search

rfeinman / pytorch-minimize

Newton and Quasi-Newton optimization with PyTorch
https://pytorch-minimize.readthedocs.io
MIT License
292 stars 34 forks source link

implement bounded least_squares #25

Open Dan-Burns opened 1 year ago

Dan-Burns commented 1 year ago

Hello,

I'm trying to use least_squares and got the following error.

NotImplementedError Traceback (most recent call last) in ----> 1 jac0=least_squares(chi2, 2 par_theta, 3 bounds=bounds, 4 ftol=10^-5,xtol=10^-7) 5 par=jac0.x

1 frames /usr/local/lib/python3.9/site-packages/torchmin/lstsq/trf.py in trf(fun, x0, f0, lb, ub, ftol, xtol, gtol, max_nfev, x_scale, tr_solver, tr_options, verbose) 27 tr_solver, tr_options, verbose) 28 else: ---> 29 raise NotImplementedError('trf with bounds not currently supported.') 30 31

NotImplementedError: trf with bounds not currently supported.

rfeinman commented 1 year ago

Hi @Dan-Burns - bounded least squares is not yet implemented. I have my hands full at the moment but if you'd like to contribute an implementation I'd be happy to review a PR.

JordinaAviles commented 1 year ago

Hi, I was wondering if the bounded least squares is already available or work is still going on. Thanks!

rfeinman commented 1 year ago

@JordinaAviles unfortunately I have not had time to implement this, but I'd be open to a PR if you'd like to contribute. Help is much needed and greatly appreciated!