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Optimistix: modular optimisation in JAX and Equinox (2402.09983v1)

Published 15 Feb 2024 in math.OC and cs.MS

Abstract: 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.

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