The fides-cpp library provides a C++ implementation of the fides Python package, that implements an interior trust region reflective strategy for solving boundary-constrained optimization problems, based on the papers ColemanLi1994 and ColemanLi1996.
- Boundary constrained interior trust-region optimization
- Recursive, reflective and truncated constraint management
- Full and 2D subproblem solution solvers
- BFGS, DFP and SR1 Hessian approximations
- C++17 compiler
- CMake
- LAPACK library
- Blaze