Header-only C++ library for efficient mathematical optimization
Description
ensmallen is a header-only C++ library for efficient mathematical optimization.
It 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.