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A header-only C++ library for mathematical optimization --
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README.md

ensmallen is a C++ header-only library for mathematical optimization.

Documentation and downloads: http://ensmallen.org

ensmallen provides a simple set of abstractions for writing an objective function to optimize. It also provides a large set of standard and cutting-edge optimizers that can be used for virtually any mathematical optimization task. These include full-batch gradient descent techniques, small-batch techniques, gradient-free optimizers, and constrained optimization.

Requirements

  • C++ compiler with C++11 support
  • Armadillo: http://arma.sourceforge.net
  • OpenBLAS or Intel MKL or LAPACK (see Armadillo site for details)

License

Unless stated otherwise, the source code for ensmallen is licensed under the 3-clause BSD license (the "License"). A copy of the License is included in the "LICENSE.txt" file. You may also obtain a copy of the License at http://opensource.org/licenses/BSD-3-Clause

Citation

Please cite the following paper if you use ensmallen in your research and/or software. Citations are useful for the continued development and maintenance of the library.

Developers and Contributors

  • Ryan Curtin
  • Dongryeol Lee
  • Marcus Edel
  • Sumedh Ghaisas
  • Siddharth Agrawal
  • Stephen Tu
  • Shikhar Bhardwaj
  • Vivek Pal
  • Sourabh Varshney
  • Chenzhe Diao
  • Abhinav Moudgil
  • Konstantin Sidorov
  • Kirill Mishchenko
  • Kartik Nighania
  • Haritha Nair
  • Moksh Jain
  • Abhishek Laddha
  • Arun Reddy
  • Nishant Mehta
  • Trironk Kiatkungwanglai
  • Vasanth Kalingeri
  • Zhihao Lou
  • Conrad Sanderson
  • Dan Timson
  • N Rajiv Vaidyanathan
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