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Add non-jittable fori_loop #507

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@ayush-1506 ayush-1506 commented Aug 23, 2023

The nomenclature might not be ideal since it's easy to confuse jaxopt._src.fori_loop.fori_loop for jax.lax.fori_loop. Let me know if that can be a problem and I'll rename it. I've also not added any tests at the moment - can add those after an initial review.

Hopefully fixes #462

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Thanks for the PR and sorry for the late reply! Since we already have loop.py, I would move your function there, instead of creating a new file. Also we'll need two tests: one in loop_test.py for the function that you introduce and one in block_cd_test.py for checking that #462 is indeed fixed.

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BlockCD does not support non-jitted functions
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