Numerical Optimization Python Packages

mpmath

Python library for arbitrary-precision floating-point arithmetic

cvxpy

A Python-embedded modeling language for convex optimization problems.

qdldl

Python interface to the QDLDL (https://github.com/osqp/qdldl) free LDL factorization routine for quasi-definite linear systems

qpsolvers

Quadratic programming solvers in Python with a unified API

moocore

Core Mathematical Functions for Multi-Objective Optimization

daqp

A dual active-set algorithm for convex quadratic programming

pot

POT : Python Optimal Transport

cvxpy-base

A Python-embedded modeling language for convex optimization problems.

better-optimize

A friendlier front-end to scipy.optimize

optiprofiler

Benchmarking optimization solvers.

pints

Probabilistic Inference on Noisy Time Series

py-bobyqa

Python-based Derivative-Free Optimization with Bound Constraints

dfo-ls

Python-based Derivative-Free Optimizer for Least-Squares

unopy

With Uno, finally take full control of your SQP/barrier solver for nonlinearly constrained optimization

tff-nightly

High-performance TensorFlow library for quantitative finance.

galahad-optrove

A library of modern Fortran modules for nonlinear optimization

pyglobalsearch

A multistart framework for global optimization with scatter search and local NLP solvers written in Rust

optimagic

optimagic is a Python package for numerical optimization. It is a unified interface to optimizers from SciPy, NlOpt and other packages. optimagic's minimize function works just like SciPy's, so you don't have to adjust your code. You simply get more optimizers for free. On top you get diagnostic tools, parallel numerical derivatives and more.

pdfo

Powell's Derivative-Free Optimization solvers.

estimagic

optimagic is a Python package for numerical optimization. It is a unified interface to optimizers from SciPy, NlOpt and other packages. optimagic's minimize function works just like SciPy's, so you don't have to adjust your code. You simply get more optimizers for free. On top you get diagnostic tools, parallel numerical derivatives and more.

pypop7

[JMLR (CCF-A)] PyPop7: A Pure-PYthon LibrarY for POPulation-based Black-Box Optimization (BBO), especially *Large-Scale* algorithm variants. In the near future, we will add Learning-Based Optimizers as its extensions. [https://jmlr.org/papers/v25/23-0386.html]

dfogn

DFO-GN: Derivative-Free Optimization using Gauss-Newton

tf-quant-finance

High-performance TensorFlow library for quantitative finance.

trustregion

Python trust-region subproblem solvers for nonlinear optimization