Fast gradient-descent implementation in a C++ library?

Question

I\'m looking to run a gradient descent optimization to minimize the cost of an instantiation of variables. My program is very computationally expensive, so I\'m looking for

Answer 1

One of the best respected libraries for this kind of optimization work is the NAG libraries. These are used all over the world in universities and industry. They're available for C / FORTRAN. They're very non-free, and contain a lot more than just minimisation functions - A lot of general numerical mathematics is covered.

Anyway I suspect this library is overkill for what you need. But here are the parts pertaining to minimisation: Local Minimisation and Global Minimization.