feat(algorithms): add MOEA/D with Tchebycheff decomposition

Implementation of Zhang & Li 2007 MOEA/D — the canonical
decomposition-based MOEA. Different paradigm from Pareto-dominance
algorithms: each subproblem is a scalarized single-objective problem
defined by a Das–Dennis weight vector, and subproblems with similar
weight vectors form neighborhoods that share genetic material.

Each generation iterates over every weight vector `i`:
1. Pick two parents uniformly from the T-nearest neighbors of weight i
   (T = neighborhood_size).
2. Apply variation, evaluate the child.
3. Update the ideal point z* with the child's objectives.
4. Walk the entire neighborhood: for each j, if the child's
   Tchebycheff value g(child | w_j, z*) <= g(current[j] | w_j, z*),
   replace current[j] with the child.

Tchebycheff scalarization:

  g(f | w, z*) = max_k w_k · |f_k - z*_k|

(With the standard `w_k = 1e-6` floor when a weight is zero, so the
max well-defined.)

Public API:

  MoeadConfig {
      generations,
      reference_divisions,  // Das-Dennis H, also fixes population size
      neighborhood_size,    // T
      seed,
  }
  Moead { config, initializer, variation }
  impl<P, I, V> Optimizer<P> for Moead<I, V>

Population size equals the number of weight vectors generated by
das_dennis(num_objectives, reference_divisions). Re-exported from the
prelude. Tests cover non-empty Pareto front, deterministic reruns,
and panic on `reference_divisions` that would yield zero weights.
This commit is contained in:
2026-05-04 20:02:54 -06:00
parent ac1a5856cf
commit 16032bf28b
3 changed files with 279 additions and 2 deletions
+2
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@@ -1,6 +1,7 @@
//! Built-in reference optimizers. //! Built-in reference optimizers.
pub mod differential_evolution; pub mod differential_evolution;
pub mod moead;
pub mod nsga2; pub mod nsga2;
pub mod nsga3; pub mod nsga3;
pub mod paes; pub mod paes;
@@ -9,6 +10,7 @@ pub mod random_search;
pub mod spea2; pub mod spea2;
pub use differential_evolution::*; pub use differential_evolution::*;
pub use moead::*;
pub use nsga2::*; pub use nsga2::*;
pub use nsga3::*; pub use nsga3::*;
pub use paes::*; pub use paes::*;
+274
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@@ -0,0 +1,274 @@
//! MOEA/D — Multi-Objective Evolutionary Algorithm by Decomposition
//! (Zhang & Li 2007), with the Tchebycheff scalarizing function.
use rand::seq::IndexedRandom;
use crate::core::candidate::Candidate;
use crate::core::population::Population;
use crate::core::problem::Problem;
use crate::core::result::OptimizationResult;
use crate::core::rng::rng_from_seed;
use crate::pareto::front::{best_candidate, pareto_front};
use crate::pareto::reference_points::das_dennis;
use crate::traits::{Initializer, Optimizer, Variation};
/// Configuration for [`Moead`].
#[derive(Debug, Clone)]
pub struct MoeadConfig {
/// Number of generations (passes over the weight set).
pub generations: usize,
/// DasDennis divisions `H`. The number of weight vectors (= the
/// population size) is `binomial(H + M - 1, M - 1)`.
pub reference_divisions: usize,
/// Neighborhood size `T`: each subproblem mates within and updates
/// at most this many neighbors.
pub neighborhood_size: usize,
/// Seed for the deterministic RNG.
pub seed: u64,
}
impl Default for MoeadConfig {
fn default() -> Self {
Self {
generations: 250,
