mixsqpx 0.2.0a1

JAX interface to the Rust implementation of the mixSQP algorithm

MIXSQPX: A JAX-compatible interface to the mixSQP algorithm

This package provides a jax-compatible interface to the mixSQP algorithm described in,

Kim, Y., Carbonetto, P., Stephens, M., & Anitescu, M. (2020). A Fast Algorithm for Maximum Likelihood Estimation of Mixture Proportions Using Sequential Quadratic Programming. Journal of Computational and Graphical Statistics, 29(2), 261–273.

The implementation of the mixSQP algorithm in this package was ported from the R implementation by the authors of this paper which uses the Rarmadillo package as an interface to the Armadillo C++ library.

This package provides a function mixsolve, which can be transformed with JAX transformations such as jit.

Installation

This branch uses uv as the project frontend and hatchling as the build backend. Building the package requires a working Rust toolchain because the default backend is a bundled Rust shared library.

Local Development

# Install uv if you don't have it already.
curl -LsSf https://astral.sh/uv/install.sh | sh

# Clone the repository.
git clone https://github.com/pdiegert/mixsqpx.git
cd mixsqpx

# Install Rust if you don't have it already.
curl --proto '=https' --tlsv1.2 -sSf https://sh.rustup.rs | sh

# Sync the development environment and install the package editable.
uv sync --group test --group examples

uv sync builds the Rust library through the Hatch build hook and installs the package in editable mode.

Verification

Run the test suite to verify your installation:

uv run --group test pytest tests

Build a wheel locally with:

uv build

Benchmark the Rust backend explicitly with:

uv run --group test python scripts/benchmark_mixsolve.py

Legacy C++ Reference Path

This branch is intended to merge as a Rust-first package. The legacy C++/Armadillo backend is kept only as an archival benchmark/reference path.

• Keep the legacy implementation in a separate checkout or worktree.
• Use a separate environment for the legacy package.
• Do not treat the legacy C++ build as part of the default developer install on this branch.

A recommended setup is:

git worktree add ../mixsqpx-legacy legacy-cpp-final

Additional details for benchmarking and the opt-in exact legacy reference test are documented in LEGACY_CPP_REFERENCE.md.

License

This project is licensed under the MIT License - see the LICENCE file for details.

Acknowledgements

This project includes code adapted from the mixSQP project, which is available under the MIT license. We thank the original authors (Youngseok Kim, Peter Carbonetto, Matthew Stephens and Mihai Anitescu) for their work.