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Software • PyApprox provides flexible and efficient tools for credible data-informed decision making. PyApprox implements methods addressing various issues surrounding high-dimensional parameter spaces and limited evaluations of expensive simulation models with the goal of facilitating simulation-aided knowledge discovery, prediction and design. Methods are available for: low-rank tensor-decomposition; Gaussian processes; polynomial chaos expansions;...

Software • Pyomo is a Python-based open-source software package that supports a diverse set of capabilities for formulating, solving, and analyzing optimization models. A core capability of Pyomo is modeling structured optimization applications.  The Pyomo software package can be used to define general symbolic problems, create specific problem instances, and solve these...

Software • The Qthreads API is designed to make using large numbers of threads convenient and easy, and to allow portable access to threading constructs used in massively parallel shared memory environments. The API maps well to both MTA-style threading and PIM-style threading, and we provide an implementation of this interface in...

Software • Rapid Optimization Library (ROL) is a high-performance C++ library for numerical optimization. ROL brings an extensive collection of state-of-the-art optimization algorithms to virtually any application. Its programming interface supports any computational hardware, including heterogeneous many-core systems with digital and analog accelerators. ROL has been used with great success for optimal...