Stochastic Optimization Python Packages

pygmo

A Python platform to perform parallel computations of optimisation tasks (global and local) via the asynchronous generalized island model.

gofit

Global Optimization for Fitting Problems

fvgp

A software package for flexible HPC GPs

stochopy

Python library for stochastic numerical optimization

algosto

A Python package that includes various stochastic algorithms.

beehiveoptimization

Implementation of beehive method (particle swarm optimization) for global optimization of multidimentional functions

pysmps

Utilities for parsing MPS and SMPS file formats.

spsa

A simple implementation of SPSA with automatic learning rate tuning

discretehillclimbing

implementation of Hill Climbing algorithm for discrete tasks

evo-spotis

This is Python 3 library for multi-criteria decision analysis with decision-maker preference identification based on historical datasets using evolutionary stochastic algorithm Differential evolution

stochqn

(Python, Tensorflow, R, C, C++) Stochastic, limited-memory quasi-Newton optimizers (adaQN, SQN, oLBFGS)

stochannpy

StochANNPy (STOCHAstic Artificial Neural Network for PYthon) provides user-friendly routines compatible with Scikit-Learn for stochastic learning.

python-somax

Second-Order Methods in JAX

zij

A canon of deep learning optimizers.

quantspt

Stochastic Portfolio Theory toolkit for quantitative finance — functionally generated portfolios, relative arbitrage, excess growth optimization.