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

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.

Gauss-Newton solver for EXOTica. This is now part of upstream EXOTica as LevenbergMarquardtSolver. You may use this to experiment with Newtonian like solvers or as blueprint for your own solver implementation.

Block-coordinate Gauss-Newton