[petsc-users] TAO STCG initial perturbation

[Jed Brown]

"Dener, Alp via petsc-users" <petsc-users at mcs.anl.gov> writes:

> About Levenberg-Marquardt: a user started the branch to eventually contribute an LM solver, but I have not heard any updates on it since end of April. For least-squares type problems, you can try using the regularized Gauss-Newton solver (-tao_type brgn). The problem definition interface is a bit different. BRGN requires the problem to be defined as a residual and its Jacobian, and it will assemble the gradient and the Hessian on its own and feed it into the standard Newton line search solver underneath. There are also a few different regularization options available, like proximal point Tikhonov (l2prox) and a sparsity term (l1dict) that can be set with the (-tao_brgn_regularization_type) option. These get automatically cooked into the gradient and Hessian. Combined with the automatic diagonal shifts for the Hessian, BRGN really is almost equivalent to an LM solver so it might do what you need.

That'd be here, based off your previous comments.

https://gitlab.com/tkonolige/petsc/-/commits/brgn_lm

Tristan graduated last month so I don't know if he'll be doing further
legwork on this.  I'll see if he can make a placeholder MR.