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.
翻译:我们介绍Optimistix:一个基于JAX和Equinox构建的非线性优化库。Optimistix为其最小化求解器和最小二乘求解器引入了一种新颖的模块化方法。这种模块化依赖于我们称之为搜索与下降的新的实用优化抽象概念,它推广了经典的一维搜索、信赖域和学习率算法概念。该库提供了用于最小化、非线性最小二乘、求根和不动点迭代的高层级API和求解器。Optimistix可通过https://github.com/patrick-kidger/optimistix获取。