RajPShinde / Trajectory_Planning Star 5 Code Issues Pull requests Trajectory Optimization using Augment Lagrangian and iLQR motion-planning constrained-optimization controls trajectory-optimization ddp augmented-lagrangian-method sqp-optimization Updated Aug 20, 2025 C++
asancdec / UnifiedVol Star 2 Code Issues Pull requests UnifiedVol is a modern C++20 quantitative finance library for volatility surface construction, model calibration, and derivatives pricing. option-pricing ceres nlopt computational-finance financial-engineering sabr svi sabr-model quant-finance volatility-surface heston-stochastic-volatility local-volatility-model sqp-optimization stochastic-local-volatility rough-heston Updated Jan 27, 2026 C++
ChiyoungKwon93 / Numerical-Optimization-Algorithms Star 0 Code Issues Pull requests Numerical Optimization Algorithms(MECH 579) - Coding From Scratch python numpy torch constrained-optimization line-search numerical-optimization unconstrained-optimization augmented-lagrangian-method gradient-based-optimization sqp-optimization Updated Dec 8, 2025 Jupyter Notebook