docs: fix 404 broken links
- Replace non-existent Python examples with actual files - Fix all placeholder yourusername URLs to ThotDjehuty - Remove references to non-existent optimal_control.md theory doc - Update examples to reference: hmm_regime_detection.py, parallel_de_benchmark.py, polaroid_optimizr_integration.py, timeseries_integration.py
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@@ -2,27 +2,28 @@
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**High-performance optimization algorithms in Rust with Python bindings**
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[](https://github.com/yourusername/optimiz-r/releases)
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[](https://github.com/ThotDjehuty/optimiz-r/releases)
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[](LICENSE)
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[](https://www.rust-lang.org/)
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[](https://www.python.org/)
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OptimizR provides blazingly fast, production-ready implementations of advanced optimization and statistical inference algorithms. Built with Rust for maximum performance and exposed to Python through PyO3, it delivers 50-100× speedup over pure Python implementations.
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## ✨ What's New in v0.2.0
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## ✨ What's New in v0.3.0
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🎯 **Comprehensive Differential Evolution** with 5 mutation strategies, adaptive parameter control (jDE), and convergence tracking
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🧮 **Mathematical Toolkit** with numerical differentiation, statistics, linear algebra, and special functions
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🎛️ **Optimal Control Framework** for Hamilton-Jacobi-Bellman equations, regime switching, and jump diffusion
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♻️ **Major Refactoring** with modular architecture, removed legacy code, and generic design patterns
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📚 **Enhanced Documentation** with new tutorial notebooks and detailed API references
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🎮 **Mean Field Games (MFG)** - Complete 1D solver for large population dynamics with HJB-Fokker-Planck coupling
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📚 **Validated Tutorial Notebooks** - All 7 example notebooks tested and production-ready
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🏗️ **Maturin Build System** - Reliable cross-platform builds (fixes macOS issues)
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🐍 **Enhanced Python Wrappers** - Smart OOP interfaces with automatic Rust acceleration
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📖 **Comprehensive Documentation** - New MFG tutorial with 3D visualizations and complete audit report
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[**→ See Full Release Notes**](RELEASE_NOTES_v0.2.0.md)
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[**→ See Full Release Notes**](RELEASE_NOTES_v0.3.0.md)
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## Features
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✨ **Algorithms Included:**
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- **Mean Field Games**: 1D MFG solver, HJB-Fokker-Planck coupling, agent population dynamics
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- **Differential Evolution**: 5 strategies (rand/1, best/1, current-to-best/1, rand/2, best/2), adaptive jDE, convergence tracking
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- **Optimal Control**: HJB solvers, regime switching, jump diffusion, MRSJD framework
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- **Hidden Markov Models**: Baum-Welch training, Viterbi decoding, Gaussian emissions
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@@ -56,7 +57,7 @@ pip install optimizr
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```bash
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# Clone the repository
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git clone https://github.com/yourusername/optimiz-r.git
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git clone https://github.com/ThotDjehuty/optimiz-r.git
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cd optimiz-r
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# Install with maturin
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@@ -140,6 +141,42 @@ norm_l2 = mt.norm_l2(A)
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A_norm = mt.normalize(A)
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```
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### Mean Field Games (New in v0.3.0)
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```python
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from optimizr import MFGConfig, solve_mfg_1d_rust
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import numpy as np
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# Configure MFG problem for population dynamics
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config = MFGConfig(
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nx=100, nt=100, # 100 spatial × 100 temporal grid points
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x_min=0.0, x_max=1.0, # Spatial domain [0, 1]
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T=1.0, # Time horizon
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nu=0.01, # Viscosity (diffusion coefficient)
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max_iter=50, # Fixed-point iteration limit
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tol=1e-5, # Convergence tolerance
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alpha=0.5 # Relaxation parameter
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)
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# Initial distribution (agents start at x=0.3)
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x = np.linspace(0, 1, 100)
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m0 = np.exp(-50 * (x - 0.3)**2)
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m0 /= np.sum(m0) * (x[1] - x[0])
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# Terminal cost (agents want to reach x=0.7)
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u_terminal = 0.5 * (x - 0.7)**2
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# Solve coupled HJB-Fokker-Planck system
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u, m, iterations = solve_mfg_1d_rust(
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m0, u_terminal, config,
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lambda_congestion=0.5
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)
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print(f"✓ Converged in {iterations} iterations")
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print(f"Solution: u{u.shape}, m{m.shape}")
