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numerical-calculations

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Numerical methods are a collection of techniques used to find approximate solutions to mathematical problems that cannot be solved exactly. These methods are essential for tackling complex equations and models in various fields such as engineering, physics, and finance.

  • Updated Jun 27, 2024

CasADi is a symbolic framework for numeric optimization implementing automatic differentiation in forward and reverse modes on sparse matrix-valued computational graphs. It supports self-contained C-code generation and interfaces state-of-the-art codes such as SUNDIALS, IPOPT etc. It can be used from C++, Python or Matlab/Octave.

  • Updated Jun 25, 2024
  • C++

A small utility project in Python whose purpose is to evaluate the global minimum of a given function, using a black box approach. Therefore there's no need to provide the analytic form, an actual implementation of the function is enough. Hypothesis: the given function satisfies the Lipschitz criterion, and an overextimation of L is given in input.

  • Updated Mar 12, 2024
  • Python

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