Equivalent of python:scipy.optimize() in C++?
c++, optimization, python, quantlib, scipy
Solution
The dlib C++ library has a number of optimizers in it including L-BFGS. It's free and the optimization tools are header-only so there is nothing to install or configure. There is also a relevant example program that shows you how to use the L-BFGS optimizer.
Problem
Specifically I am looking for an optimizer function like scipy.optimize.fmin_l_bfgs_b .. Can someone help me please ? Or provide pointers ? Thanks!