reference_divisions: 99, // 100 weights for 2 objectives
neighborhood_size: 20,
seed: 42,
}
}
}
/// MOEA/D optimizer using the Tchebycheff scalarizing function.
#[derive(Debug, Clone)]
pub struct Moead<I, V> {
/// Algorithm configuration.
pub config: MoeadConfig,
/// Initial-decision sampler.
pub initializer: I,
/// Offspring-producing variation operator.
pub variation: V,
}
impl<I, V> Moead<I, V> {
/// Construct a `Moead` optimizer.
pub fn new(config: MoeadConfig, initializer: I, variation: V) -> Self {
Self { config, initializer, variation }
}
}
impl<P, I, V> Optimizer<P> for Moead<I, V>
where
P: Problem,
I: Initializer<P::Decision>,
V: Variation<P::Decision>,
{
fn run(&mut self, problem: &P) -> OptimizationResult<P::Decision> {
let objectives = problem.objectives();
let m = objectives.len();
let weights = das_dennis(m, self.config.reference_divisions);
assert!(
!weights.is_empty(),
"Moead weight set is empty — increase reference_divisions",
);
let n = weights.len();
let t = self.config.neighborhood_size.min(n);
assert!(t >= 2, "Moead neighborhood_size must be >= 2");
let mut rng = rng_from_seed(self.config.seed);
// Initial population: one decision per weight vector.
let initial_decisions = self.initializer.initialize(n, &mut rng);
assert_eq!(
initial_decisions.len(),
n,
"MOEA/D initializer must return exactly {n} decisions",
);
let mut population: Vec<Candidate<P::Decision>> = initial_decisions
.into_iter()
.map(|d| {
let e = problem.evaluate(&d);
Candidate::new(d, e)
})
.collect();
let mut evaluations = population.len();
// Ideal point z*: per-axis min in oriented space, seeded from the
// initial population.
let mut ideal = vec![f64::INFINITY; m];
for c in &population {
let oriented = objectives.as_minimization(&c.evaluation.objectives);
for (k, v) in oriented.iter().enumerate() {
if *v < ideal[k] {
ideal[k] = *v;
}
}
}
// Neighborhoods B[i] = T closest weight vectors to weights[i] by
// Euclidean distance, including i itself.
let neighborhoods: Vec<Vec<usize>> = (0..n)
.map(|i| {
let mut idx: Vec<usize> = (0..n).collect();
idx.sort_by(|&a, &b| {
let da = weight_distance(&weights[i], &weights[a]);
let db = weight_distance(&weights[i], &weights[b]);
da.partial_cmp(&db).unwrap_or(std::cmp::Ordering::Equal)
});
idx.into_iter().take(t).collect()
})
.collect();
for _ in 0..self.config.generations {
#[allow(clippy::needless_range_loop)] // Body indexes both `neighborhoods[i]` and `population[j]` via `nbh`.
for i in 0..n {
// Pick two distinct parents from the neighborhood.
let nbh = &neighborhoods[i];
let p1 = *nbh.choose(&mut rng).unwrap();
let mut p2 = *nbh.choose(&mut rng).unwrap();
while p2 == p1 && nbh.len() > 1 {
p2 = *nbh.choose(&mut rng).unwrap();
}
let parents =
vec![population[p1].decision.clone(), population[p2].decision.clone()];
let children = self.variation.vary(&parents, &mut rng);
assert!(!children.is_empty(), "MOEA/D variation returned no children");
let child_decision = children.into_iter().next().unwrap();
let child_eval = problem.evaluate(&child_decision);
evaluations += 1;
// Update ideal point.
let oriented_child = objectives.as_minimization(&child_eval.objectives);
for (k, v) in oriented_child.iter().enumerate() {
if *v < ideal[k] {
ideal[k] = *v;
}
}
// Walk the neighborhood; replace current members where the
// child improves the Tchebycheff scalar.
for &j in nbh {
let cur_oriented =
objectives.as_minimization(&population[j].evaluation.objectives);
