Inline methods for updates to the Hessian and inverse Hessian approximations (#146)

* inline Hessian updates, remove separate update class.

* add abstract versions of BFGS, DFP, LBFGS

* temporarily remove  from the documentation.

---------

Co-authored-by: Johanna Haffner <[email protected]>

Author: johannahaffner

docs/api/minimise.md

@@ -37,24 +37,8 @@ In addition to the following, note that the [Optax](https://github.com/deepmind/
     ::: optimistix.AbstractQuasiNewton
         options:
             members:
-                false
-
-    [`optimistix.AbstractQuasiNewton`][] supports several update methods for the Hessian approximation. Optimistix currently provides two of these ([`optimistix.BFGSUpdate`][] and [`optimistix.DFPUpdate`][]), but you can also implement your own using the [`optimistix.AbstractQuasiNewtonUpdate`][] interface.
-
-    ::: optimistix.AbstractQuasiNewtonUpdate
-        options:
-            members:
-                - __call__
-
-    ::: optimistix.BFGSUpdate
-        options:
-            members:
-                - __init__
-
-    ::: optimistix.DFPUpdate
-        options:
-            members:
-                - __init__
+                - init_hessian
+                - update_hessian
 
 ::: optimistix.BFGS
     options:
@@ -66,6 +50,11 @@ In addition to the following, note that the [Optax](https://github.com/deepmind/
         members:
             - __init__
 
+::: optimistix.LBFGS
+    options:
+        members:
+            - __init__
+
 ---
 
 ::: optimistix.OptaxMinimiser

mkdocs.yml

@@ -77,6 +77,7 @@ plugins:
     - hippogriffe:
         extra_public_objects:
             - jax.Array
+            - jax.ShapeDtypeStruct
             - lineax.AutoLinearSolver
             - lineax.AbstractLinearSolver
             - lineax.AbstractLinearOperator

optimistix/__init__.py

@@ -37,24 +37,24 @@
 )
 from ._solution import RESULTS as RESULTS, Solution as Solution
 from ._solver import (
+    AbstractBFGS as AbstractBFGS,
+    AbstractDFP as AbstractDFP,
     AbstractGaussNewton as AbstractGaussNewton,
     AbstractGradientDescent as AbstractGradientDescent,
+    AbstractLBFGS as AbstractLBFGS,
     AbstractQuasiNewton as AbstractQuasiNewton,
-    AbstractQuasiNewtonUpdate as AbstractQuasiNewtonUpdate,
     BacktrackingArmijo as BacktrackingArmijo,
     BestSoFarFixedPoint as BestSoFarFixedPoint,
     BestSoFarLeastSquares as BestSoFarLeastSquares,
     BestSoFarMinimiser as BestSoFarMinimiser,
     BestSoFarRootFinder as BestSoFarRootFinder,
     BFGS as BFGS,
-    BFGSUpdate as BFGSUpdate,
     Bisection as Bisection,
     Chord as Chord,
     ClassicalTrustRegion as ClassicalTrustRegion,
     dai_yuan as dai_yuan,
     DampedNewtonDescent as DampedNewtonDescent,
     DFP as DFP,
-    DFPUpdate as DFPUpdate,
     Dogleg as Dogleg,
     DoglegDescent as DoglegDescent,
     FixedPointIteration as FixedPointIteration,

optimistix/_solver/__init__.py

@@ -25,7 +25,7 @@
     IndirectLevenbergMarquardt as IndirectLevenbergMarquardt,
     LevenbergMarquardt as LevenbergMarquardt,
 )
-from .limited_memory_bfgs import LBFGS as LBFGS
+from .limited_memory_bfgs import AbstractLBFGS as AbstractLBFGS, LBFGS as LBFGS
 from .nelder_mead import NelderMead as NelderMead
 from .newton_chord import Chord as Chord, Newton as Newton
 from .nonlinear_cg import (
@@ -38,12 +38,11 @@
 )
 from .optax import OptaxMinimiser as OptaxMinimiser
 from .quasi_newton import (
+    AbstractBFGS as AbstractBFGS,
+    AbstractDFP as AbstractDFP,
     AbstractQuasiNewton as AbstractQuasiNewton,
-    AbstractQuasiNewtonUpdate as AbstractQuasiNewtonUpdate,
     BFGS as BFGS,
-    BFGSUpdate as BFGSUpdate,
     DFP as DFP,
-    DFPUpdate as DFPUpdate,
 )
 from .trust_region import (
     ClassicalTrustRegion as ClassicalTrustRegion,