liteopt 0.1.7

Lightweight gradient descent optimizer implemented in Rust

liteopt

A lightweight optimization library written in Rust with Python bindings.

Installation

Install from PyPI:

uv venv
source .venv/bin/activate
uv pip install liteopt

Install from source (development):

Requirements:

• Rust toolchain (cargo)
• Python 3.8+
• uv

cd liteopt-py
uv sync --extra dev
uv run --extra dev maturin develop --manifest-path Cargo.toml
uv run python -c "import liteopt; print(liteopt.__file__)"

Quick Start

Gradient Descent:

import liteopt

f = lambda x: (x[0] - 3.0) ** 2
grad = lambda x: [2.0 * (x[0] - 3.0)]

x_star, f_star, ok = liteopt.gd(f, grad, x0=[0.0], step_size=0.1)
print(ok, x_star, f_star)

Custom line search callback (GD):

def half_step(ctx):
    return {"accepted": True, "alpha": 0.5 * ctx["alpha0"]}

x_star, f_star, ok = liteopt.gd(f, grad, x0=[0.0], line_search=half_step)

Gauss-Newton (least squares):

import liteopt

target = [1.0, -2.0]

def residual(x):
    return [x[0] - target[0], x[1] - target[1]]

def jacobian(_x):
    return [[1.0, 0.0], [0.0, 1.0]]

x_star, cost, iters, r_norm, dx_norm, ok = liteopt.gn(residual, jacobian, x0=[0.0, 0.0])
print(ok, x_star, cost)

Gauss-Newton simple loop (fixed damping + strict-decrease line search):

x_star, cost, iters, r_norm, dx_norm, ok = liteopt.gn(
    residual,
    jacobian,
    x0=[0.0, 0.0],
    lambda_=1e-8,
    damping_update="fixed",
    linear_system="normal_jtj",
    line_search_method="strict_decrease",
    line_search=True,
    ls_beta=0.5,
    ls_min_step=1e-8,
    ls_max_steps=12,
)
print(ok, x_star, cost)

Custom line search callback (GN):

def half_step(ctx):
    return {"accepted": True, "alpha": 0.5 * ctx["alpha0"]}

x_star, cost, *_ = liteopt.gn(residual, jacobian, x0=[0.0, 0.0], line_search=half_step)

Levenberg-Marquardt (least squares):

x_star, cost, iters, r_norm, dx_norm, ok = liteopt.lm(residual, jacobian, x0=[0.0, 0.0])
print(ok, x_star, cost)

Optional manifold callbacks:

gd(...), gn(...), and lm(...) accept manifold=... with these methods:

• retract(x, direction, alpha) -> list[float]
• tangent_norm(v) -> float
• scale(v, alpha) -> list[float]
• add(x, v) -> list[float]
• difference(x, y) -> list[float]