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I just came across the ceres solver by Google (they've been using it in production for 4 years now). Apparently it is extremely efficient and implements a number of line searches (SD, CG, LBFGS etc.) and one can enforce monotonic steps. There is already a library implementing python bindings for ceres on github. Sounds like something that might be worth exploring.
On Tue, 13 Dec 2016, at 13:28, Stefano Martiniani wrote:
I just came across the ceres solver by Google (they've been
using it in
production for 4 years now). Apparently it is extremely efficient and
implements a number of line searches (SD, CG, LBFGS etc.) and one can
enforce monotonic steps. There is already a library
implementing python
bindings for ceres on github. Sounds like something that might
be worth
exploring.
http://ceres-solver.org/index.html
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I just came across the ceres solver by Google (they've been using it in production for 4 years now). Apparently it is extremely efficient and implements a number of line searches (SD, CG, LBFGS etc.) and one can enforce monotonic steps. There is already a library implementing python bindings for ceres on github. Sounds like something that might be worth exploring.
http://ceres-solver.org/index.html
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