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Implement the Newton (for finding roots) method for solving KLLS - #12

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mertkipcak wants to merge 2 commits into
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nls-for-klls
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mertkipcak wants to merge 2 commits into
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nls-for-klls

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@mertkipcak

@mertkipcak mertkipcak commented Oct 17, 2024 •

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Implements the algorithm for KLLS that uses NonlinearSolve.jl by finding the root of the dual gradient,

$$ A\left(x(y)\right) + \lambda C y - b $$

By running Newton's method for finding roots. Replicates the behaviour of this algorithm

Testing

Tested by a new test in runtests.jl called Newton LS

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