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Add autoscaling for trust region

Open m-bossart opened this issue 1 year ago • 3 comments

Add autoscaling option for trust region (and possibly other) methods.

m-bossart avatar May 14 '24 17:05 m-bossart

@avik-pal Can you point me to where this should be implemented. I'm trying to transition from NLsolve.jl to NonlinearSolve.jl but for some larger cases NLsolve.jl converges and NonlinearSolve.jl does not (for TrustRegion and Raphson algorithms). The lack of scaling is the most obvious difference to me.

m-bossart avatar Jun 30 '24 19:06 m-bossart

I haven't looked too much into how NLsolve does autoscaling. But it should probably go in https://github.com/SciML/NonlinearSolve.jl/blob/45c4465d35c7e830094cb866ec76d9f80179fdf5/src/internal/jacobian.jl#L115-L152

avik-pal avatar Jun 30 '24 20:06 avik-pal

Thanks. I will try to look into it

m-bossart avatar Jul 01 '24 00:07 m-bossart

@m-bossart do you have a test case for this? Just so that when we implement it we can add it as a test

avik-pal avatar Nov 01 '24 13:11 avik-pal