OptimLib: a lightweight C++ library of numerical optimization methods for nonlinear functions
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Updated
Apr 28, 2024 - C++
OptimLib: a lightweight C++ library of numerical optimization methods for nonlinear functions
A next-gen solver for optimization with nonconvex objective and constraints. Reimplements filterSQP (SQP) and IPOPT (barrier/interior-point method) in a modern and modular way, and unlocks methods never seen before. Competitive against filterSQP, IPOPT, SNOPT, MINOS and CONOPT.
A single header-only C++ library for least squares fitting.
An R package for large scale estimation with stochastic gradient descent
A C++ toolkit for Convex Optimization (Logistic Loss, SVM, SVR, Least Squares etc.), Convex Optimization algorithms (LBFGS, TRON, SGD, AdsGrad, CG, Nesterov etc.) and Classifiers/Regressors (Logistic Regression, SVMs, Least Squares Regression etc.)
gradient-based symbolic execution engine implemented from scratch
Density Functional Theory with plane waves basis, applied on a 'quantum dot'. Volumetric visualization of orbitals with VTK
From linear regression towards neural networks...
Numerical optimization library in C++.
Low level C++ neural network engine. The engine provides a huge flexibility in creating neural networks. It also gives an ability for performance optimisations.
Collection of C++ based algorithms on numerics, statistics, control, reinforcement learning, machine learning and robotics
Histogram of oriented gradients (HOG) on GPU
A simple convolutional network to classify handwritten digits
A simple demonstration of gradient-descent algorithm in C++ on a linear funciton.
A New Gradient Decent Algorithm with Secant Method Scaling and Finite Difference Derivatives. Faster, Smarter and Versatile
To understand neural networks thoroughly I implemented them from scratch in C++. This is the source code for the same.
Different type of solvers to solve systems of nonlinear equations
Resilient backProp Neural Network
Like torch, but rather than seeing the light, you get burnt.
Numerical Optimization library implementing Gradient Descent and Newton's method using backtracking line search for finding the minimum.
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