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Merged
pkofod merged 1 commit into from
Jan 7, 2026
Merged

Add support for Jacobian-vector products #168

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2 changes: 1 addition & 1 deletion README.md
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Original file line number Diff line number Diff line change
Expand Up @@ -19,7 +19,7 @@ NLSolversBase.jl is the core, common dependency of several packages in the [Juli
The package aims at establishing common ground for [Optim.jl](https://github.com/JuliaNLSolvers/Optim.jl), [LineSearches.jl](https://github.com/JuliaNLSolvers/LineSearches.jl), and [NLsolve.jl](https://github.com/JuliaNLSolvers/NLsolve.jl). The common ground is mainly the types used to hold objective related callables, information about the objectives, and an interface to interact with these types.

## NDifferentiable
There are currently three main types: `NonDifferentiable`, `OnceDifferentiable`, and `TwiceDifferentiable`. There's also a more experimental `TwiceDifferentiableHV` for optimization algorithms that use Hessian-vector products. An `NDifferentiable` instance can be used to hold relevant functions for
There are currently three main types: `NonDifferentiable`, `OnceDifferentiable`, and `TwiceDifferentiable`. An `NDifferentiable` instance can be used to hold relevant functions for

- Optimization: $F : \mathbb{R}^N \to \mathbb{R}$
- Solving systems of equations: $F : \mathbb{R}^N \to \mathbb{R}^N$
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18 changes: 10 additions & 8 deletions src/NLSolversBase.jl
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Expand Up @@ -9,37 +9,40 @@ export AbstractObjective,
NonDifferentiable,
OnceDifferentiable,
TwiceDifferentiable,
TwiceDifferentiableHV,
value,
value!,
value_gradient!,
value_gradient_hessian!,
value_jacobian!,
value_jvp!,
gradient,
gradient!,
gradient_hessian!,
jacobian,
jacobian!,
jvp!,
hessian,
hessian!,
value!!,
value_gradient!!,
value_jacobian!!,
hessian!!,
hv_product,
hv_product!,
hvp!,
only_fg!,
only_fgh!,
only_fj!,
only_fg,
only_fj,
only_g_and_fg,
only_j_and_fj,
only_fg_and_hv!,
only_fghv!,
only_fg_and_hvp!,
only_fghvp!,
clear!,
f_calls,
g_calls,
jvp_calls,
h_calls,
hv_calls
hvp_calls

export AbstractConstraints, OnceDifferentiableConstraints,
TwiceDifferentiableConstraints, ConstraintBounds
Expand All @@ -51,12 +54,11 @@ include("objective_types/abstract.jl")
include("objective_types/nondifferentiable.jl")
include("objective_types/oncedifferentiable.jl")
include("objective_types/twicedifferentiable.jl")
include("objective_types/twicedifferentiablehv.jl")
include("objective_types/incomplete.jl")
include("objective_types/constraints.jl")
include("interface.jl")

NonDifferentiable(f::OnceDifferentiable, x::AbstractArray) = NonDifferentiable(f.f, x, copy(f.F))
NonDifferentiable(f::TwiceDifferentiable, x::AbstractArray) = NonDifferentiable(f.f, x, copy(f.F))
NonDifferentiable(f::TwiceDifferentiableHV, x::AbstractArray) = NonDifferentiable(f.f, x, copy(f.F))

end # module
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