JuliaSmoothOptimizers / JuliaSmoothOptimizers/LLSModels.jl

Add a Regularized LLSModels

Open
#82 0 comments 0 reactions 0 assignees View on GitHub
Dominant language
Julia
Stars
6
Forks
4
PR merge metrics
No merged PRs in 30d

Description

In [RegularizedOptimization.jl](https://github.com/JuliaSmoothOptimizers/RegularizedOptimization.jl), in particular in the LM and LMTR algorithms, we need to model at each iteration
```math
\varphi: s \mapsto \frac{1}{2} \lVert F(x) \rVert_2^2 + (J(x)^T F(x))^T s + \frac{1}{2} \sigma \lVert s \rVert_2^2.
```
We should use this package as a dependency to do so.

Similar issue: https://github.com/JuliaSmoothOptimizers/QuadraticModels.jl/issues/164

Contributor guide

Open the contributing guide

Assessment

This issue has not been assessed yet.

Get new issues in your inbox

A short digest of beginner-friendly GitHub issues.