High-performance and differentiation-enabled nonlinear solvers (Newton methods), bracketed rootfinding (bisection, Falsi), with sparsity and Newton-Krylov support.
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Limited Memory Broyden Rank Reduction #349
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avik-pal opened 6 months ago
See https://docs.scipy.org/doc/scipy/reference/generated/scipy.optimize.broyden2.html#scipy-optimize-broyden2 and https://web.archive.org/web/20161022015821/http://www.math.leidenuniv.nl/scripties/Rotten.pdf for rank-reduction.
The currently implemented version corresponds to "simple". We would want to have the other variants as well.