sagemath/sage 29 Jun 2023

The Hadamard conjecture states that Hadamard matrices of order $n$ exist whenever $n$ is $1$, $2$, or a multiple of $4$.

Combinatorics

1,307
0.02 stars / hour

Universal Average-Case Optimality of Polyak Momentum

d2l-ai/d2l-en 19 Aug 2020

Polyak momentum (PM), also known as the heavy-ball method, is a widely used optimization method that enjoys an asymptotic optimal worst-case complexity on quadratic objectives.

Optimization and Control

23,080
0.02 stars / hour

Optimal Routing for Constant Function Market Makers

angeris/cfmm-routing-code 11 Apr 2022

We consider the problem of optimally executing an order involving multiple crypto-assets, sometimes called tokens, on a network of multiple constant function market makers (CFMMs).

Optimization and Control Trading and Market Microstructure

249
0.02 stars / hour

acados: a modular open-source framework for fast embedded optimal control

acados/acados 30 Oct 2019

The acados software package is a collection of solvers for fast embedded optimization, intended for fast embedded applications.

Optimization and Control

769
0.02 stars / hour

Optimistix: modular optimisation in JAX and Equinox

patrick-kidger/optimistix 15 Feb 2024

We introduce Optimistix: a nonlinear optimisation library built in JAX and Equinox.

Optimization and Control Mathematical Software

294
0.02 stars / hour