Kinsol newton solver not yet exposed?

@wds15 I agree with the name convention you propose.

Sorry, for pushing this, but I do have bad experience with Powell and would love to see something much better land in Stan.

Sorry to hear that. I was under the impression there was very little demand for the Kinsol solver. I don’t have experience with the variadic arguments. If we want the Kinsol solver in Stan’s upcoming release, I can write the relevant stanc3 code for the current function: it should be a carbon copy of the code for the Powell solver and maybe the two functions can share the same code (as was done for the ode integrators in stan).

If we want the variadic arguments, I have to check how much work this requires.

There are multiple ways to improving the differentiation. There is an old issue in stan-math, but a more serious approach is described in this discourse post. The key feature is the nested autodiff during the reverse-mode sweep that @bbbales2 implemented.