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Optimisations

Project will contain methods for selecting optimal parameter sets for functions with min/max goal.

Installation

To run any of the methods provided a few standard 3rd party libraries are necessary. These libraries are listed in the requriements.txt file. One can either install them one-by-one or install it with pip

$ pip install -r requirements.txt

Particle Swarm Optimisation

Method uses particles (agents) to search through parameter space and by interactions decide on the best position. See wikipedia: https://en.wikipedia.org/wiki/Particle_swarm_optimization.

One can set initial position for each particle. Those without specified location will use Halton sequence to generate pseudo-random position. Implemented perturbation system forces particles to search around any local minimum.

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Some optimization techniques

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