Add NumericDiffFirstOrderFunction This has been a long requested feature so that users can minimize functions using numeric differentiation. As part of this, I have also redone rosenbrock.cc, which now has three variants. rosenbrock.cc now uses automatic differentiation. rosenbrock_numeric_diff.cc uses numeric differentiation. rosenbrock_analytic_diff.cc uses analytic derivatives. This is analogus to how the helloworld example code is structured. The tutorial for GradientProblemSolver has also been updated to reflect this. https://github.com/ceres-solver/ceres-solver/issues/691 Change-Id: Ib0fb9e35127fe4c8299d4793bea3558722c70dd7
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.
Please see ceres-solver.org for more information.