Numerical optimization in pure Rust
Mathematical optimization in pure Rust
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argmin is a numerical optimization library written entirely in Rust.
argmin's goal is to offer a wide range of optimization algorithms with a consistent interface.
It is type-agnostic by design, meaning that any type and/or math backend, such as nalgebra or ndarray can be used -- even your own.
Observers allow one to track the progress of iterations, either by using one of the provided ones for logging to screen or disk or by implementing your own.
An optional checkpointing mechanism helps to mitigate the negative effects of crashes in unstable computing environments.
Due to Rust's powerful generics and traits, most features can be exchanged for your own tailored implementations.
argmin is designed to simplify the implementation of optimization algorithms and as such can also be used as a toolbox for the development of new algorithms. One can focus on the algorithm itself, while the handling of termination, parameter vectors, populations, gradients, Jacobians and Hessians is taken care of by the library.
External solvers which implement the Solver trait are compatible with argmin's Executor,
and as such can leverage features like checkpointing and observers.
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