NonlinearSolve.jl
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Add autoscaling for trust region
Add autoscaling option for trust region (and possibly other) methods.
@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.
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
Thanks. I will try to look into it
@m-bossart do you have a test case for this? Just so that when we implement it we can add it as a test