patrick-kidger / patrick-kidger/optimistix

`minimize` and forward AD

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Dominant language
Python
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Description

Hi!

I'm facing a similar use-case as the one described here #50 but I would like to optimize using minimize rather than least_squares.
Is there any plan/option for supporting a solution similar to options={"jac": "fwd"}?

Thanks a lot!
Vadim

Contributor guide

Open the contributing guide

First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Start by reading issue #50 and locating the minimize implementation and the existing jac="fwd" option referenced here. Define what equivalent forward-AD support should mean for minimize, then identify the relevant tests and verify the intended behavior; this issue names no files or tests.

Written by the indexing model from the issue text.

Assessment

Tech stack
python
Domain
machine-learning
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
25/100

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