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patrick-kidger / optimistix

Nonlinear optimisation (root-finding, least squares, ...) in JAX+Equinox. https://docs.kidger.site/optimistix/
Apache License 2.0
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Implement `NonlinearCG` variant which uses memoryless BFGS update #2

Open patrick-kidger opened 9 months ago

patrick-kidger commented 9 months ago

This would allow us to use all our line searches and descents with the nonlinear CG approximate Hessian. See Conjugate Gradient Methods with Inexact Line Search by Shanno.