Gershgorin Levenberg Marquardt regularization #1473
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Should be renamed into |
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I would stick to the naming. The "normal" Levenberg-Marquardt term with a fixed value is way more brutal compared to the Gershgorin approach 🛏️ 🌹 |
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Considering a metaphoric level, the name sledgehammer gives a much deeper intuition than Levenberg-Marquardt, therefore, I would also consider renaming levenberg-marquardt to sledgehammer and keeping the gershgorin sledgehammer |
sandmaennchen
approved these changes
Mar 20, 2025
interfaces/acados_template/acados_template/acados_ocp_options.py
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Implement new regularization module:
GERSHGORIN_LEVENBERG_MARQUARDT.Estimates the smallest eigenvalue of each Hessian block using Gershgorin circles and adds multiple of identity to each block, such that smallest eigenvalue after regularization is at least
reg_epsilon.