EnsembleProblem for NonlinearProblem

[oameye]

Is your feature request related to a problem? Please describe.

Solving ODEProblem for many initial conditions or a parameter sweep in with the EnsembleProblem feature in the OrdinaryDiffEq.jl package is really easy and can be parallelized really easily by choosing the EnsembleAlg.

Describe the solution you’d like

I would be nice to have the same features for NonlinearProblem

Describe alternatives you’ve considered

Now one can easily iterate the solve function with remake. However, the EnsembleProblem infrastructure makes this easy and performant. Another option would be using the SteadyStateProblem from SteadyStateDiffEq.jl package which works with EnsembleProblem. However, the SteadyStateSolver can be less performant.

[ChrisRackauckas]

Yup this is just a missing part of the interface.