Commit Graph

59 Commits

Author SHA1 Message Date
ThotDjehuty f7e62cbe6d feat: add point_processes module implementing unified theory framework 2026-02-19 19:01:29 +01:00
ThotDjehuty fc8a8d036e docs: Comprehensive enhancement of optimal control and HMM API documentation
Optimal Control: 94 to 610 lines with HJB theory, viscosity solutions, finite differences

HMM API: 16 to 571 lines with complete API reference and usage examples
2026-02-18 20:30:15 +01:00
ThotDjehuty 5f0c8b0d67 docs: Add comprehensive documentation improvement roadmap
- Identifies critical gaps in optimal control mathematical foundations
- Details needed HMM API expansion (currently only 16 lines)
- Lists all implemented algorithms requiring documentation
- Provides phased implementation plan with priorities
- References academic sources for mathematical content

User feedback: 'make it a lot more concise and detailed' + needs HJB equation theory, viscosity solutions, algorithm details
2026-02-17 19:59:56 +01:00
Melvin Avarez 78442d9e69 Delete FINAL_RELEASE_STATUS.md 2026-02-17 19:33:17 +01:00
ThotDjehuty efde8d19a5 fix: Update PyPI metadata with Optimiz-rs branding and logo (v1.0.1)
- Replace all OptimizR references with Optimiz-rs in README
- Fix logo URL to use GitHub raw link (displays on PyPI)
- Bump version to 1.0.1 for metadata update
- Published to PyPI: https://pypi.org/project/optimiz-rs/1.0.1/

Changes:
- README.md: 7 instances of OptimizR → Optimiz-rs
- README.md: Logo URL now uses raw.githubusercontent.com
- pyproject.toml: version 1.0.0 → 1.0.1
- Cargo.toml: version 1.0.0 → 1.0.1
2026-02-17 10:22:42 +01:00
ThotDjehuty b10263b4f2 docs: Rebrand OptimizR to Optimiz-rs throughout documentation
Updated Branding in ReadTheDocs:
-  All 'OptimizR' → 'Optimiz-rs' (17 files)
-  Project name in conf.py
-  HTML title and short title
-  All algorithm documentation
-  Getting started guide
-  Installation guide
-  Theory/mathematical foundations
-  Archive documentation

Documentation now consistently uses the new 'optimiz-rs' branding that
matches both PyPI and crates.io package names.

Note: Python module name 'optimizr' in import statements intentionally
unchanged (that's the actual module name).
2026-02-17 10:09:15 +01:00
ThotDjehuty bfd0d3c591 docs: Update all crates.io references to optimiz-rs
Updated Documentation:
-  README.md: cargo add optimiz-rs
-  RELEASE_NOTES_v1.0.0.md: Updated URLs and install commands
-  LINKEDIN_POST.md: Updated crates.io link
-  FINAL_RELEASE_STATUS.md: Updated all registry tables
-  PYPI_PUBLISHING.md: Updated crates.io URL
-  PUBLICATION_GUIDE_v1.0.0.md: Updated all references

Complete Naming Consistency Achieved:
- crates.io: optimiz-rs 
- PyPI: optimiz-rs 
- Old 'optimizr' package yanked on crates.io

Both registries now use identical naming: optimiz-rs
2026-02-17 10:02:29 +01:00
ThotDjehuty aa8b1f265d refactor: Rename crates.io package from optimizr to optimiz-rs
- Updated Cargo.toml: name = 'optimiz-rs'
- Maintains lib name as 'optimizr' for code compatibility
- Achieves naming consistency with PyPI (optimiz-rs)

Both registries now use the same base name:
- crates.io: optimiz-rs
- PyPI: optimiz-rs
2026-02-17 10:00:52 +01:00
ThotDjehuty fed03f5bdf feat: Update logo to optimiz-rs branding 🎨
Logo Updates:
-  New logo: logo_optimizrs.png (1024x1536 PNG)
-  README.md: Updated logo reference
-  docs/source/conf.py: Updated html_logo and html_favicon
-  Removed old logos: logo_optimizr_valid.png, logo_optimizr_valid.jpeg
-  Copied from: business/logo/logo_optimizrs.png

The logo now reflects the new optimiz-rs package name across:
- GitHub README
- ReadTheDocs documentation
- Sphinx HTML output
- favicon

All documentation will automatically use the updated branding.
2026-02-17 09:56:23 +01:00
ThotDjehuty 5f2d2d6187 feat: Successfully published optimiz-rs v1.0.0 to PyPI! 🎉
Publication Details:
-  Package name: optimiz-rs (cleaner than optimizr-rs)
-  PyPI URL: https://pypi.org/project/optimiz-rs/1.0.0/
-  Installation tested: pip install optimiz-rs works perfectly
-  Functionality verified: imports and DE algorithm working

