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Pass Hessian to trust-region SciPy methods#649

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Whning0513 wants to merge 1 commit into
google:mainfrom
Whning0513:pass-hessian-to-trust-region-solvers-240
Open

Pass Hessian to trust-region SciPy methods#649
Whning0513 wants to merge 1 commit into
google:mainfrom
Whning0513:pass-hessian-to-trust-region-solvers-240

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Summary

  • pass a Hessian callable to SciPy for trust-region/Newton-CG methods that require it
  • compute the Hessian from the wrapped JAX objective and flatten it back into SciPy's expected array shape
  • add an isolated regression test that verifies trust-ncg receives hess

Fixes #240.

Testing

  • python -m pytest -q tests/scipy_wrappers_hessian_test.py

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trust-ncg in ScipyMinimize argument issue

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