Currently the algebraic solver requires that the vector of input parameters theta is larger than zero, but this makes it awkward when trying to use the algebraic solver in the transformed data block where the gradients aren’t needed. Technically in this case there’s an ambiguity between whether external parameters are placed into theta or x_r and placing them all in theta does work, it’s just not as natural as placing them in x_r.
@charlesm93, any reason why the algebraic solver shouldn’t proceed to solve the system without any gradients when theta is a zero-length vector?