torch_numopt.algorithms.levenberg_marquardt

Levenberg-Marquardt optimizer (trust-region variant).

The Levenberg-Marquardt algorithm interpolates between the Gauss-Newton method and gradient descent by adaptively adjusting a damping parameter (mu). It is particularly effective for nonlinear least-squares problems and is implemented here as a trust-region optimizer with Fletcher’s damping strategy.

Classes

InexactLevenbergMarquardt(params[, mu, ...])	Inexact Levenberg-Marquardt optimizer (using a truncated conjugate-gradient solver).
LevenbergMarquardt(params[, mu, mu_max, ...])	Levenberg-Marquardt optimizer (trust-region variant).