kul-optec/risk-averse

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10
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Language
MATLAB
License
MIT License
Created about 6 years ago
Updated about 6 years ago

kul-optec/risk-averse

kul-optec

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Modeling framework for risk-constrained risk-averse optimal control problems (MATLAB toolbox)

alpaqa

Library for nonconvex constrained optimization using the augmented Lagrangian method and the matrix-free PANOC algorithm.

AbstractOperators.jl

Abstract operators for large scale optimization in Julia

nmpc-codegen

C Code generation for NMPC

ForBES

Generic and efficient MATLAB solver for nonsmooth optimization problems

dc_dc_simulator

Simulator for DC-DC power converters

CIAOAlgorithms.jl

Coordinate and Incremental Aggregated Optimization Algorithms

PANOC.jl

Newton-type accelerated proximal gradient method in Julia

drn

Newton-type Douglas-Rachford splitting method and ADMM for structured nonconvex optimization

QPALM.jl

Julia interface to the QPALM QP solver

nmpc-codegen-matlab

C_FBE_algos

A minimalistic implementation of the panoc algorithm.

pantr-cdc2023-experiments

PANTR: A proximal algorithm with regularized Newton updates for nonconvex constrained optimization

spock.jl

A proximal solver for the solution of multistage risk-averse optimal control problems

nmpc-codegen-python

Python version of nmpc-codegen

panoc-gauss-newton-ifac-experiments

PANOC

Fast solver for nonlinear model predictive control