a lightweight header-only C++17 library of numerical optimization methods for (un-)constrained nonlinear functions and expression templates
newton optimization solver minimization eigen mathematics constrained-optimization optimization-methods optimization-tools solvers optimization-algorithms gradient-computation bfgs lbfgs numerical-optimization-methods minimization-algorithm lbfgs-solver lbfgsb-solver expression-templates
-
Updated
Apr 28, 2025 - C++