let g_cur = tchebycheff(&cur_oriented, &weights[j], &ideal);
let g_new = tchebycheff(&oriented_child, &weights[j], &ideal);
if g_new <= g_cur {
population[j] =
Candidate::new(child_decision.clone(), child_eval.clone());
}
}
}
}
let front = pareto_front(&population, &objectives);
let best = best_candidate(&population, &objectives);
OptimizationResult::new(
Population::new(population),
front,
best,
evaluations,
self.config.generations,
)
}
}
/// Tchebycheff scalarization: `max_k w_k * |f_k - z*_k|`.
///
/// `weight` components that are zero are floored to `1e-6` so every axis
/// contributes (matches the convention used in the original paper).
fn tchebycheff(oriented_objectives: &[f64], weight: &[f64], ideal: &[f64]) -> f64 {
let mut g: f64 = 0.0;
for (k, &f) in oriented_objectives.iter().enumerate() {
let w = weight[k].max(1e-6);
let term = w * (f - ideal[k]).abs();
if term > g {
g = term;
}
}
g
}
fn weight_distance(a: &[f64], b: &[f64]) -> f64 {
a.iter().zip(b.iter()).map(|(x, y)| (x - y).powi(2)).sum::<f64>().sqrt()
}
#[cfg(test)]
mod tests {
use super::*;
use crate::operators::{
CompositeVariation, PolynomialMutation, RealBounds, SimulatedBinaryCrossover,
};
use crate::tests_support::SchafferN1;
fn make_optimizer(
seed: u64,
) -> Moead<
RealBounds,
CompositeVariation<SimulatedBinaryCrossover, PolynomialMutation>,
> {
let bounds = vec![(-5.0, 5.0)];
let initializer = RealBounds::new(bounds.clone());
let variation = CompositeVariation {
crossover: SimulatedBinaryCrossover::new(bounds.clone(), 15.0, 0.5),
mutation: PolynomialMutation::new(bounds, 20.0, 1.0),
};
Moead::new(
MoeadConfig {
generations: 30,
reference_divisions: 19, // 20 weights for 2-obj
neighborhood_size: 5,
seed,
},
initializer,
variation,
)
}
#[test]
fn produces_pareto_front() {
let mut opt = make_optimizer(1);
let r = opt.run(&SchafferN1);
assert!(!r.pareto_front.is_empty());
assert_eq!(r.population.len(), 20); // 19 divisions + 1 → 20 weights
}
#[test]
fn deterministic_with_same_seed() {
let mut a = make_optimizer(99);
let mut b = make_optimizer(99);
let ra = a.run(&SchafferN1);
let rb = b.run(&SchafferN1);
let oa: Vec<Vec<f64>> = ra
.population
.iter()
.map(|c| c.evaluation.objectives.clone())
.collect();
let ob: Vec<Vec<f64>> = rb
.population
.iter()
.map(|c| c.evaluation.objectives.clone())
.collect();
assert_eq!(oa, ob);
}
#[test]
#[should_panic(expected = "neighborhood_size must be >= 2")]
fn neighborhood_size_one_panics() {
let bounds = vec![(0.0, 1.0)];
let initializer = RealBounds::new(bounds.clone());
let variation = CompositeVariation {
crossover: SimulatedBinaryCrossover::new(bounds.clone(), 15.0, 0.5),
mutation: PolynomialMutation::new(bounds, 20.0, 1.0),
};
let mut opt = Moead::new(
MoeadConfig {
generations: 1,
reference_divisions: 4,
neighborhood_size: 1,
seed: 0,
},
initializer,
variation,
);
let _ = opt.run(&SchafferN1);
}
}
+3 -2
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@@ -22,6 +22,7 @@ pub use crate::operators::{
}; };
pub use crate::algorithms::{ pub use crate::algorithms::{
DifferentialEvolution, DifferentialEvolutionConfig, Nsga2, Nsga2Config, Nsga3, DifferentialEvolution, DifferentialEvolutionConfig, Moead, MoeadConfig, Nsga2,
Nsga3Config, Paes, PaesConfig, RandomSearch, RandomSearchConfig, Spea2, Spea2Config, Nsga2Config, Nsga3, Nsga3Config, Paes, PaesConfig, RandomSearch, RandomSearchConfig,
Spea2, Spea2Config,
}; };