Optimistix: modular optimisation in JAX and Equinox
<|reference_start|>Optimistix: modular optimisation in JAX and Equinox: We introduce Optimistix: a nonlinear optimisation library built in JAX and Equinox. Optimistix introduces a novel, modular approach for its minimisers and least-squares solvers. This modularity relies on new practical abstractions for optimisation which we call search and descent, and which generalise classical notions of line search, trust-region, and learning-rate algorithms. It provides high-level APIs and solvers for minimisation, nonlinear least-squares, root-finding, and fixed-point iteration. Optimistix is available at https://github.com/patrick-kidger/optimistix.<|reference_end|>
@article{rader2024optimistix:,
    title={Optimistix: modular optimisation in JAX and Equinox},
    author={Jason Rader, Terry Lyons, Patrick Kidger},
    journal={arXiv preprint arXiv:2402.09983},
    year={2024},
    archivePrefix={arXiv},
    eprint={2402.09983},
    primaryClass={math.OC cs.MS}
}