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

cpp optimization constrained-optimization optimization-methods numerical-optimization nonlinear-optimization optimization-algorithms nonlinear-programming quadratic-programming interior-point-method newton-method continuous-optimization sequential-quadratic-programming mathematical-programming mathematical-optimization nonconvex-optimization local-optimization optimization-solver

• Updated Nov 12, 2026
• C++

The Conjugate Gradient (CG) method is an efficient iterative algorithm for solving large, sparse systems of linear equations where the matrix is symmetric and positive-definite. It finds the minimum of a quadratic function by generating conjugate search directions, ensuring convergence in at most steps for an matrix.Solver

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• Updated Mar 17, 2026
• Jupyter Notebook

A repository dedicated to the mathematical modeling and solution of optimization problems, featuring practical examples in Stochastic Programming, Linear Programming (LP), and Mixed-Integer Linear Programming (MILP)

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• Updated Dec 10, 2024
• Jupyter Notebook

Modern Fortran SQP OPTimizer

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• Updated Nov 8, 2026
• Fortran

BOYogala's OPtimization Solver, BOYOPS, colloquially referred to as the "BOY's OPtimization Solver."

optimization-algorithms quadratic-programming optimization-solver mixed-linear-solver

• Updated Oct 18, 2026

Convex, Nonsmooth, Nonlinear Optimization Solver and Problems

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• Updated May 6, 2024
• Julia

Primal-dual interior-point solver for convex quadratic programming in Python. Mehrotra predictor-corrector, dense & sparse KKT (NumPy / SciPy SuperLU), Django REST API, reproducible benchmarks, and validation against OSQP and Clarabel.

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• Updated Oct 12, 2026
• Python