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TrustRegion is missing optimizations of using vjps directly #167

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ChrisRackauckas opened this issue Mar 21, 2023 · 2 comments · Fixed by #282
Closed

TrustRegion is missing optimizations of using vjps directly #167

ChrisRackauckas opened this issue Mar 21, 2023 · 2 comments · Fixed by #282

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@ChrisRackauckas
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https://github.com/SciML/NonlinearSolve.jl/pull/159/files/17abaf0801fb7e61f7a5fafbfb89c2266aec9f40#diff-d4ded13aeff73c93c2977a4227ff0ba4a434dc462ff8cc433761133aff882405

This can be computed using jvps to avoid the full Jacobian
@ChrisRackauckas
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@avik-pal was this handled?

@avik-pal
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Not yet. This is what @DavidKoplow is going to work on.

But it should be quite simple to do. The hackiest thing would be map adjoint(::JacVec) -> VecJac and remove some checks

@avik-pal avik-pal mentioned this issue Nov 13, 2023
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avik-pal pushed a commit that referenced this issue Nov 1, 2024
@ChrisRackauckas
Merge pull request #167 from SciML/compathelper/new_version/2024-10-2…
6f4a902 
…9-19-05-21-858-02245559465

CompatHelper: bump compat for TaylorDiff in [weakdeps] to 0.3, (keep existing compat)
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Jacobian-Free Krylov Versions for TR/LM/GN avik-pal/NonlinearSolve.jl
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@ChrisRackauckas @avik-pal