ensmallen
ensmallen
flexible C++ library for efficient mathematical optimization

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

  • recent C++ compiler with C++11 support
  • Armadillo version 6.500 or later
  • OpenBLAS or Intel MKL or LAPACK (see Armadillo site for details)

license

ensmallen is open source software, licensed under the permissive 3-clause BSD license.

download

ensmallen-1.10.1.tar.gz

see also