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Inexact Newton Steps in Levenberg Marquardt #319

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avik-pal opened this issue Dec 12, 2023 · 2 comments
Open

Inexact Newton Steps in Levenberg Marquardt #319

avik-pal opened this issue Dec 12, 2023 · 2 comments
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enhancement New feature or request good first issue Good for newcomers

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@avik-pal
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See the last part of http://ceres-solver.org/nnls_solving.html#levenberg-marquardt. This is basically already there and this is mostly a internal solver selection mechanism:

  1. Add a forcing function to LM
  2. Add a newton_step = Val(:exact) / Val(:inexact) option. Set it to nothing by default
  3. Default to exact for factorization, else inexact
  4. Inexact Newton is just setting the tolerance correctly in dolinsolve.
@avik-pal avik-pal added enhancement New feature or request good first issue Good for newcomers labels Dec 12, 2023
@avik-pal
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@avik-pal
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With the redesign this is very easy to do now, we need to add forcing terms to the newton-style descent algorithms and all algorithms will be able to use it

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Labels
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