Updated Documentation:
- README.md: Updated installation instructions
- RELEASE_NOTES_v1.0.0.md: Removed '(publishing in progress)'
- FINAL_RELEASE_STATUS.md: Updated to 100% complete status

Both Registries Now Live:
- crates.io: https://crates.io/crates/optimizr
- PyPI: https://pypi.org/project/optimiz-rs/

v1.0.0 is now 100% published and ready for the world! 🚀
2026-02-17 09:45:43 +01:00
ThotDjehuty 4714ce03e9 refactor: Rename PyPI package from optimizr-rs to optimiz-rs
- Shorter, cleaner package name
- Updated pyproject.toml: name = 'optimiz-rs'
- Updated all documentation (README, RELEASE_NOTES, LINKEDIN_POST, etc.)
- Rebuilt wheel: optimiz_rs-1.0.0-cp38-abi3-macosx_10_12_x86_64.whl
- Tested: Python import and DE algorithm working correctly

Package verified and ready for PyPI publication.
2026-02-17 09:43:04 +01:00
ThotDjehuty 2fa97c2eaa docs: Add final release status summary 2026-02-17 09:31:09 +01:00
ThotDjehuty e93d43f290 feat: Publish to crates.io and prepare PyPI publication
crates.io:

- Successfully published optimizr v1.0.0

- Available at: https://crates.io/crates/optimizr

PyPI Preparation:

- Renamed package to optimizr-rs (avoid name conflict)

- Updated pyproject.toml with new name

- Built wheel: optimizr_rs-1.0.0-cp38-abi3-macosx_10_12_x86_64.whl

- Ready for upload (need API token)

Documentation Updates:

- Updated RELEASE_NOTES with crates.io link

- Updated README.md installation instructions

- Updated LINKEDIN_POST.md with correct package names

- Created PYPI_PUBLISHING.md with token instructions

Next: Get PyPI API token and run twine upload
2026-02-17 09:30:20 +01:00
ThotDjehuty 5d4dff2165 docs: Add publication status tracking 2026-02-17 09:28:31 +01:00
ThotDjehuty ec9ae654cb docs: Add publication status report
Details publication blockers:

- crates.io: Email verification required

- PyPI: Package name conflict (optimizr already exists at v1.4.7)

Recommendations:

- Use optimizr-rs for PyPI (clear Rust variant naming)

- Verify email at crates.io/settings/profile

Current status: 99% ready, just need user actions
2026-02-17 09:07:27 +01:00
ThotDjehuty 5f44714261 feat: Fix remaining notebooks and prepare v1.0.0 publication
Notebook Improvements:

- Fixed 05_performance_benchmarks.ipynb: Reduced observation count from 50k to 10k max

- Fixed mean_field_games_tutorial.ipynb: Improved numerical stability

  - Reduced grid size (100x100 -> 50x50) for Python implementation

  - Added CFL condition checking and auto-adjustment

  - Implemented semi-implicit schemes for better stability

  - Added sub-stepping for Fokker-Planck solver

  - Enhanced error handling with NaN/Inf detection

  - Added graceful convergence handling

Marketing Materials:

- Created LINKEDIN_POST.md for v1.0.0 announcement

  - Compelling narrative with real benchmarks

  - Clear call-to-action for stars and contributions

  - Links to documentation and installation

Status:

- All 8 notebooks now functional (100% success rate)

- Ready for crates.io and PyPI publication

- Professional presentation for open source community
2026-02-17 09:05:43 +01:00
Melvin Alvarez 0c0c060bee remove useless informations 2026-02-16 21:42:29 +01:00
Melvin Alvarez 3e4390e462 chore(release): Prepare OptimizR v1.0.0 for production release
Production Release Preparation:

- 75% notebook success rate (6/8 fully functional)

- Comprehensive documentation and repository cleanup

Documentation:

- Created comprehensive examples/notebooks/README.md (200+ lines)

- Updated docs/source/index.rst version badge (0.3.0 to 1.0.0)

- Archived 17 temporary development markdown files to docs/archive/

- Added examples/notebooks/.gitignore for outputs/

Repository Cleanup:

- Removed test_release.py (temporary test script)

- Removed NOTEBOOK_EXECUTION_REPORT.md (development artifact)

- Organized development docs into docs/archive/

Working Notebooks (6/8):

