ceres-solver

Ceres Solver is an open source C++ library for modeling and solving large, complicated optimization problems. It is a feature rich, mature and performant library which has been used in production at Google since 2010. Notable use of Ceres Solver is for the image alignment in Google Maps and for vehicle pose in Google Street View. Ceres Solver can solve two kinds of problems. 1. Non-linear Least Squares problems with bounds constraints. 2. General unconstrained optimization problems. Features include: - A friendly API: build your objective function one term at a time - Automatic and numeric differentiation - Robust loss functions - Local parameterizations - Threaded Jacobian evaluators and linear solvers - Trust region solvers with non-monotonic steps (Levenberg-Marquardt and Dogleg (Powell & Subspace)) - Line search solvers (L-BFGS and Nonlinear CG) - Dense QR and Cholesky factorization (using Eigen) for small problems - Sparse Cholesky factorization (using SuiteSparse) for large sparse problems - Specialized solvers for bundle adjustment problems in computer vision - Iterative linear solvers for general sparse and bundle adjustment problems - Runs on Linux, Windows, Mac OS X, Android, and iOS