Use lbfgsb as the default solver

SciML / Optimization.jl

Mathematical Optimization in Julia. Local, global, gradient-based and derivative-free. Linear, Quadratic, Convex, Mixed-Integer, and Nonlinear Optimization in one simple, fast, and differentiable interface.

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

MIT License

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Use lbfgsb as the default solver #726

Closed Vaibhavdixit02 closed 6 months ago

Vaibhavdixit02 commented 6 months ago

Checklist

[ ] Appropriate tests were added
[ ] Any code changes were done in a way that does not break public API
[ ] All documentation related to code changes were updated
[ ] The new code follows the contributor guidelines, in particular the SciML Style Guide and COLPRAC.
[ ] Any new documentation only uses public API

Additional context

Add any other context about the problem here.

ChrisRackauckas commented 6 months ago

One issue with having it as the default is that it's type restricted though. We really should invest the time to make a good one from NonlinearSolve.jl to avoid that.

Vaibhavdixit02 commented 6 months ago

I am not sure the NonlinearSolve one will trivially work for many cases right now. The linesearch in LBFGSB is exceptional, but yes I do plan to spend time to improve the implementation in SimpleOptimization.jl soon.