Skip to content

Commit

Permalink
update solver docs
Browse files Browse the repository at this point in the history
  • Loading branch information
ChrisRackauckas committed Oct 17, 2023
1 parent acef2b5 commit aec7c77
Showing 1 changed file with 6 additions and 1 deletion.
7 changes: 6 additions & 1 deletion docs/src/solvers/NonlinearSystemSolvers.md
Original file line number Diff line number Diff line change
Expand Up @@ -71,13 +71,19 @@ methods excel at small problems and problems defined with static arrays.

- `SimpleNewtonRaphson()`: A simplified implementation of the Newton-Raphson method.
- `Broyden()`: The classic Broyden's quasi-Newton method.
- `LBroyden()`: A low-memory Broyden implementation, similar to L-BFGS. This method is
common in machine learning contexts but is known to be unstable in comparison to many
other choices.
- `Klement()`: A quasi-Newton method due to Klement. It's supposed to be more efficient
than Broyden's method, and it seems to be in the cases that have been tried, but more
benchmarking is required.
- `SimpleTrustRegion()`: A dogleg trust-region Newton method. Improved globalizing stability
for more robust fitting over basic Newton methods, though potentially with a cost.
- `SimpleDFSane()`: A low-overhead implementation of the df-sane method for solving
large-scale nonlinear systems of equations.
- `SimpleHalley()`: A low-overhead implementation of the Halley method. This is a higher order
method and thus can converge faster to low tolerances than a Newton method. Requires higher
order derivatives, so best used when automatic differentiation is available.

!!! note

Expand All @@ -102,7 +108,6 @@ This is a wrapper package for importing solvers from NLsolve.jl into the SciML i

Submethod choices for this algorithm include:

- `:fixedpoint`: Fixed-point iteration
- `:anderson`: Anderson-accelerated fixed-point iteration
- `:newton`: Classical Newton method with an optional line search
- `:trust_region`: Trust region Newton method (the default choice)
Expand Down

0 comments on commit aec7c77

Please sign in to comment.