A large scale non-linear optimization library

A library for differentiable nonlinear optimization

[CVPR 2022 Oral, Best Student Paper] EPro-PnP: Generalized End-to-End Probabilistic Perspective-n-Points for Monocular Object Pose Estimation

For an education purpose, from-scratch, single-file, python-only pose-graph optimization implementation

Opt DSL

[TPAMI 2024] EPro-PnP: Generalized End-to-End Probabilistic Perspective-n-Points for Monocular Object Pose Estimation

numerical optimization in pytorch

A single header-only C++ library for least squares fitting.

Extended Kalman filter for training neural-networks

A Super Fast Optimization Library

High Quality Geophysical Analysis provides a general purpose Bayesian and deterministic inversion framework for various geophysical methods and spatially distributed / timeseries data

Embedded Kalman Filter algorithm developed in C for ARM Cortex STM32F407

collection of numerical optimization methods

Second-order iterated smoothing algorithms for state estimation

A Unified Pytorch Optimizer for Numerical Optimization

Different type of solvers to solve systems of nonlinear equations

Source code for Gauss-Newton, Levenberg -Marquardt, and Gradient Descent.

Implementation of the subgradient and prox-linear methods for robust blind deconvolution.

Block-coordinate Gauss-Newton