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Updated 4 months ago

cppnumericalsolvers • Rank 9.7 • Science 54%

a lightweight header-only C++17 library of numerical optimization methods for (un-)constrained nonlinear functions and expression templates

bfgs constrained-optimization eigen expression-templates gradient-computation lbfgs lbfgs-solver lbfgsb-solver mathematics minimization minimization-algorithm newton numerical-optimization-methods optimization optimization-algorithms optimization-methods optimization-tools solver solvers
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