differential-evolution 0.2.2

Simple and powerful global optimization using a self-adapting differential evolution.

Crate differential_evolution [] [src]

Differential Evolution optimizer for rust.

Simple and powerful global optimization using a Self-Adapting Differential Evolution for Rust. See Wikipedia's article on Differential Evolution for more information.

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.

Quick Start: Sum of Squares

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);
}

Tutorial: Rastrigin

The population supports an Iterator for evaluating. Each call of next() evaluates the cost function and returns the fitness value of the current global best. This way it is possible to use all the iterator's features for optimizig. Here are a few examples.

Let's say we have the Rastrigin cost function:

use std::f32::consts::PI;

fn rastrigin(pos: &[f32]) -> f32 {
    pos.iter().fold(0.0, |sum, x|
        sum + x * x - 10.0 * (2.0 * PI * x).cos() + 10.0)
}

We'd like to search for the minimum in the range -5.12 to 5.12, for 30 dimensions:

let initial_min_max = vec![(-5.12, 5.12); 30];

We can create a self adaptive DE, and search until the cost reaches a given minimum:

let mut de = self_adaptive_de(initial_min_max, rastrigin);
de.iter().find(|&cost| cost < 0.1);

This is a bit dangerous though, because the optimizer might never reach that minimum. It is safer to just let it run for a given number of evaluations:

let mut de = self_adaptive_de(initial_min_max, rastrigin);
de.iter().nth(10000);

If is possible to do some smart combinations: run until cost is below a threshold, or until the maximum number of iterations have been reached:

let mut de = self_adaptive_de(initial_min_max, sum_of_squares);
de.iter().take(100000).find(|&cost| cost < 0.1);

When you are finished with iterating, you can extract the best solution found so far with de.best(). This retrieves the minimum cost and the position vector that has lead to this cost:

let (cost, pos) = de.best().unwrap();
println!("{} best cost", cost);
println!("{:?} best position", pos);

Similar Crates

Structs

PopIter

Iterator for the differential evolution, to perform a single cost evaluation every time move() is called.

Population

Holds the population for the differential evolution based on the given settings.

Settings

Holds all settings for the self adaptive differential evolution algorithm.

Functions

self_adaptive_de

Convenience function to create a fully configured self adaptive differential evolution population.