fcmaes-core

fcmaes-core provides fast, parallel, gradient-free optimization algorithms implemented entirely in Rust. It is the reusable optimizer core of the fcmaes-rust project and does not compile, link, load, or call the historical C++ optimizer backend.

Installation

cargo add fcmaes-core

The minimum supported Rust version is 1.88.

Minimal example

use fcmaes_core::{De, DeParams, Fitness};

fn sphere(x: &[f64]) -> f64 {
    x.iter().map(|value| value * value).sum()
}

fn main() {
    let dim = 5;
    let lower = vec![-5.0; dim];
    let upper = vec![5.0; dim];
    let fitness = Fitness::bounded(dim, 1, &lower, &upper);
    let params = DeParams {
        max_evaluations: 20_000,
        seed: 1,
        ..Default::default()
    };
    let mut optimizer = De::new(fitness, &[], &[], None, &params);
    let result = optimizer.optimize(&sphere);

    println!(
        "value={} evaluations={} x={:?}",
        result.y, result.evaluations, result.x
    );
}

Use optimized builds for real workloads:

cargo run --release

Capabilities

Differential Evolution, active CMA-ES, CR-FM-NES, PGPE and Dual Annealing
BiteOpt and batched ask/tell optimization
MODE multi-objective optimization
independent, coordinated and weighted multi-objective retry
CVT MAP-Elites, quality-diversity search and the Diversifier
native multithreading and parallel batch evaluation

Documentation

Avoid CPU oversubscription when combining retry-level and population-evaluation parallelism. Debug builds are not representative of optimizer performance.

License