shgo-rs

A Rust wrapper for the Python/SciPy implementation of the shgo global optimization algorithm

Features

• This should mirror the Python+SciPy implementation pretty closely
• Rust uses Option<> and Some() to be able to specify optional parameters
• We created Rust-native companion structs of OptimizeResult, MinimizerKwargs, and ShgoOptions to mirror their Python counterparts
• We created Rust-native companion struct to do LinearConstraint, NonlinearConstraint, and dict+function based constraints
• The one deviation from the Python function signature is that Rust doesn't allow tuples of mixed types. So, an example is given where a partial function closure is used to capture non-optimized parameters so we don't have to include and args parameter of mixed types.
• The new version also has a wrapper for C and C++, along with examples of how to compile and use. These wrappers should feel pretty seamless and follow the same pattern as the Python and Rust interfaces. For C++, the wrapper uses std::optional to allow optional parameters.
• Six examples are provided:
  • Rosen with default parameters (same as the SHGO Python documentation)
  • Rastrigin with a partial function closure to demonstrate how to perform the alternative to the args parameter in Python
  • Rastrigin with a lot of extra parameters given
  • Rastrigin with some artificial extra computation to demonstrate the multi-thread functionality
  • The cattle feed problem with constraints in dict form
  • The cattle feed problem with constraints in a mix of the three different options: LinearConstraint, NonlinearConstraint, and dict

Installation

1. Create a python venv and install scipy (I am using my existing 3.13t interpreter to create it, but you can use anything recent)

   python3.13t -m venv env
   source env/bin/activate
   pip install scipy
   

2. Run the examples

source env/bin/activate
RUSTFLAGS="-C target-cpu=native" cargo run --release --example basic_rosen
RUSTFLAGS="-C target-cpu=native" cargo run --release  --example rastrigin_partial
RUSTFLAGS="-C target-cpu=native" cargo run --release  --example rastrigin_extra_parameters
RUSTFLAGS="-C target-cpu=native" cargo run --release  --example rastrigin_fake_long
RUSTFLAGS="-C target-cpu=native" cargo run --release  --example cattle_feed_dict
RUSTFLAGS="-C target-cpu=native" cargo run --release  --example cattle_feed_structured

• You can use RUSTFLAGS="-C target-cpu=native" and --release to create an optimized build
• With just cargo run --example <name_of_example> it will make a debug version

4. You can include this crate in your own program by pointing directly to this github repository from the [dependencies] section of your Cargo.toml

   shgo-rs = { git = "https://github.com/jpswensen/shgo-rs" }
   

TODOs

• I'm not sure the multi-threading is working as well as I think it should. When I run the test_rastrigin_fake_long_partial() example, I do see the processor usage spike the percentage relative to the number of workers, but then it falls back to about 1-CPU load for the latter portions of the solution. I also see (if I print out thread ID) that it is running on different threads, but still not sure if simultaneous)
• Missing ShgoOptions: jac, hess, hessp (I'm not 100% sure how to implement these because they then require the objective function to have multiple return values)