I do not have anything to contribute regarding this specific optimization algorithm, but I want to recommend the dlib [0] library it comes from, which is a very

I do not have anything to contribute regarding this specific optimization algorithm, but I want to recommend the dlib [0] library it comes from, which is a very high quality library that has machine learning algorithms, numerical analysis algorithms, image processing, network, threading, gui, and a few other things. The (sole, afaik) library author and maintainer Davis King is also extremely responsive and helpful. dlib and Davis deserve a lot more recognition. [0] http://dlib.net http://dlib.net