bfgs

A large scale non-linear optimization library

a lightweight header-only C++17 library of numerical optimization methods for (un-)constrained nonlinear functions and expression templates

OptimLib: a lightweight C++ library of numerical optimization methods for nonlinear functions

Mathematical tools (interpolation, dimensionality reduction, optimization, etc.) written in C++11 with Eigen

HPC solver for nonlinear optimization problems

MATLAB implementations of a variety of nonlinear programming algorithms.

zAnalysis是基于Pascal语言编写的大型统计学开源库

Autodiff is a numerical library for the Go programming language that supports automatic differentiation. It implements routines for linear algebra (vector/matrix operations), numerical optimization and statistics

Python implementation of some numerical (optimization) methods

A library that provides routines to compute the solutions to systems of nonlinear equations.

General Purpose Optimization in R using C++: provides a unified C++ wrapper to call functions of the algorithms underlying the optim() solver

A Minimalist Machine Learning Library written in Swift

Unconstrained optimization algorithms in python, line search and trust region methods

Some examples on computing MLEs using TensorFlow

Composable numerical solvers for unconstrained and simple-bounds constrained convex optimization problems in Rust. WASM compatible

Optimize nonsmooth functions with gradient sampling, (ns) BFGS...

Optimization in ML

Modern Fortran Refactoring of L-BFGS-B Nonlinear Optimization Code

Implementation of the BFGS algorithm in C++.

Index of different Optimization Methods