Hi everyone :grinning:, I want to solve a large Regularized Nonlinear Least Squares problem min \text{Cost} \left(T^{1}, T^{2}\right) = \|r\|^2 + R(T^{1}, T^{2}) where r log-sum-exponential terms: r^{i}(T^{1}, T^{2}) = \log \left(\sum_K K \exp \left(-T^{1} v_K^{1} - T^{2} v_K^{2} \right) \ri…

Solve Regularized Nonlinear Least Squares

ChrisRackauckas June 3, 2025, 10:01pm 2

It’s possible, there are methods to do this, but I don’t know of any software that does it right now…

1 Like

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