Self-Scaled Broyden Family of Quasi-Newton Methods in JAX

Code

• github.com/ivanbioli/ssbroyden_optimistix
  OfficialIn paper★ 4

Abstract

We present a JAX implementation of the Self-Scaled Broyden family of quasi-Newton methods, fully compatible with JAX and building on the Optimistix~rader_optimistix_2024 optimisation library. The implementation includes BFGS, DFP, Broyden and their Self-Scaled variants(SSBFGS, SSDFP, SSBroyden), together with a Zoom line search satisfying the strong Wolfe conditions. This is a short technical note, not a research paper, as it does not claim any novel contribution; its purpose is to document the implementation and ease the adoption of these optimisers within the JAX community. The code is available at https://github.com/IvanBioli/ssbroyden_optimistix.git.

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