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

arXiv:2603.10599 · cs.MS, cs.LG · Submitted 2026-03-11 · Read on arXiv

cs.MS, cs.LG

Submitted: 2026-03-11

Updated: 2026-10-15

Code: https://github.com/IvanBioli/ssbroyden_optimistix

License: http://creativecommons.org/licenses/by/4.0/

The gist: We present a JAX implementation of the Self-Scaled Broyden family of quasi-Newton methods, fully compatible with JAX and building on the Optimistix optimisation library.

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 optimisation library. The implementation includes BFGS, DFP, Broyden and their Self-Scaled variants (SSBFGS, SSDFP, SSBroyden), as well as L-BFGS, 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 and on PyPI (pip install ssbroyden-optimistix).

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