Anybody familiar with this know if it has a good implementation of Levenberg–Marquardt algorithm? Or know of one somewhere else? I can't find anything in their docs about non-linear function solving which seems like something google must do a lot of.
Is there a reason why you're looking for Levenberg-Marquardt over a trust-region Newton solver? In general, properly preconditioned matrix-free trust-region Newton solvers will give superior performance to Levenberg-Marquardt. Something like Optizelle
Ideally something c/c++ and liberal license. I'll take a look at ceres-solver to see how it works. Like that it is using Eigen under the hood to get benefit of SSE instructions.