1. 01_hmm_tutorial.ipynb - Market regime detection

2. 02_mcmc_tutorial.ipynb - Bayesian inference

3. 03_differential_evolution_tutorial.ipynb - Global optimization

4. 03_optimal_control_tutorial.ipynb - HJB equations

5. 04_kalman_filter_sensor_fusion.ipynb - Sensor fusion

6. 04_real_world_applications.ipynb - Portfolio optimization

Documented Limitations (2/8):

7. 05_performance_benchmarks.ipynb - Memory limits

8. mean_field_games_tutorial.ipynb - Numerical stability

Validation:

- All 11 core tests passing (0.73s)

- HMM, MCMC, Differential Evolution, Grid Search validated
v1.0.0
2026-02-16 17:56:27 +01:00
Melvin Alvarez 6ebd1337fa fix: updated 3 more notebooks for v1.0.0 API - 75% success rate 2026-02-16 17:35:15 +01:00
Melvin Alvarez c18788160a fix: update MCMC and DE tutorials for v1.0.0 API - lambda closures, parameter renames, tuple unpacking 2026-02-16 17:15:45 +01:00
Melvin Alvarez 815efcb40d docs: add notebook execution report
Created comprehensive report documenting notebook validation results:
- 2/8 notebooks execute successfully (25%)
- 2/8 have API mismatches (parameter name changes)
- 1/8 has syntax errors (garbage characters)
- 3/8 require further investigation

The report includes:
- Detailed error analysis for each failed notebook
- Root cause analysis (API evolution without updates)
- Recommended fixes with priorities
- Impact assessment on documentation quality
- Proposed CI/CD workflow for automated validation

Priority: HIGH - Broken examples undermine v1.0.0 credibility.

Next steps: Fix high-priority notebooks (MCMC, DE, benchmarks, real-world)
2026-02-16 17:00:36 +01:00
Melvin Alvarez 6b084ae396 docs: add execution outputs to working notebooks
Successfully executed and saved outputs for:
- 01_hmm_tutorial.ipynb (HMM regime detection examples)
- 03_optimal_control_tutorial.ipynb (Optimal control and Kalman filtering)

These notebooks now demonstrate working code with real outputs,
validating documentation examples for v1.0.0 release.

Note: Several notebooks require API updates to match current library:
- 02_mcmc_tutorial.ipynb - mcmc_sample API changed
- 03_differential_evolution_tutorial.ipynb - parameter names changed
- 04_kalman_filter_sensor_fusion.ipynb - syntax errors
- 04_real_world_applications.ipynb - requires investigation
- 05_performance_benchmarks.ipynb - requires investigation
- mean_field_games_tutorial.ipynb - requires investigation

These will be fixed in follow-up commits.
2026-02-16 16:59:21 +01:00
Melvin Alvarez 50a4313d5a docs: enhance ReadTheDocs with visualization outputs and GitHub links 2026-02-16 16:42:24 +01:00
Melvin Alvarez 525015525b docs: add comprehensive publication guide for v1.0.0
- Step-by-step crates.io setup and publication
- Step-by-step PyPI setup and publication
- GitHub Actions automation template
- Post-publication checklist
- Marketing & announcement strategy
- Success metrics and tracking
- Known issues and limitations

Guide includes all commands needed to complete publication
after credentials are configured.
2026-02-16 16:29:55 +01:00
Melvin Alvarez 07d45297a7 docs: add v1.0.0 release notes
- First stable release announcement
- Complete feature list and performance benchmarks
- Breaking changes documentation
- Migration guide from v0.3.0
- Roadmap for v1.1.0, v1.2.0, v2.0.0
- Publication details for crates.io and PyPI
2026-02-16 16:27:50 +01:00
Melvin Alvarez a3117fe4a2 fix(build): enable python-bindings feature in maturin config
- Add python-bindings feature to maturin build configuration
- Ensures PyO3 extension module is built correctly for PyPI
- Fixes PyInit__core symbol warning during wheel build

This is required because we removed python-bindings from default features
to fix cargo publish linking issues. Maturin now explicitly enables it.
2026-02-16 16:26:49 +01:00
Melvin Alvarez 0dfb9b803e chore: add wheels/ to .gitignore 2026-02-16 16:24:37 +01:00
Melvin Alvarez f44280edd7 chore: prepare v1.0.0 release for crates.io and PyPI
BREAKING CHANGES:
- Version bumped to 1.0.0 (stable release)
- Default features: Removed python-bindings from default (fixes linking issues)
- python-bindings now opt-in feature for PyO3 builds

Metadata Updates:
- Authors: HFThot Research Lab <contact@hfthot-lab.eu>
- Repository: https://github.com/ThotDjehuty/optimiz-r
- Homepage: https://hfthot-lab.eu
- Documentation: https://optimiz-r.readthedocs.io

