FORTRAN nonlinear optimization library with c++ frontend
As Fortran-Library supports more and more functionalities, it becomes too heavy and clumsy to add and debug c++ features. This library extracts only the nonlinear optimization routines and provides c++ frontend
This library aims at serving c++, so compared to Fortran-Library the FORTRAN-only tricks are removed, e.g. the presence of optional arguments
See trust_region.md and line_search.md for details of available unconstrained nonlinear optimizers
See equality_constraint.md for details of available equality constrained nonlinear optimizers
- J. Nocedal, S. J. Wright, Numerical Optimization 2nd edition (Springer, 2006)