We introduce optHIM, an open-source library of continuous unconstrained optimization algorithms implemented in PyTorch for both CPU and GPU. By leveraging PyTorch's autograd, optHIM seamlessly integrates function, gradient, and Hessian information into flexible line-search and trust-region methods. We evaluate eleven state-of-the-art variants on benchmark problems spanning convex and non-convex landscapes. Through a suite of quantitative metrics and qualitative analyses, we demonstrate each method's strengths and trade-offs. optHIM aims to democratize advanced optimization by providing a transparent, extensible, and efficient framework for research and education.
翻译:本文介绍了optHIM,一个用PyTorch实现的开源连续无约束优化算法库,支持CPU和GPU计算。通过利用PyTorch的自动微分机制,optHIM将函数值、梯度和Hessian矩阵信息无缝集成到灵活的线搜索和信赖域方法中。我们在涵盖凸与非凸场景的基准问题上评估了十一种先进算法变体。通过一系列定量指标与定性分析,我们展示了每种方法的优势与权衡。optHIM旨在通过提供透明、可扩展且高效的研究与教育框架,推动先进优化技术的普及应用。