A large scale non-linear optimization library
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Updated
Aug 19, 2026 - C++
A large scale non-linear optimization library
The fastest open-source C++17 optimization library for unconstrained nonlinear problems. Header-only, single dependency. Highest reliability, composable function expressions, unconstrained and constrained solvers.
OptimLib: a lightweight C++ library of numerical optimization methods for nonlinear functions
Mathematical tools (interpolation, dimensionality reduction, optimization, etc.) written in C++11 with Eigen
HPC solver for nonlinear optimization problems
MATLAB implementations of a variety of nonlinear programming algorithms.
Autodiff is a numerical library for the Go programming language that supports automatic differentiation. It implements routines for linear algebra (vector/matrix operations), numerical optimization and statistics
Python implementation of some numerical (optimization) methods
🚠 Python/Cython wrapper for liblbfgs
A library that provides routines to compute the solutions to systems of nonlinear equations.
General Purpose Optimization in R using C++: provides a unified C++ wrapper to call functions of the algorithms underlying the optim() solver
A Minimalist Machine Learning Library written in Swift
Unconstrained optimization algorithms in python, line search and trust region methods
Composable numerical solvers for unconstrained and simple-bounds constrained convex optimization problems in Rust. WASM compatible
Modern Fortran Refactoring of L-BFGS-B Nonlinear Optimization Code
Optimize nonsmooth functions with gradient sampling, (ns) BFGS...
Optimization in ML
Implementation of the BFGS algorithm in C++.
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