rust)[ANN] cmaes v0.2.0: An implementation of the CMA-ES optimization algorithm

https://www.reddit.com/r/rust/comments/u8zfao/ann_cmaes_v020_an_implementation_of_the_cmaes/?utm_source=share&utm_medium=ios_app&utm_name=iossmf

[ANN] cmaes v0.2.0: An implementation of the CMA-ES optimization algorithm

[ANN] cmaes v0.2.0: An implementation of the CMA-ES optimization algorithm

[cmaes][0] is an implementation of the CMA-ES black box numerical optimization algorithm. It's especially suited to solving high-dimension, non-linear, non-convex, ill-conditioned, and/or noisy problems.

The library allows you to minimize or maximize the value of arbitrary functions:

use cmaes::DVector;

let sphere = |x: &DVector<f64>| x.iter().map(|xi| xi.powi(2)).sum();
let dim = 10;
let solution = cmaes::fmin(sphere, vec![5.0; dim], 1.0);


The `v0.2.0` release contains several new features and improvements, including:
- Automatic restart algorithms including IPOP and BIPOP
- Multithreading support to improve performance with expensive objective functions
- An option to choose whether to minimize or maximize the function
- More termination criteria and options to configure existing ones
- Major performance improvements all-around

Some breaking changes were made to the API in this version. See the [changelog][1] for a full list of features and changes.

[0]: https://github.com/pengowen123/cmaes

GitHub - pengowen123/cmaes: A Rust implementation of the CMA-ES optimization algorithm.

[1]: https://github.com/pengowen123/cmaes/blob/master/CHANGELOG.md

GitHub - pengowen123/cmaes: A Rust implementation of the CMA-ES optimization algorithm.

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