Multivariate

fortimize

Federico E. Benelli (fedebenelli) / ForTimize

A common interface to optimization algorithms including Nelder-Mead and gradient descent.

Matching APIs: minimize with NelderMead; minimize with GradientDescent

Verified: a checked driver demonstrates a capability in this class.

G G1 G1b

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Checked drivers: fortimize-nelder-reference · fortimize-gradient-reference

libdogleg-f

Ivan Pribec (ivan-pi) / libdogleg-f

Fortran interfaces to libdogleg trust-region nonlinear least-squares optimization.

Matching APIs: dl_optimize (dl_optimize_dense2)

Verified: a checked driver demonstrates a capability in this class.

Driver demonstrates the narrower class G1b1b.

G G1 G1b G1b1 G1b1b K K1

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Checked drivers: libdogleg-bard

minpack

Jacob Williams (jacobwilliams) / minpack

Nonlinear equation solvers and nonlinear least-squares fitting.

Matching APIs: lmdif1; lmder1

Verified: a checked driver demonstrates a capability in this class.

Driver demonstrates the narrower class G1b1a.

F F2 G G1 G1b G1b1 G1b1a G1b1b K K1

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Checked drivers: minpack-bard · minpack-lmder-reference

neural-fortran

Modern Fortran (modern-fortran) / neural-fortran

Neural networks with dense and convolutional layers and gradient-based training.

Matching APIs: network%train

Verified: a checked driver demonstrates a capability in this class.

G G1 G1b K

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Checked drivers: neural-affine-reference

nlopt-f

Sebastian Ehlert (awvwgk) / nlopt-f

Modern Fortran bindings to NLopt nonlinear optimization algorithms.

Matching APIs: nlopt_opt%optimize with LD_LBFGS

Verified: a checked driver demonstrates a capability in this class.

Driver demonstrates the narrower class G1b1b.

G G1 G1b G1b1 G1b1b G2 G2h G2h1 G2h1a G2h1a2

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Checked drivers: nlopt-rosenbrock-lbfgs

nonlin

Jason Christopherson (jchristopherson) / nonlin

Object-oriented solvers for nonlinear equations, least squares and optimization.

Matching APIs: nelder_mead%solve; bfgs%solve; least_squares_solver%solve

Verified: a checked driver demonstrates a capability in this class.

Driver demonstrates the narrower class G1b1a.

F F1 F1b F2 G G1 G1b G1b1 G1b1a G1b1b K K1

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Checked drivers: nonlin-rosenbrock-nm · nonlin-rosenbrock-bfgs · nonlin-lsq-jacobian-reference

seiscope-optimization

Oscar Mojica (ofmla) / seiscope_opt_toolbox_w_ctypes

Gradient-based optimization with L-BFGS, nonlinear conjugate gradients and truncated Newton methods.

Matching APIs: LBFGS

Verified: a checked driver demonstrates a capability in this class.

Driver demonstrates the narrower class G1b1b.

G G1 G1b G1b1 G1b1b

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Checked drivers: seiscope-lbfgs-reference