Updates to minimize.least_squares. Fixes #1585

Browse Source

- Residual callable is vectorized for easy multithreading by the user. Internally all vectors are now explicitly column vectors.
- Removed central findiff option, it wasn't applicable at the bounds anyway and just complicated the code.
- Added optional user-provided norm function for non-quadratic (robust) norms.
- Added an iter_callback callable for user convenience.
- Added option to internally check user-provided Jacobian and norm against finite differences.
- Updated the notebook accordingly.

PiperOrigin-RevId: 631205889
Change-Id: I3b9f8893756e329640de464e6f2e26a39e7dbd9e

...

This commit is contained in:

Yuval Tassa

2024-05-06 15:34:56 -07:00

committed by Copybara-Service

parent 93b57c1421

commit 34e537e557

3 changed files with 1223 additions and 803 deletions

Show all changes Ignore whitespace when comparing lines Ignore changes in amount of whitespace Ignore changes in whitespace at EOL

Download Patch File Download Diff File Expand all files Collapse all files

python/least_squares.ipynb

+827 -635

File diff suppressed because it is too large Load Diff