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Limited Memory Broyden Rank Reduction #349

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avik-pal opened this issue Jan 6, 2024 · 0 comments

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enhancement good first issue new-algorithm

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avik-pal commented Jan 6, 2024

See https://docs.scipy.org/doc/scipy/reference/generated/scipy.optimize.broyden2.html#scipy-optimize-broyden2 and https://web.archive.org/web/20161022015821/http://www.math.leidenuniv.nl/scripties/Rotten.pdf for rank-reduction.

The currently implemented version corresponds to "simple". We would want to have the other variants as well.

avik-pal added enhancement good first issue labels

avik-pal added the new-algorithm label

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