SoftOpt

A standalone optimizer that excels against leading market optimizers like Adam, in problems with a known, differentiable computation graph.

Each step is an update followed by an exact Newton correction computed from your own model, through Klein–Maimon soft-number calculus (Foundations of Soft Logic, Klein & Maimon, Springer 2024). Free, open source, and runs locally.

Where it helps

If your problem has a known computation graph — a quantum circuit, a physical simulator, a projection or measurement model, anything you can write down exactly, even if the measurements of it are noisy — SoftOpt computes an exact directional derivative of that model on every step, plus the curvature along the same direction, and uses them to correct the optimizer's trajectory. Validated, with real hardware-noise-model data, across:

• Quantum chemistry (VQE) — H₂, H₄, BeH₂, HeH⁺, and larger multireference molecules
• Quantum control (GRAPE) — the single cleanest result across every domain tested
• Computer vision — multi-camera bundle adjustment / camera calibration
• Finance — portfolio optimization (Markowitz mean-variance)
• Condensed-matter physics — quasicrystal and spin-chain models (Ising, XY, Heisenberg, SSH, Kitaev)
• Pharmacokinetics, logistic regression, and more

Where it does not help

Full reinforcement learning (or anything else with a continuously moving target — a policy, an adversary, a non-stationary distribution) is outside SoftOpt's validated scope. The mechanism needs a fixed objective to compute a meaningful correction against; a moving target breaks that assumption. Use plain Adam/SGD there.

Installation

pip install softopt

Quick start

import numpy as np
from softopt import SoftOpt, soft_compile

# Write your model once, in plain Python. No special arithmetic.
def my_model(theta):
    x, y = theta
    return (x - 2.0)**2 + np.exp(y) * x

# soft_compile turns it into the exact directional-derivative function
# SoftOpt needs, and verifies the result against your own model.
g_delta = soft_compile(my_model, n_params=2)

opt = SoftOpt(2, g_delta, lr=0.02)

for step in range(num_steps):
    grad_estimate = my_gradient_estimate(theta)   # e.g. from SPSA on real hardware
    theta = opt.step(theta, grad_estimate)

Your model needs to be built from arithmetic and the elementary functions the soft algebra defines: + - * / ** (including negative and fractional exponents, and 2.0 ** x), abs, sqrt, exp, log, log10, sin, cos, tanh, comparisons, and numpy's versions of those. Loops and if/else branching on parameter values work too — the compiled derivative is then valid on the branch your parameters are actually in.

The one thing to avoid is converting a traced value back to a plain number mid-model — float(x), or np.array(params) on the parameter list, both silently discard the derivative. soft_compile's verification catches this and says so.

If you'd rather write the derivative function yourself — because your model lives in a simulator SoftOpt can't trace, or because you want the speed of a hand-tuned implementation — pass any g_delta(theta, delta) that returns the exact directional derivative, and skip soft_compile entirely.

Validated results

All results below use IBM's FakeFez noise model via Qiskit + Aer, or realistic finite-sample/measurement noise for the non-quantum domains, with torch.optim.Adam as the baseline. Improvement is the reduction in gap to the known optimum (or, for Portfolio, the reduction in loss).

Quantum chemistry (VQE)

Quantum control

Condensed-matter & spin models

Computer vision

Finance

See benchmarks/ for the exact, runnable scripts behind every one of these numbers, including the raw per-seed results.

A performance table cannot show why a method wins. tests/test_causal.py runs the optimizer's own code path while replacing the genuine soft-computed curvature with a frozen constant, or with real curvature measured at an unrelated point. Both perform worse than using no correction at all — the specific computed value is doing the work. Run it directly for the full report:

python3 tests/test_causal.py

The math

The full soft-number algebra is available from the package (from softopt import SoftNumber, sadd, smul, ...), each operation cited to its exact source in Foundations of Soft Logic (Klein & Maimon, Springer 2024):

SoftNumber wraps these with operator syntax (x + y, x * y, x ** 3, x.sqrt()) and is verified, axiom by axiom, against the book's own proofs that bridge numbers form an abelian group under addition and a ring under both operations (tests/test_soft_number.py).

What SoftOpt is not

• Not a claim to beat specialized full-Jacobian second-order solvers (Levenberg–Marquardt, L-BFGS) where those are already practical — SoftOpt's validated niche is genuine improvement over first-order optimizers (Adam, SGD) already in use, particularly where switching to a full second-order method isn't practical (embedded in a larger pipeline, high dimensionality, or measurement noise).
• Not a general-purpose black-box optimizer — it requires a known computation graph, as described above.

License

MIT. See LICENSE.