I have a MATLAB script which extensively use the
lsqnonlin function a lot of times (independently, you can think of a simulation). Unfortunately, the function is GPU-incompatible. I do not share code because only the mentioned function is contextually essential.
Minimizing a squared functional (what
lsqnonlin does) is pretty standard problem from mathematical point of view and I am surprised that I cannot find such function among CUDA Libraries. For example, cuSOLVER supports only linear algebra, but I (and many others) need nonlinear operations.
So I kindly ask you for an advice on a GPU-compatible function that does nonlinear minimization. Am I wrong and there is such function in CUDA Libraries? If not, could you please recommend me such a function as a third-party CUDA library or in other languages such as Python, R, etc.? Thank you a lot in advance.