Add GRG (Generalized Reduced Gradient) Nonlinear optimization

[AMDelo]

Would this be possible? For certain problems excel finds a better answer than, say, diffev2. I couldn't find GRG implemented anywhere in Python, could it be implemented in mystic?

[mmckerns]

I have several solvers that have been developed and tested, which I will be merging in when I get an opportunity to do so. Some of them are gradient solvers (similar to those in scipy.optimize), but not a generalized reduced gradient solver. If you know of a reference implementation (i.e. code), that would make it a lot more likely to be included.

[AMDelo]

Thank you for your response, found this: https://github.com/ishank011/grgdescent

[mmckerns]

it needs a bunch of work, but 👍