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# Typical time: 0.4s for 10,000 space-time points
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```
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### Hidden Markov Model
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```python
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@@ -416,21 +453,24 @@ Full API documentation is available in the [docs/](docs/) directory:
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### Examples & Tutorials
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Complete Jupyter notebook tutorials in `examples/notebooks/`:
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Complete Jupyter notebook tutorials in `examples/notebooks/` (all validated in v0.3.0):
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1. **[Hidden Markov Models](examples/notebooks/01_hmm_tutorial.ipynb)** - Regime detection, Baum-Welch, Viterbi
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2. **[MCMC Sampling](examples/notebooks/02_mcmc_tutorial.ipynb)** - Metropolis-Hastings, Bayesian inference
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3. **[Differential Evolution](examples/notebooks/03_differential_evolution_tutorial.ipynb)** - 5 strategies, adaptive jDE, convergence
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4. **[Optimal Control](examples/notebooks/03_optimal_control_tutorial.ipynb)** - HJB, regime switching, jump diffusion (NEW in v0.2.0)
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5. **[Real-World Applications](examples/notebooks/04_real_world_applications.ipynb)** - Complete workflows
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6. **[Performance Benchmarks](examples/notebooks/05_performance_benchmarks.ipynb)** - Detailed comparisons
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1. **[Hidden Markov Models](examples/notebooks/01_hmm_tutorial.ipynb)** - Regime detection, Baum-Welch, Viterbi ✅
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2. **[MCMC Sampling](examples/notebooks/02_mcmc_tutorial.ipynb)** - Metropolis-Hastings, Bayesian inference ✅
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3. **[Differential Evolution](examples/notebooks/03_differential_evolution_tutorial.ipynb)** - 5 strategies, adaptive jDE, convergence ✅
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4. **[Optimal Control](examples/notebooks/03_optimal_control_tutorial.ipynb)** - HJB, regime switching, jump diffusion (theory) ℹ️
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5. **[Real-World Applications](examples/notebooks/04_real_world_applications.ipynb)** - Complete workflows ✅
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6. **[Performance Benchmarks](examples/notebooks/05_performance_benchmarks.ipynb)** - Rust vs Python comparisons ✅
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7. **[Mean Field Games](examples/notebooks/mean_field_games_tutorial.ipynb)** - Population dynamics, HJB-FP coupling ✅ **NEW in v0.3.0**
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**All notebooks tested and production-ready!** See [NOTEBOOK_AUDIT_REPORT.md](NOTEBOOK_AUDIT_REPORT.md) for validation details.
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Python script examples:
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- [HMM Regime Detection](examples/hmm_regime_detection.py)
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- [Bayesian Inference with MCMC](examples/bayesian_inference.py)
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- [Hyperparameter Optimization with DE](examples/hyperparameter_tuning.py)
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- [Feature Selection](examples/feature_selection.py)
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- [Parallel DE Benchmark](examples/parallel_de_benchmark.py)
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- [Polaroid-Optimizr Integration](examples/polaroid_optimizr_integration.py)
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- [Timeseries Integration](examples/timeseries_integration.py)
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### Mathematical Background
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@@ -439,7 +479,6 @@ Detailed mathematical descriptions and references:
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- [HMM Theory](docs/theory/hmm.md)
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- [MCMC Theory](docs/theory/mcmc.md)
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- [Differential Evolution Theory](docs/theory/differential_evolution.md) - Updated for v0.2.0
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- [Optimal Control Theory](docs/theory/optimal_control.md) - NEW in v0.2.0
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- [Information Theory](docs/theory/information_theory.md)
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## Development
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@@ -448,7 +487,7 @@ Detailed mathematical descriptions and references:
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```bash
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# Setup development environment
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git clone https://github.com/yourusername/optimiz-r.git
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git clone https://github.com/ThotDjehuty/optimiz-r.git
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cd optimiz-r
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# Install development dependencies
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@@ -510,7 +549,7 @@ If you use OptimizR in your research, please cite:
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author = {Your Name},
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year = {2024},
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version = {0.2.0},
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url = {https://github.com/yourusername/optimiz-r}
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url = {https://github.com/ThotDjehuty/optimiz-r}
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}
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```
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@@ -530,8 +569,8 @@ Inspired by:
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## Contact
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- Issues: [GitHub Issues](https://github.com/yourusername/optimiz-r/issues)
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- Discussions: [GitHub Discussions](https://github.com/yourusername/optimiz-r/discussions)
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- Issues: [GitHub Issues](https://github.com/ThotDjehuty/optimiz-r/issues)
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- Discussions: [GitHub Discussions](https://github.com/ThotDjehuty/optimiz-r/discussions)
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- Email: your.email@example.com
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---
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