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The fastest open-source C++17 optimization library for unconstrained nonlinear problems. Header-only, single dependency. Highest reliability, composable function expressions, unconstrained and constrained solvers.
C++968 stars205 forksMIT
bfgsconstrained-optimizationeigenexpression-templatesgradient-computationlbfgslbfgs-solverlbfgsb-solvermathematicsminimizationminimization-algorithmnewtonnumerical-optimization-methodsoptimizationoptimization-algorithmsoptimization-methodsoptimization-toolssolversolvers
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