🧮 AlgorithmsInterface.jl

AlgorithmsInterface.jl is a Julia package to provide a common interface to run iterative tasks. Algorithm here refers to an iterative sequence of commands, that are run until a certain stopping criterion is met.

Statement of need

A first approach to algorithms is a simple for-loop for a maximum number of iterations. Using an interface instead allows to both specify different criteria to stop easily, even in their combination. Furthermore a generic interface allows to both “hook into” an algorithm easily as well as combining them.

A common interface for algorithms allows to reuse common code – especially stopping criteria, but especially also logging, debug, recording, and caching capabilities. Finally, a common interface also allows to easily combine existing algorithms, hence enhancing interoperability, for example using one algorithm as a sub routine of another one.

Main features

See the intial discussion as well as the overview on existing things

Further ideas

• generic stopping criteria <:AbstractStoppingCriterion
  • StopAfterIteration(i) for example
• a factory that turns certain keywords like maxiter= into stopping criteria
• still support the stopping_criterion= ideas from Manopt.jl
• by default stop() from above would check such a stopping criterion
• generic debug and record functionality – together with hooks even

Possible extensions

• to LineSearches.jl