Add AutoDiffFirstOrderFunction

This is to FirstOrderFunction, what AutoDiffCostFunction is to CostFunction.
This allows users of GradientSolver to be able to define objective functions
without requiring them to define the derivatives.

The implementation uses the same Jet objects for computing the gradient as
is used by AutoDiffCostFunction.

Change-Id: Ide6e60532a3adab9be9899ba9b368dc267fd2dbb
7 files changed
tree: 8569a1450e8aecb1d149e4106846012c57008d7c
  1. bazel/
  2. cmake/
  3. config/
  4. data/
  5. docs/
  6. examples/
  7. include/
  8. internal/
  9. scripts/
  10. travis/
  11. .clang-format
  12. .gitignore
  13. .travis.yml
  14. BUILD
  15. CMakeLists.txt
  16. CONTRIBUTING.md
  17. LICENSE
  18. package.xml
  19. README.md
  20. WORKSPACE
README.md

Build Status

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. Ceres Solver can solve two kinds of problems.

  1. Non-linear Least Squares problems with bounds constraints.
  2. General unconstrained optimization problems.

Please see ceres-solver.org for more information.