Stochastic Optimization Python Packages

pygmo

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

stochopy

Python library for stochastic numerical optimization

fvgp

A software package for flexible HPC GPs

gofit

Global Optimization for Fitting Problems

spsa

A simple implementation of SPSA with automatic learning rate tuning

algosto

A Python package that includes various stochastic algorithms.

beehiveoptimization

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

discretehillclimbing

implementation of Hill Climbing algorithm for discrete tasks

pysmps

Utilities for parsing MPS and SMPS file formats.

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)

python-somax

Composable Second-Order Optimization for JAX and Optax.

stochannpy

StochANNPy