Simple and powerful global optimization using a Self-Adapting Differential Evolution for Rust. See Wikipedia's article on Differential Evolution for more information.
Documentation: https://docs.rs/differential-evolution/*/differential_evolution/
Add this to your Cargo.toml:
[dependencies]
differential-evolution = "*"and this to your crate root:
extern crate differential_evolution;Differential Evolution is a global optimization algorithm that tries to iteratively improve candidate solutions with regards to a user-defined cost function.
This example finds the minimum of a simple 5-dimensional function.
extern crate differential_evolution;
use differential_evolution::self_adaptive_de;
fn main() {
// create a self adaptive DE with an inital search area
// from -10 to 10 in 5 dimensions.
let mut de = self_adaptive_de(vec![(-10.0, 10.0); 5], |pos| {
// cost function to minimize: sum of squares
pos.iter().fold(0.0, |sum, x| sum + x*x)
});
// perform 10000 cost evaluations
de.iter().nth(10000);
// show the result
let (cost, pos) = de.best().unwrap();
println!("cost: {}", cost);
println!("pos: {:?}", pos);
}Licensed under either of
- Apache License, Version 2.0, (LICENSE-APACHE or http://www.apache.org/licenses/LICENSE-2.0)
- MIT license (LICENSE-MIT or http://opensource.org/licenses/MIT)
at your option.
Unless you explicitly state otherwise, any contribution intentionally submitted for inclusion in the work by you, as defined in the Apache-2.0 license, shall be dual licensed as above, without any additional terms or conditions.