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Differential Evolution

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/

Usage

Add this to your Cargo.toml:

[dependencies]
differential-evolution = "*"

and this to your crate root:

extern crate differential_evolution;

Examples

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);
}

Similar Crates

• darwin-rs
• RsGenetic

License

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.

Contribution

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.