ensmallen
ensmallen
flexible C++ library for efficient numerical optimization
  • ensmallen is a high-quality C++ library for non-linear numerical optimization
  • provides many types of optimizers that can be used for virtually any numerical optimization task
  • allows optional callbacks to customize the optimization process

requirements

  • recent C++ compiler with C++11 support
  • Armadillo (>= 9.800)
  • OpenBLAS or Intel MKL or LAPACK (see Armadillo site for details)

license

  • ensmallen is open source software, licensed under the permissive 3-clause BSD license.

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