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Newton and Quasi-Newton optimization with PyTorch

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Hello, I'm trying to use least_squares and got the following error. NotImplementedError Traceback (most recent call last) [](https://localhost:8080/#) in ----> 1 jac0=least_squares(chi2, 2 par_theta, 3 bounds=bounds, 4 ftol=10^-5,xtol=10^-7) 5 par=jac0.x...

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As illustrated in the scipy unit tests, the scipy implementation of LSMR supports complex matrices: https://github.com/scipy/scipy/blob/main/scipy/sparse/linalg/_isolve/tests/test_lsmr.py The version in pytorch-minimize currently does not as the real scalar numbers are created...

Could you implement L-BFGS-B (https://docs.scipy.org/doc/scipy/reference/optimize.minimize-lbfgsb.html) similarly to trust-constr?

Like #30, I am trying to batch over different starting values when the obj function isn't globally convex. I am coming from jax, where you setup the objective function and...