Add Levenberg-Marquardt optimiser (requires sensitivities) #1633
MichaelClerx
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Lourakis (2005) A brief description of the Levenberg-Marquardt algorithm implemented by levmar |
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As a good example of a very simple / classical optimiser that requires sensitivities
https://en.wikipedia.org/wiki/Levenberg%E2%80%93Marquardt_algorithm
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