Jacobian and Hessian Free Halley's Method #139

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ChrisRackauckas opened this issue Jan 31, 2023 · 1 comment · May be fixed by #404

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ChrisRackauckas commented Jan 31, 2023

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 commented Feb 18, 2024

Revisiting this seems like Halley should never compute a Hessian in the first place.

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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Add Halley's method via descent API #404

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