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C-OPT: composite optimization in Python

Project implementing some optimization routines in Python.

Philosophy

Ø compiled code. Ø bullshit. State of the art performance.

Let me explain this better:

  • Ø compiled code, because we don't need to. Numba generates machine-efficient code on the fly. This way, the code remains pure Python, which makes it both easier to develop and to deploy.
  • Ø bullshit. Here you will only find methods that work out of the box. No more tweaking hyperparameters to make the method converge. Pinkie swear.
  • State of the art performance. We are constantly working on making the methods as fast as possible.

Documentation

See http://copt.bianp.net

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composite optimization in Python

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