The OSQP (Operator Splitting Quadratic Program) solver.
The OSQP (Operator Splitting Quadratic Program) solver.
c2rust(osqp-sys)
FFI bindings to the OSQP (Operator Splitting Quadratic Program) solver.
A reference solver for flow trading optimization
Allows formulating Quadratic Programming problems in a symbolic way.
Isotonic Distributional Regression (IDR)
LDL factorisation for quasi-definite linear systems
A collection of nature-inspired metaheuristic algorithms.
Sparse parametric active-set quadratic programming subproblem solver for POUNCE. Drives the active-set SQP NLP path and the parametric corrector inside pounce-sensitivity.
Pure-Rust port of PyPortfolioOpt: expected returns, risk models, mean-variance optimisation, Black-Litterman, hierarchical risk parity, the Critical Line Algorithm, and discrete allocation.