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.
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().
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 is generated by doxygen through
doxygen
- 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.
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.
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