[eigen] Optimization Algorithms

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Hi Everyone:

I am a researchers specified in Machine Learning algorithms. I want to find a flexible sets of optimization algorithms to replace the matlab as it runs most of the time tooooo slow. I google with the keyword Eigen and Optimization and sees no meaningful result.

So is there any optimization toolbox using eigen right now that I can use? And if not, is anyone else interested in adding an optimization module to the Eigen? 

I am new here and , sorry to interrupt!

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