OptimLib: a lightweight C++ library of numerical optimization methods for nonlinear functions
newton
cpp
optimization
automatic-differentiation
eigen
openmp
cpp11
evolutionary-algorithms
armadillo
gradient-descent
optim
differential-evolution
optimization-algorithms
particle-swarm-optimization
bfgs
lbfgs
openmp-parallelization
numerical-optimization-methods
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Updated
Jan 30, 2022 - C++
MPIs does not have a nice ring to the ear :/