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Jacobian and Hessian Free Halley's Method #139

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Jacobian and Hessian Free Halley's Method#139
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ChrisRackauckas
opened on Jan 31, 2023
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https://www.autodiff.org/Docs/euroad/Trond_Steihaug.pdf describes a bit how it would be done via jvps and hvps, which would mix in AD tricks.

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avik-pal

avik-pal commented on Feb 18, 2024

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avik-pal
on Feb 18, 2024
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Revisiting this seems like Halley should never compute a Hessian in the first place.

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It should be done with a HVP. The linear solve can also be done with a krylov method but that is a separate point.

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avik-pal
on Feb 24, 2024
avik-pal
linked a pull request that will close this issueAdd Halley's method via descent API #404on Apr 30, 2024
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        Jacobian and Hessian Free Halley's Method · Issue #139 · SciML/NonlinearSolve.jl