Optimistix: modular optimisation in JAX and Equinox
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 …