The fastest open-source C++17 optimization library for unconstrained nonlinear problems. Header-only, single dependency. Highest reliability, composable function expressions, unconstrained and constrained solvers.
newtonoptimizationsolverminimizationeigenmathematicsconstrained-optimizationoptimization-methodsoptimization-toolssolversoptimization-algorithmsgradient-computationbfgslbfgsnumerical-optimization-methodsminimization-algorithmlbfgs-solverlbfgsb-solverexpression-templates
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Updated
Jul 24, 2026 - C++