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chore(release): bump to v0.4.0

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CHANGELOG entry consolidates the unreleased work since v0.3.0:
testing-infrastructure expansion (proptest suites, cargo-fuzz
harness, stability tests, gungraun benches, CI), two real bug
fixes the testing surfaced (NaN-cycle non_dominated_sort, simplex
projection magnitude precision), the README decision-tree update
against the v0.3.0 comparison data, and the v0.4.0 perf pass
(cumulative compare harness 18.6 s → 5.7 s, 3.27×).

`examples/compare-results.md` refreshed with the post-perf-pass
ms numbers; quality metrics are bit-identical to the v0.3.0
snapshot (the perf pass was strictly CPU time, never algorithmic).
This commit is contained in:
swaits
2026-05-05 13:28:47 -06:00
parent d60a3c3fe8
commit 232dbc0172
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CHANGELOG.md
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@@ -7,6 +7,90 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
## [Unreleased]
## [0.4.0] — 2026-05-05
Theme: testing infrastructure, two real bug fixes surfaced by that
infrastructure, and a CPU-time optimization pass that made the
comparison harness 3.27× faster end-to-end. No breaking changes to
the v0.3.0 public API.
### Performance
A focused, measure-and-iterate optimization pass on the Pareto-based
multi-objective hot paths. Every change verified bit-identical against
the v0.3.0 comparison-harness snapshot — quality metrics
(hypervolume, spacing, mean L2, mean dist, front size) match to the
last decimal in every benchmark.
**Cumulative wall-clock impact (compare harness, 10-seed mean):**
| Algorithm / Problem | v0.3.0 | v0.4.0 | Speedup |
|----------------------|--------:|--------:|--------:|
| AGE-MOEA / DTLZ1 | 2299 ms | 229 ms | 10× |
| SPEA2 / DTLZ2 | 4304 ms | 513 ms | 8.4× |
| AGE-MOEA / ZDT3 | 932 ms | 193 ms | 4.8× |
| NSGA-II / ZDT1 | 268 ms | 65 ms | 4.1× |
| NSGA-II / ZDT3 | 267 ms | 65 ms | 4.1× |
| SMS-EMOA / DTLZ2 | 5643 ms | 1369 ms | 4.1× |
| NSGA-II / Rastrigin | 260 ms | 71 ms | 3.7× |
| NSGA-II / DTLZ2 | 344 ms | 106 ms | 3.2× |
| NSGA-III / DTLZ2 | 318 ms | 122 ms | 2.6× |
| NSGA-III / DTLZ1 | 303 ms | 122 ms | 2.5× |
| HypE / DTLZ2 | 80 ms | 44 ms | 1.8× |
| **Total compare** | **18 629 ms** | **5688 ms** | **3.27×** |
**Hot-path instruction counts (gungraun):**
| Benchmark | v0.3.0 | v0.4.0 | Speedup |
|-------------------------|------------:|---------:|--------:|
| `hypervolume_nd_3d` n=100 | 13 523 760 | 367 767 | 37× |
| `hypervolume_nd_3d` n=30 | 676 902 | 70 334 | 9.6× |
| `non_dominated_sort_2d` n=200 | 13 513 271 | 2 601 813 | 5.2× |
| `non_dominated_sort_2d` n=50 | 852 317 | 198 574 | 4.3× |
| `spea2_short` | 179 113 | 133 783 | 1.34× |
**Changes (in commit order):**
- `perf(hypervolume)` — Rewrote the M≥3 HSO recursion in
`hypervolume_nd`. The original cloned the active set into a fresh
Vec<Vec<f64>> at the top of every recursive call, used a linear-scan
`position` lookup to remove the just-processed point each band, and
re-projected onto M-1 axes inside every band. Now: sort-by-index,
pre-project once, slice prefixes for the active set, and skip
`non_dominated_projection` when recursing into the M=2 base case
(whose sweep already filters dominated points internally).
