Re: [eigen] Optimization Algorithms

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Hi Li. I guess some of what you are looking for might be in the unsupported modules documentation ( There is a non-linear optimization module here��.

To see the full Eigen 3.x doc (devel branch) you can check here��. You can also implement custom algorithms and they will be very welcomed by the Eigen community. I also use Matlab but lately I am starting to write things directly in C++ with Eigen in the case of computationally-expensive processing, so I guess it is a good way to go.


On Fri, Aug 20, 2010 at 8:15 AM, Li Wei <lwthucs@xxxxxxxxx> wrote:
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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