Library searching for solutions to multi-dimensional optimization problems
Switch branches/tags
Nothing to show
Clone or download
Fetching latest commit…
Cannot retrieve the latest commit at this time.
Permalink
Failed to load latest commit information.
example
include/Optimizer
src
CMakeLists.txt
Doxyfile
LICENSE
README.md
runcmake
waf
wscript

README.md

Introduction

Parallel Optimizer Library searches for the X that minimizes f(X), preferably by using evolutionary algorithms and multithreading capabilities.

This library was created when I found myself needing a way of finding good solutions to a multi-dimensional problem where exhaustive search is infeasible due to the large search-space.

It is implemented using C++11 and its native multithreading capabilities. My plan is to also implement MPI which would make this library far more useful for computer clusters.

The library is evolving and the API should not be considered final in any way yet. However, I have been using this library for my own application since early 2012 and I am so far confident in the library's function.

How to use

OptimizationWorker is the entity testing a particular solution. Therefore, derive your own class from that one, taking care to set up your problem in its constructor and to calculate your fitness-function in OptimizationWorker.fitnessFunction.

Choose an appropriate MasterOptimizer, for example the ParticleSwarmOptimizer, and call its MasterOptimizer.optimize() to start the search for a solution.

When done, retrieve best solution with MasterOptimizer.getBestParameters().

Example

There is an example implementation of the Rosenbrock-problem in example/rosenbrock.cpp. Build the example code with waf using

./waf build_release

The compiled binary is found at build/release/rosenbrock

Documentation

Documentation is generated by doxygen through

doxygen

Todo

  • MPI-support
  • Auto-tuning of PSO-swarm.
  • Exhaustive search for reference.
  • Add regression tests
  • Implement a way for user to disable and/or customize what library prints to stdout.

LICENSE

The MIT License (MIT)

Copyright (c) 2013 Anders Bennehag

Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the "Software"), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions:

The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software.

THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.