CCSA algorithm

[smartalecH]

It'd be great to add a flavor of the CCSA algorithm. The quadratic approximate works just as well as MMA in my experience, but is much easier to implement. A true functional (ie stateless) implementation would be really useful.

[ianwilliamson]

+1

An open source CCSA / MMA optimizer with a more flexible JAX or Optax style API (update_fn / init_fn) would be very welcome. The nlopt implementation is probably the most powerful on the market right now, but comes in an inflexible API container without detailed loop control.

There is mmapy, but it has some limitations and probably needs to be cleaned up.