High-performance and differentiation-enabled nonlinear solvers (Newton methods), bracketed rootfinding (bisection, Falsi), with sparsity and Newton-Krylov support.
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Trust Region Reflective Algorithm #419
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avik-pal opened 2 months ago
Is your feature request related to a problem?
Special Trust Region Algorithm for NLLS Problems with bound constraints.
Describe the solution you’d like
See https://nmayorov.wordpress.com/2015/06/19/trust-region-reflective-algorithm/ for a description of the algorithm.
Additional context
First, we need to add bound constraints to the NLLS Problem in SciMLBase