Regularized Non-Linear Least Squares

[tobia...@gmail.com]

Hello,

I have a regularized non-linear least squares problem, i.e. the cost function would be c = Σ|y - f(x)|² + λg(x).

Am I correct that the addition of the regularization term is not something that Ceres' CostFunction + Problem classes support? But that I could try the FirstOrderFunction and GradientProblem classes instead?

No problem if so, I want to make sure I've understood correctly before trying anything. Thanks in advance.

[Sameer Agarwal]

I am assuming that g(x) cannot be written as a sum of squares? is it at least guaranteed to be non-negative/positive? in which case you could try and write its square root as a residual.

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