I’m working on a project in which, given a vector of parameters
θ, I have to solve a nonlinear system of equations that involve some integrals. After solving the system, I need to optimize with respect to
θ to obtain optimal parameter values that fit some data. That means that I have to solve that system of equations many times.
I have not used any packages for integration, but I have used
NLsolve.jl in the past. However it’s been a while since I last worked with those packages and I’m wondering if they are still the best in Julia. Also, I’m looking for suggestions of what other packages I should look at. I know that there is
Quadrature.jl that wrap many other optimization and integration packages, any others? And what about nl solvers? What packages should I look at that play nice with