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PatWie/CppNumericalSolvers ★ 977 205 APPLICATION

CppNumericalSolvers is a header-only C++17 library for numerical optimization that provides a suite of modern solvers for both unconstrained and constrained problems. The library features a sophisticated expression template system for building complex objective functions, implementations of popular algorithms like L-BFGS, BFGS, and Newton's method, and advanced constrained optimization via the Augmented Lagrangian method. It uses Eigen3 as its sole dependency for linear algebra operations and is designed for easy integration into other projects. The architecture is modular with separate components for function interfaces, solvers, line searches, and utilities, all leveraging C++ templates for flexibility and performance.

RATING: 8.7/10 MAINT: active DRIFT: low
#optimization-library #header-only #c++17 #eigen #lbfgs #constrained-optimization #expression-templates #line-search #solver #optimization-algorithms #optimization-tools #mathematics #gradient-computation #optimization #bfgs #solvers #numerical-optimization-methods #newton #minimization #minimization-algorithm #lbfgsb-solver #lbfgs-solver #optimization-methods
▸ 3 reusable components found
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