argmin-rs / argmin

Numerical optimization in pure Rust
http://argmin-rs.org
Apache License 2.0
972 stars 76 forks source link

Gauss Newton solver to have option for Gradient and Jacobian #365

Closed humphreylee closed 7 months ago

humphreylee commented 1 year ago

Appreciate advise on how to handle Jacobian matrix that has a single entry; this entry is the derivative of the function f. I tried to use Gauss Newton solver which requires Operator and Jacobian. However, Jacobian relies on ArgminInv which has implementation of 2 dims, but not 1 dim.

I tried to use 2 dims (ndarray), and assigned 1 to 2nd array - but is this correct? Is there alternative approach? Thanks.

humphreylee commented 1 year ago

Not valid question??

humphreylee commented 1 year ago

Perhaps the question is can Gauss Newton solver have option to use (1) Gradient for one variable and (2) Jacobian for mutivariate cost function?

humphreylee commented 1 year ago

Or alternatively, implement a 1 dimension for ArgminInv? Does this even make sense?

stefan-k commented 10 months ago

Is this maybe related to #345 ?

humphreylee commented 10 months ago

Indeed, #345 looks very similar to my issue. It was fixed by 346 in May, 2023, after the latest version (0.8.1) which was released in Feb, 2023. Will wait for latest release and test it out. Thanks.

stefan-k commented 7 months ago

argmin 0.9.0 should support this.