README Updates:
- Version badge: 0.3.0 → 1.0.0
- What's New section updated for v1.0.0 stable release
- Citation author updated
- Contact information updated

This prepares OptimizR for publication to:
- crates.io (Rust package registry)
- PyPI (Python package index)

API is now stable and follows semantic versioning from v1.0.0 forward.
2026-02-16 16:24:25 +01:00
Melvin Alvarez f43659c8e6 docs: add Documentation & Getting Started section with ReadTheDocs link 2026-02-16 16:05:23 +01:00
Melvin Alvarez ea2265cb49 Enhance documentation content 2026-02-09 18:58:45 +01:00
Melvin Alvarez 74fbbd369b Add make docs commands for html build 2026-02-09 18:31:14 +01:00
Melvin Alvarez 7a9ab20b89 docs: add mfg tutorial and enrich theory 2026-02-09 17:27:35 +01:00
Melvin Alvarez 6e3367c396 docs: deepen theory and benchmarks 2026-02-09 17:09:27 +01:00
Melvin Alvarez 50d31d54cc ci(rtd): install openblas for docs 2026-02-09 16:46:17 +01:00
Melvin Alvarez 43af949904 docs(optimizr): add logo and fix rtd deps 2026-02-09 16:15:41 +01:00
Melvin Alvarez c1f4c0bde7 docs: add ReadTheDocs configuration and Sphinx documentation structure 2026-02-08 17:16:41 +01:00
Melvin Alvarez 68fe7fdb8e chore: organize repository structure
- Move implementation summaries and enhancement docs to docs/
- Clean up root directory for better project organization
v0.3.0
2026-01-23 18:42:12 +01:00
Melvin Alvarez fc47cd4d99 fix(optimal_control): type annotation in ou_estimator test
- Add explicit f64 type to dt variable to fix ambiguous sqrt() call
- Kalman filter tests passing successfully
2026-01-23 18:41:29 +01:00
Melvin Alvarez 1e88ba5bb6 feat(optimal_control): implement Kalman filter module with Python bindings
- Add kalman_filter.rs with LinearKF, RTSSmoother, UKF implementations
- Add kalman_py_bindings.rs for Python API exposure
- Create tutorial notebook with 3 real-world examples (vehicle tracking, financial time series, multi-sensor fusion)
- All tests passing with excellent results (63-88% RMSE improvements)
- Fix compilation errors in py_bindings.rs (type annotations, imports)
- Successfully builds with maturin develop --release
2026-01-23 18:38:02 +01:00
Melvin Alvarez 5f6bf5798c fix: Clean up unused imports and variables in mean_field modules
- Remove unused OptimizrError imports in pde_solvers and mod.rs
- Remove unused Array2 import in optimal_transport.rs
- Remove unused Grid and pde_solvers imports in nash_equilibrium.rs
- Fix m_new variable declaration in forward_backward.rs
- Add #[allow(non_snake_case)] for T field/parameter in python_bindings.rs
- Prefix unused hist_cr variable in shade.rs

All changes fix compilation warnings while preserving functionality.
2026-01-08 23:11:01 +01:00
Melvin Alvarez 7d3fa50422 feat(optimal_control): Add solve_hjb_full_py for complete value functions
NEW FEATURE - Full Value Function Export:
- solve_hjb_full_py() returns (boundaries, x_grid, V(x), V'(x), V''(x))
- Enables value function plotting and analysis
- Trading zone visualization from gradient
- Backward compatible - solve_hjb_py() unchanged

Technical Details:
- Returns 8-tuple: (lower, upper, residual, iter, x_grid, value, gradient, hessian)
- All arrays as numpy arrays via PyO3
- Zero overhead - reuses existing solver results
- Registered in py_bindings::register_py_module()

Use Cases:
- Plot value function for strategy verification
- Analyze trading zones from V'(x)
- Diagnostic checks via V''(x) convexity
- Research and backtesting enhancements
2026-01-08 22:19:14 +01:00
Melvin Alvarez cafb3476a4 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
2026-01-06 14:36:08 +01:00
Melvin Alvarez 9ef9bf8110 docs: Add complete Mean Field Games tutorial summary
- Full workflow testing results documented
- Maturin build process details
- Performance metrics and visualization gallery
- Testing checklist completed
- Next steps for optional improvements
2026-01-04 16:55:00 +01:00
Melvin Alvarez 25c7539c21 feat(examples): Complete Mean Field Games tutorial with Rust implementation
- Fixed Python bindings build with maturin (replaces cargo build)
- Updated MFG tutorial notebook to use actual Rust solver (solve_mfg_1d_rust)
- Added graceful handling of Python numerical instability
- All visualization cells working with beautiful 3D plots
- Rust solver demonstrates stable computation (0.4s for 100×100 grid)
- Tutorial showcases Rust advantages: no NaN, robust numerics, parallel execution

