LeastSquaresOptim.jl
This is an extension for importing solvers from LeastSquaresOptim.jl into the SciML interface. Note that these solvers do not come by default, and thus one needs to install the package before using these solvers:
using Pkg
Pkg.add("LeastSquaresOptim")
using LeastSquaresOptim, NonlinearSolve
Solver API
NonlinearSolve.LeastSquaresOptimJL
— TypeLeastSquaresOptimJL(alg = :lm; linsolve = nothing, autodiff::Symbol = :central)
Wrapper over LeastSquaresOptim.jl for solving NonlinearLeastSquaresProblem
.
Arguments
alg
: Algorithm to use. Can be:lm
or:dogleg
.
Keyword Arguments
linsolve
: Linear solver to use. Can be:qr
,:cholesky
or:lsmr
. Ifnothing
, thenLeastSquaresOptim.jl
will choose the best linear solver based on the Jacobian structure.autodiff
: Automatic differentiation / Finite Differences. Can be:central
or:forward
.
This algorithm is only available if LeastSquaresOptim.jl
is installed.