ThotDjehuty
d6b6018b9c
Phase 1 (top-level reorg):
- matrix_riccati promoted to crate root via re-export
- new top-level groups: bsde, pde, stochastic_control,
agent_based, inference, optimization
Phase 2 (bsde):
- theta_scheme: linear-BSDE theta-scheme
- deep_bsde_bridge: ConditionalExpectation trait + driver
Phase 3 (pde):
- fokker_planck: 1D forward FP with conservative central FD
- hjb_multid: explicit n-D HJB on Cartesian grid (d <= 3)
- elliptic_fd: 2D Poisson SOR solver
Phase 4 (stochastic_control):
- optimal_switching: Snell envelope backward induction
- pontryagin: 1D LQR Riccati shooting
- two_sided_intensity_control: bilateral intensity control
Phase 5/6 (controls):
- optimal_control::quadratic_impact_control (closed-form Riccati)
- stochastic_control::two_sided_intensity_control
Phase 7 (mean_field + agent_based):
- mean_field::mckean_vlasov: interacting-particle Euler scheme
- agent_based::mod: generic interacting-agent simulator
Phase 8 (inference + optimization):
- inference::robust_drift: Huber IRLS drift estimator
- optimization::generative_calibration_hooks: GenerativeSampler trait
+ Gaussian MMD + finite-diff calibration step
Tests: 38 NEW tests, all passing (165/170 lib total; the 5 pre-existing
failures predate v1.1 and are tracked separately).
Versions bumped: Cargo 2.0.0-alpha.1, pyproject 2.0.0a1.
Deferred to subsequent v2.0.x bumps (parallelisable follow-ups):
PyO3 bindings, executed companion notebooks, Sphinx RST pages,
hfthot-lab-instance propagation.
79 lines
1.9 KiB
TOML
79 lines
1.9 KiB
TOML
[build-system]
|
|
requires = ["maturin>=1.0,<2.0"]
|
|
build-backend = "maturin"
|
|
|
|
[project]
|
|
name = "optimiz-rs"
|
|
version = "2.0.0a1"
|
|
description = "High-performance optimization algorithms in Rust with Python bindings"
|
|
authors = [
|
|
{name = "HFThot Research Lab", email = "contact@hfthot-lab.eu"}
|
|
]
|
|
readme = "README.md"
|
|
license = {text = "MIT"}
|
|
requires-python = ">=3.8"
|
|
classifiers = [
|
|
"Development Status :: 4 - Beta",
|
|
"Intended Audience :: Developers",
|
|
"Intended Audience :: Science/Research",
|
|
"License :: OSI Approved :: MIT License",
|
|
"Programming Language :: Python :: 3",
|
|
"Programming Language :: Python :: 3.8",
|
|
"Programming Language :: Python :: 3.9",
|
|
"Programming Language :: Python :: 3.10",
|
|
"Programming Language :: Python :: 3.11",
|
|
"Programming Language :: Python :: 3.12",
|
|
"Programming Language :: Rust",
|
|
"Topic :: Scientific/Engineering",
|
|
"Topic :: Scientific/Engineering :: Mathematics",
|
|
"Topic :: Software Development :: Libraries :: Python Modules",
|
|
]
|
|
dependencies = [
|
|
"numpy>=1.20.0",
|
|
]
|
|
|
|
[project.optional-dependencies]
|
|
dev = [
|
|
"pytest>=7.0",
|
|
"pytest-cov>=4.0",
|
|
"black>=23.0",
|
|
"ruff>=0.1.0",
|
|
"mypy>=1.0",
|
|
]
|
|
scipy = [
|
|
"scipy>=1.7.0",
|
|
]
|
|
all = [
|
|
"optimizr[dev,scipy]",
|
|
]
|
|
|
|
[project.urls]
|
|
Homepage = "https://hfthot-lab.eu"
|
|
Documentation = "https://optimiz-r.readthedocs.io"
|
|
Repository = "https://github.com/ThotDjehuty/optimiz-r"
|
|
Issues = "https://github.com/ThotDjehuty/optimiz-r/issues"
|
|
|
|
[tool.maturin]
|
|
python-source = "python"
|
|
module-name = "optimizr._core"
|
|
features = ["python-bindings"]
|
|
|
|
[tool.pytest.ini_options]
|
|
testpaths = ["tests"]
|
|
python_files = "test_*.py"
|
|
python_functions = "test_*"
|
|
|
|
[tool.black]
|
|
line-length = 100
|
|
target-version = ['py38', 'py39', 'py310', 'py311', 'py312']
|
|
|
|
[tool.ruff]
|
|
line-length = 100
|
|
target-version = "py38"
|
|
|
|
[tool.mypy]
|
|
python_version = "3.8"
|
|
warn_return_any = true
|
|
warn_unused_configs = true
|
|
disallow_untyped_defs = true
|