google / google/jaxopt

Newton's method?

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Description

I'd like to apply Newton's method on a convex problem. When I try `jaxopt.ScipyMinimize` with `method="trust-exact"` I get the error:

```
ValueError: Hessian matrix is required for trust region exact minimization.
```

Is there a way to pass the Hessian matrix? Even better, is there a plan to re-implement some of the scipy minimize algorithms inside `jaxopt`?

**EDIT:** My code does seem to work when I switch to `method="newton-cg"`.

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