Crate scirs2_optimize

Optimization module for SciRS

This module provides implementations of various optimization algorithms, modeled after SciPy’s optimize module.

Submodules

• unconstrained: Unconstrained optimization algorithms
• constrained: Constrained optimization algorithms
• least_squares: Least squares minimization
• roots: Root finding algorithms

Examples

// Example of minimizing a function using BFGS
use ndarray::array;
use scirs2_optimize::unconstrained::{minimize, Method};

fn rosenbrock(x: &[f64]) -> f64 {
    let a = 1.0;
    let b = 100.0;
    let x0 = x[0];
    let x1 = x[1];
    (a - x0).powi(2) + b * (x1 - x0.powi(2)).powi(2)
}

let initial_guess = array![0.0, 0.0];
let result = minimize(rosenbrock, &initial_guess, Method::BFGS, None)?;

println!("Solution: {:?}", result.x);
println!("Function value at solution: {}", result.fun);
println!("Number of iterations: {}", result.nit);
println!("Success: {}", result.success);

Re-exports

pub use error::OptimizeError;

pub use error::OptimizeResult;

pub use result::OptimizeResults;

pub use constrained::minimize_constrained;

pub use least_squares::least_squares;

pub use roots::root;

pub use unconstrained::minimize;

Modules

constrained

Constrained optimization algorithms

error

Error types for the SciRS2 optimization module

least_squares

Least squares optimization

prelude

result

Optimization result structures

roots

Root finding algorithms

roots_anderson

roots_krylov

unconstrained

Unconstrained optimization algorithms