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PatWie/CppNumericalSolvers

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.

Owner
PatWie (personal account)
Stars
Stars: 978
Forks
Forks: 205
Language
C++
License
MIT
Created
2014
Topics
solveroptimization-algorithmsoptimization-toolsmathematicseigengradient-computationoptimizationbfgslbfgssolvers
Tier
Beta (700 to 1,999 ★) What this tier means
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