a lightweight header-only C++17 library of numerical optimization methods for (un-)constrained nonlinear functions and expression templates
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Updated
Jan 9, 2026 - C++
a lightweight header-only C++17 library of numerical optimization methods for (un-)constrained nonlinear functions and expression templates
A header-only C++ library for L-BFGS and L-BFGS-B algorithms
Linear regression with the LBFGSB (Limited-memory Broyden-Fletcher-Goldfarb-Shanno BFGS) solver method is a numerical optimization method used to find the minimum of an objective function. It is a gradient descent algorithm that uses an approximation of the Hessian matrix to minimize the function.
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