Google Optimization Tools

Re:Google Optimization Tools by chuckcode on Tuesday July 07, 2015 @02:30PM (#9847258)

Anybody familiar with this know if it has a good implementation of Levenberg–Marquardt algorithm? Or know of one somewhere else? I can't find anything in their docs about non-linear function solving which seems like something google must do a lot of.

[ Parent | on HN ]

Re:Google Optimization Tools by argomez on Tuesday July 07, 2015 @03:18PM (#9847502)

http://ceres-solver.org/

[ Parent | on HN ]

Re:Google Optimization Tools by kxyvr on Wednesday July 08, 2015 @12:31AM (#9849823)

Is there a reason why you're looking for Levenberg-Marquardt over a trust-region Newton solver? In general, properly preconditioned matrix-free trust-region Newton solvers will give superior performance to Levenberg-Marquardt. Something like Optizelle

http://www.optimojoe.com/products/optizelle

can do that and is BSD licensed.

[ Parent | on HN ]

Re:Google Optimization Tools by chuckcode on Wednesday July 08, 2015 @11:21AM (#9852112)

Thanks! That looks very interesting, will definitely try it out!

[ Parent | on HN ]

Re:Google Optimization Tools by ovis on Tuesday July 07, 2015 @03:09PM (#9847466)

Looks like this is more LP oriented.

There are numerous free implementations listed here: https://en.wikipedia.org/wiki/Levenberg%E2%80%93Marquardt_al...

Was there something special you needed?

[ Parent | on HN ]

Re:Google Optimization Tools by chuckcode on Tuesday July 07, 2015 @04:07PM (#9847752)

Ideally something c/c++ and liberal license. I'll take a look at ceres-solver to see how it works. Like that it is using Eigen under the hood to get benefit of SSE instructions.

[ Parent | on HN ]