Parallel for with iteration costs and left product

Parallel for with user-supplied [cumulative] iteration costs allows to
get performance improvements on problems with significantly different
time requirements per parallel loop iteration.

One of those problems is left multiplication with block-sparse matrix.
Using number of non-zero values per column block, we partition column
blocks into contiguous sets with approximately equal number of
operations to be performed.

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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 for more information.