patrick-kidger / patrick-kidger/optimistix
Improve `IndirectIterativeDual`
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refactor
- Dominant language
- Python
- Stars
- 623
- Forks
- 54
- PR merge metrics
- No merged PRs in 30d
Description
- Add
IndirectIterativeDualspecific Newton safeguards (Conn, Gould, and Toint "Trust Region Methods" section 7.3) - Use Given's rotations to compute
difffor different values of λ more efficiently (Conn, Gould, and Toint section 7.3 or Nocedal Wright section 4.3.) Depends on https://github.com/google/lineax/issues/6
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start by locating the IndirectIterativeDual implementation and read the linked lineax issue, then consult section 7.3 of Trust Region Methods or section 4.3 of Nocedal and Wright. Done means both checklist items are implemented: method-specific Newton safeguards and more efficient diff computation for different λ values.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- python
- Domain
- performance
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 25/100