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ensmallen is a C++ header-only library for mathematical optimization.

Documentation and downloads: http://ensmallen.org

ensmallen provides a simple set of abstractions for writing an objective function to optimize. It also provides a large set of standard and cutting-edge optimizers that can be used for virtually any mathematical optimization task. These include full-batch gradient descent techniques, small-batch techniques, gradient-free optimizers, and constrained optimization.

• C++ compiler with C++11 support
• Armadillo: http://arma.sourceforge.net
• OpenBLAS or Intel MKL or LAPACK (see Armadillo site for details)

Unless stated otherwise, the source code for ensmallen is licensed under the 3-clause BSD license (the "License"). A copy of the License is included in the "LICENSE.txt" file. You may also obtain a copy of the License at http://opensource.org/licenses/BSD-3-Clause

Please cite the following paper if you use ensmallen in your research and/or software. Citations are useful for the continued development and maintenance of the library.

• S. Bhardwaj, R. Curtin, M. Edel, Y. Mentekidis, C. Sanderson.
  ensmallen: a flexible C++ library for efficient function optimization.
  Workshop on Systems for ML and Open Source Software at NIPS 2018.

• Ryan Curtin
• Dongryeol Lee
• Marcus Edel
• Sumedh Ghaisas
• Siddharth Agrawal
• Stephen Tu
• Shikhar Bhardwaj
• Vivek Pal
• Sourabh Varshney
• Chenzhe Diao
• Abhinav Moudgil
• Konstantin Sidorov
• Kirill Mishchenko
• Kartik Nighania
• Haritha Nair
• Moksh Jain
• Abhishek Laddha
• Arun Reddy
• Nishant Mehta
• Trironk Kiatkungwanglai
• Vasanth Kalingeri
• Zhihao Lou
• Conrad Sanderson
• Dan Timson
• N Rajiv Vaidyanathan