A header-only C++17 numerical optimization library with the only
dependency being Eigen3.
On a 376-problem benchmark against Nocedal's Fortran L-BFGS, libLBFGS,
LBFGSpp, and LBFGS-Lite, CppNumericalSolvers achieves the highest
reliability (95% converged), the most first-place wins (230/376, 2x the
next library), and the lowest mean function evaluations of any solver
tested. Full results: https://patwie.github.io/CppNumericalSolversBenchmark/