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.
☆978Jul 24, 2026Updated 2 months ago
Alternatives and similar repositories for CppNumericalSolvers
Users that are interested in CppNumericalSolvers are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- OptimLib: a lightweight C++ library of numerical optimization methods for nonlinear functions☆898Apr 28, 2024Updated 2 years ago
- A header-only C++ library for L-BFGS and L-BFGS-B algorithms☆662Mar 22, 2026Updated 6 months ago
- An Eigen-based, light-weight C++ Interface to Nonlinear Programming Solvers (Ipopt, Snopt)☆866Nov 3, 2025Updated 11 months ago
- library for nonlinear optimization, wrapping many algorithms for global and local, constrained or unconstrained, optimization☆2,280Jun 6, 2026Updated 4 months ago
- C++ library for solving large sparse linear systems with algebraic multigrid method☆882Oct 1, 2026Updated last week
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- A header-only C++ library for large scale eigenvalue problems☆866Jul 4, 2026Updated 3 months ago
- automatic differentiation made easier for C++☆1,960Jan 27, 2025Updated last year
- A header-only C++ library for numerical optimization --☆815Sep 11, 2026Updated 3 weeks ago
- L-BFGS-B, converted from Fortran to C, with Matlab wrapper☆119Jul 16, 2026Updated 2 months ago
- A C++ Algorithmic Differentiation Package: Home Page☆592Updated this week
- libLBFGS: a library of Limited-memory Broyden-Fletcher-Goldfarb-Shanno (L-BFGS)☆599Jun 22, 2023Updated 3 years ago
- A large scale non-linear optimization library☆4,581Updated this week
- Simple MPL-2.0-licensed C++ geometry processing library.☆5,101Sep 21, 2026Updated 2 weeks ago
- nanoflann: a C++11 header-only library for Nearest Neighbor (NN) search with KD-trees☆2,694Updated this week
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- A lightweight high performance tensor algebra framework for modern C++☆844Jul 8, 2025Updated last year
- The Stan Math Library is a C++ template library for automatic differentiation of any order using forward, reverse, and mixed modes. It i…☆841Updated this week
- A free LDL factorisation routine☆107Apr 1, 2026Updated 6 months ago
- A lightweight C++ optimization library for nonlinear problems☆12Sep 23, 2024Updated 2 years ago
- Enoki: structured vectorization and differentiation on modern processor architectures☆1,291Feb 6, 2025Updated last year
- A polyvalent C++ FEM library☆637Updated this week
- A C++ interface to formulate and solve linear, quadratic and second order cone problems.☆165Jul 30, 2021Updated 5 years ago
- Combined array and automatic differentiation library in C++☆189Oct 5, 2025Updated last year
- Robust Tetrahedral Meshing in the Wild.☆723Apr 27, 2023Updated 3 years ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- This is a cross-platform, CUDA-based C++ library for general-purpose, unconstrained nonlinear optimization on the GPU. It implements the …☆140Apr 3, 2020Updated 6 years ago
- A generic programming header only C++ library for processing polygonal and polyhedral meshes☆1,116Sep 11, 2026Updated 3 weeks ago
- The Operator Splitting QP Solver☆2,207Jan 12, 2026Updated 8 months ago
- Direct solver for sparse SPD matrices for nonlinear optimization. Implements supernodal Cholesky decomposition algorithm, and supports GP…☆114Oct 8, 2025Updated last year
- Applied 3D geometry in C++, with a focus on surface meshes.☆1,340Jun 13, 2026Updated 3 months ago
- C++ tensors with broadcasting and lazy computing☆3,765Aug 27, 2026Updated last month
- High-performance interior-point-method QP and QCQP solvers☆710Oct 3, 2026Updated last week
- C++ utility for parsing/evaluating matrix math equations input at run time in a format similar to MATLAB (requires Eigen for matrix math)…☆67Jul 9, 2019Updated 7 years ago
- An open source library for the GPU-implementation of L-BFGS-B algorithm☆153Aug 28, 2025Updated last year
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Library for multivariate function approximation with splines (B-spline, P-spline, and more) with interfaces to C++, C, Python and MATLAB☆445Feb 15, 2023Updated 3 years ago
- A C++ header-only library of statistical distribution functions.☆557May 14, 2023Updated 3 years ago
- COIN-OR Interior Point Optimizer IPOPT☆1,790Updated this week
- The Advanced Proximal Optimization Toolbox☆596Updated this week
- eigen-quadprog allow to use the QuadProg QP solver with the Eigen3 library.☆40Sep 25, 2026Updated 2 weeks ago
- VexCL is a C++ vector expression template library for OpenCL/CUDA/OpenMP☆722Sep 11, 2026Updated 3 weeks ago
- ☆37Jun 29, 2017Updated 9 years ago