google / jaxopt

Hardware accelerated, batchable and differentiable optimizers in JAX.
https://jaxopt.github.io
Apache License 2.0
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Added possibility for line search methods to return a potential auxiliary value in their results #367

Closed zaccharieramzi closed 1 year ago

zaccharieramzi commented 1 year ago

Linesearch methods affected : Backtracking linesearch and Zoom linesearch.

This was was also used in order to correct the way auxiliary values are handled in the BFGS, L-BFGS and Nonlinear CG solvers where these methods are used.

I still need to add tests on the matching between the auxiliary value and the parameters returned.

zaccharieramzi commented 1 year ago

@mblondel I added the tests to check for the auxiliary value, all green in local. This can be reviewed.

zaccharieramzi commented 1 year ago

@mblondel squashed all commits as well