Request for Levenberg-Marquardt and M-Estimator Support

[amin-abouee]

For a computer vision project and specifically for a bundle adjustment problem, I am currently using the argmin Gauss-Newton method, but it would be more effective to use the Levenberg-Marquardt algorithm combined with an M-estimator to better suppress outliers and improve optimization accuracy. Does argmin support these algorithms, or is there a way to add them?

[linjing-lab]

My implementation of levenberg_marquardt method, Python based algorithm.

[Korne127]

I think Levenberg-Marquardt is still missing. #21 was about this, but has been closed. There is the external levenberg-marquardt crate (https://github.com/rust-cv/levenberg-marquardt), but yeah, maybe this could be integrated into argmin at some point.