nelder-mead
Here are 6 public repositories matching this topic...
SABR NelderMead volatility
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Oct 28, 2018 - C++
Implementation of the simplest and at the same time effective optimization method — the Nelder—Mead method
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Jul 18, 2023 - C++
Fitting tool for "Linearly Transformed Cosines" parameters, useful for implementing area lights.
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Sep 15, 2018 - C++
General Purpose Optimization in R using C++: provides a unified C++ wrapper to call functions of the algorithms underlying the optim() solver
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Aug 6, 2022 - C++
Derivative-Free Global Optimization Method (C++, Python binding) - Continuous, Combinatorial, NLS, MINLP
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Jul 8, 2024 - C++
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