mcloptlib

By Matt Overby
http://www.mattoverby.net

mcloptlib is a header-only optimization library for C++ using Eigen and is geared towards lower-dimension graphics problems. Originally a fork of Patrick Wieschollek's CppOptimizationLibrary, but has diverged considerably.

Contents:

Optimization algorithms:

• Newton's
• Non-linear conjugate gradient
• L-BFGS
• Trust Region with
  • Cauchy Point
  • Dog Leg

Linesearch methods:

• Backtracking (Armijo)
• Backtracking with cubic interpolation
• Bisection
• MoreThuente

To-do:

• Option of std::function for value/gradient instead of Problem class
• Sparse Hessians
• Auto-diff