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.
Cite
@article{arxiv.2402.09983,
title = {Optimistix: modular optimisation in JAX and Equinox},
author = {Jason Rader and Terry Lyons and Patrick Kidger},
journal= {arXiv preprint arXiv:2402.09983},
year = {2024}
}