This implementation is based on MINPACK (http://www.netlib.org/minpack,
http://www.netlib.org/cephes/linalg.tgz) It has a built in fd scheme
to compute the jacobian, which is used by default.
If useCostFunctionsJacobian is true the corresponding method in the cost
function of the problem is used instead. Note that the default implementation
of the jacobian in CostFunction uses a central difference (oder 2, but
requiring more function evaluations) compared to the forward difference
implemented here (order 1).
Levenberg-Marquardt optimization method
This implementation is based on MINPACK (http://www.netlib.org/minpack, http://www.netlib.org/cephes/linalg.tgz) It has a built in fd scheme to compute the jacobian, which is used by default. If useCostFunctionsJacobian is true the corresponding method in the cost function of the problem is used instead. Note that the default implementation of the jacobian in CostFunction uses a central difference (oder 2, but requiring more function evaluations) compared to the forward difference implemented here (order 1).