Tested full workflow: maturin build → notebook execution → all cells pass
2026-01-04 16:54:04 +01:00
Melvin Alvarez 1a866da60b feat(mean_field): Add Python bindings and comprehensive tutorial notebook
- Add python_bindings.rs with MFGConfigPy and solve_mfg_1d_rust
- Update notebook to compare Rust vs Python implementations
- Add performance benchmarking and accuracy validation
- Include convergence plots and 3D visualizations
- Update __init__.py to expose MFG functions

Note: Python bindings need maturin build due to macOS linker issues with cargo
2026-01-04 14:52:14 +01:00
Melvin Alvarez 531b5fd867 docs: Add comprehensive Mean Field Games implementation summary 2026-01-04 13:41:17 +01:00
Melvin Alvarez 27e1b377ac feat(mean_field): Implement Mean Field Games module with PDE solvers
- Add complete mean_field module with 6 submodules
- Implement HJB and Fokker-Planck PDE solvers with rayon parallelization
- Add forward-backward fixed-point iteration algorithm
- Include Nash equilibrium and optimal transport utilities
- Add comprehensive Jupyter notebook tutorial with:
  * Mathematical formulation (HJB and FP equations)
  * Finite difference methods explanation
  * Complete congestion game example
  * 3D visualizations and convergence plots
  * Citations to Jiang, Chewi, Pooladian (2023) paper
- All tests passing (5 tests in mean_field module)
- Based on 'Numerical Methods for Mean Field Games' PDF algorithms
2026-01-04 13:30:57 +01:00
Melvin Alvarez 5ec5dff6ab fix: resolve compilation errors in optimiz-r
- Remove unused Uniform import in shade.rs
- Prefix unused variables with underscore in shade.rs and timeseries_utils.rs
- Make PyO3 bindings conditional with feature gates in rust_objectives.rs
- Simplify rust_objectives.rs with compact implementations
- All benchmarks (Sphere, Rosenbrock, Rastrigin, Ackley, Griewank) now compile without python-bindings feature
- Resolves: unused imports, unused variables, unresolved PyO3 crate errors
2026-01-04 13:25:12 +01:00
Melvin Alvarez 75660d0bf7 docs: add comprehensive enhancement suite summary
Complete overview of all 3 enhancement priorities:
- Time-series integration helpers (6 functions)
- Rust parallelization (5 benchmark functions, parallel DE)
- SHADE algorithm (memory structure, sampling, updates)

Includes:
- Implementation details for each enhancement
- Performance metrics and expected improvements
- Code statistics (11 files, 3200+ lines)
- Testing status and future work
- Alignment with v0.3.0 roadmap

All objectives complete and committed to origin/main
2026-01-03 00:18:46 +01:00
Melvin Alvarez 2988257529 feat(shade): implement SHADE adaptive DE algorithm
- Implement SHADE memory structure (Success-History Adaptive DE)
  * Circular buffer for storing successful (F, CR) parameters
  * Memory size H configurable (typically 10-100)
  * Initialize all entries to 0.5

- Parameter sampling with probability distributions:
  * F: Cauchy distribution (mean=memory_f[r], scale=0.1) for exploration
  * CR: Normal distribution (mean=memory_cr[r], std=0.1) for exploitation
  * Clamp both to [0, 1] range

- Memory update with weighted means:
  * F: Weighted Lehmer mean (emphasizes larger values)
  * CR: Weighted arithmetic mean
  * Weights based on fitness improvements

- Comprehensive unit tests:
  * Memory creation and initialization
  * Parameter sampling (bounds checking)
  * Memory update (weighted means)
  * Circular buffer wraparound
  * Reset functionality

- Detailed documentation in SHADE_IMPLEMENTATION.md:
  * Algorithm overview and theory
  * Why Cauchy for F, Normal for CR
  * Configuration guidelines (memory size, population)
  * Performance characteristics (10-20% improvement over jDE)
  * CEC2013 benchmark results
  * Future enhancements (L-SHADE, JADE)

Based on Tanabe & Fukunaga (2013): "Success-history based parameter
adaptation for Differential Evolution" IEEE CEC 2013

Part of Priority 1: Implement SHADE algorithm (Enhancement Strategy)
Status: Core memory structure complete, DE integration pending
2026-01-03 00:12:48 +01:00