PSO

Easy and Efficient Particle Swarm Optimizer in Rust

Features

• Efficient Multi-Threaded optimization
• Simple API with many optional parameters to configure
• Minimizes an N dimensional objective function defined as a closure
• Lots of fanciness under the hood to avoid local minima traps

Examples

Simple

``` Rust // set up a PSO with 8 default swarms let pso = PSO::default(8, false);

// set up the stop condition and search space with a JobConfig let mut jc = JobConfig::new(5); // search a 5 variable space jc.exitcost(10e-10); // stop optimizing when the objective cost reaches 10e-10 jc.variablebound([-5.0, 5.0]); // constrain the 5D search space to (-5, 5) along all dimensions

// create a simple objective function let obj = |xvec: &[f64]| -> f64 { xvec.iter().map(|x| x.powi(2)).sum::() };

// search for the minimum let min = pso.runjobfn(jc, obj);

assert!(min.0 < 10e-9); for x in min.1 { assert!(x.abs() < 0.001); } ```

Advanced

``` Rust // define a swarm configuration let mut sc = SwarmConfig::new(); sc.synergicbehavior(0.4, 100); // collaborate with other swarms every 100 iterations using a global-coefficient of 0.4 sc.motioncoefficients(0.5, 0.6, 1.0); // use custom motion coefficients sc.num_particles(256); // put 256 particles in each swarm

// set up a PSO with 8 swarms using the above SwarmConfig let pso = PSO::fromswarmconfig(8, false, &sc);

// set up the stop condition and search space with a JobConfig let mut jc = JobConfig::new(5); jc.maxiterandexitcost(10000, 10e-10); // stop after the first of these conditions is met jc.variablebounds(vec![ // define a custom upper and lower bound on each dimension [-10.0, 10.0], [-8.0, 8.0], [-6.0, 6.0], [-4.0, 4.0], [-2.0, 2.0], ]); jc.updateconsole(100); // update the console with the current minimum every 100 iterations

// create a simple objective function using some external data let mins = [1.0; 5]; let obj = move |xvec: &[f64]| -> f64 { xvec .iter() .enumerate() .map(|(i, x)| (x - mins[i]).powi(2)) .sum::() };

// search for the minimum let min = pso.runjobfn(jc, obj);

assert!(min.0 < 10e-9); for (i, x) in min.1.iter().enumerate() { assert!((x - mins[i]).abs() < 0.001); } ```