Optimistix: modular optimisation in JAX and Equinox

Understand

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.