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Unconstrained optimization

zoharl
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Unconstrained optimization

Thu Nov 08, 2012 12:16 pm
Hi,

I'm looking for a C++ solver for an unconstrained optimization problem, where I supply the gradient and hessian for a function. For example an implementation of Newton trusted region method for large problems (need to support sparse matrices).
Any recommendations?

Thanks
zoharl
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Re: Unconstrained optimization

Fri Nov 16, 2012 7:45 am
It seems that eigen does have something:

http://eigen.tuxfamily.org/dox/unsuppor ... odule.html

 
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