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