patrick-kidger / patrick-kidger/optimistix

Will constrained optimization be supported?

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feature question
Dominant language
Python
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Forks
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Description

Hi, thank you for the amazing library!

I was wondering if minimizing with user-specified bounds, or algorithms like projected gradient descent are supported?
If not, what would be the best practice you suggest if we are trying to solve things like argmin(norm(Ax+b)) s.t. x >=0?

Thanks in advance!

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Research direction

The issue names no files, tests, or entry points. Start by reviewing the library's current optimization support and documentation for bounds or projected methods; done would require an agreed design and support for the nonnegative constrained objective.

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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