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

2026-03-11 19:00 GMT · 2 months ago aimagpro.com

arXiv:2603.10599v1 Announce Type: cross
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~cite{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.