Support line searches, trust region, and pseudo-transient with nonlinear least squares

SciML / NonlinearSolve.jl

High-performance and differentiation-enabled nonlinear solvers (Newton methods), bracketed rootfinding (bisection, Falsi), with sparsity and Newton-Krylov support.

https://docs.sciml.ai/NonlinearSolve/stable/

MIT License

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Support line searches, trust region, and pseudo-transient with nonlinear least squares #252

Closed ChrisRackauckas closed 9 months ago

avik-pal commented 9 months ago

TR support will be in once that PR is merged.

PT for NLLS is just LM with a different damping scheme. PT doesn't seem to work for general problems so not sure it is worth adding explicit support for it.