News for hackers. Stuff that matters.

avikpal1410

IPOPT as mentioned in other posts solves Nonlinear Optimization Problems. Working around it to make it solve nonlinear equations or nonlinear least squares problems typically doesn't go well. We will add benchmarks for the NLLS part (which we don't talk about in the paper) and that will contain IPOPT comparisons.

For some comparison (this is not a benchmark me or anyone on this paper have written), see https://juliapackagecomparisons.github.io/comparisons/math/n.... Specialized solvers for NLLS pretty much always beat general optimization solvers.

That is precisely how trust region methods work for nonlinear least squares problems and nonlinear systems. MINPACK, which both SciPy and Matlab use, defaults to this kind of TR scheme (without the matrix-free part). We do have TR comparisons in the paper.

Note that we don't however solve the normal form J'J system as that is generally bad (unless user opts in to doing so) and instead use least squares formulation which is more numeraically stable

MDEQ work applies DEQ to some of the large scale benchmarks you mention: https://arxiv.org/pdf/2006.08656.pdf