- `perf(non_dominated_sort)` — Cache `as_minimization` /
feasibility / violation per individual once at the top of the
Deb fast-non-dominated-sort, then inline the dominance test against
those arrays. The naïve formulation called `pareto_compare` twice
per pair, each call allocating two fresh Vec<f64>s — 4N(N-1)
allocations per sort. Propagates to every Pareto-based MOEA.
- `perf(age_moea)` — Cache `lp_norm(translated[i], p)` once per
candidate at function entry; maintain a `nearest[]` array updated
incrementally on each pick (single `min` per remaining instead of
a fresh full scan over the keep list). Cuts the splitting-front
scoring loop from O(R · K · M) per iteration to O(R · M).
- `perf(spea2)` — Two wins. (1) `compute_fitness` (called twice per
generation): inline dominance against cached oriented arrays,
symmetric distance matrix built once. (2) `build_archive` truncation:
compute pairwise distances + sorted neighbor vectors once, then on
victim removal use binary-search-remove on every survivor's
still-sorted vector — total truncation cost O(K³ log K) → O(K² log K).
- `perf(hypervolume)` — Index-sort instead of cloning point vectors
in the M≥3 recursion. The N inner-Vec clones per HV call were
redundant once we'd already sorted by last-axis. Big bench win
(32×→37× cumulative on n=100/3D), modest wall-clock impact because
SMS-EMOA's worst-front HV calls operate on small fronts.
- `build(release)` — Enable thin LTO + codegen-units=1 in the
release profile. Worth ~150 ms across the harness; only applies
when heuropt is the workspace root, so downstream consumers see
whatever profile their own Cargo.toml configures.
- `perf(pareto_archive)` — Cache the candidate's oriented +
feasibility once per `insert`, build each member's oriented vector
once, and inline the two-pass dominance checks. Used by PESA-II
(most impact), PAES, ε-MOEA, and any user code working through the
archive directly.
### Added
- **Decision tree update** in README to cover all v0.3.0 algorithms,
@@ -59,6 +143,8 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
ratio, and is robust to floating-point precision loss in the
algorithm's inner loop.
[0.4.0]: https://github.com/swaits/heuropt/releases/tag/v0.4.0
## [0.3.0] — 2026-05-05
Theme: filling heuropt's expensive-evaluation, gradient-free, and
@@ -297,5 +383,5 @@ Initial release.
`RandomSearch`, `Nsga2`, and `DifferentialEvolution`. Seeded runs stay
bit-identical to serial mode.
[Unreleased]: https://github.com/swaits/heuropt/compare/v0.3.0...HEAD
[Unreleased]: https://github.com/swaits/heuropt/compare/v0.4.0...HEAD
[0.1.0]: https://github.com/swaits/heuropt/releases/tag/v0.1.0
Cargo.toml
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@@ -1,6 +1,6 @@
[package]
name = "heuropt"
version = "0.3.0"
version = "0.4.0"
edition = "2024"
rust-version = "1.85"
authors = ["Stephen Waits <steve@waits.net>"]
examples/compare-results.md
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@@ -1,7 +1,13 @@
# `compare` example — reference output
Snapshot from `cargo run --release --example compare` after the v0.3.0
algorithm cohort landed (2026-05-05). 10 seeds per algorithm per problem.
Snapshot from `cargo run --release --example compare` after the v0.4.0
perf pass landed (2026-05-05). 10 seeds per algorithm per problem.
The **quality metrics** (hypervolume / spacing / mean L2 / mean dist /
front size) are bit-identical to the v0.3.0 snapshot — the v0.4.0
optimization work was strictly CPU-time, never algorithmic. The **ms
columns** reflect the v0.4.0 numbers; total compare-harness wall-clock
dropped from ~18.6 s to ~5.7 s (3.27× faster).
Wall-clock numbers are from the development machine and will vary;
the *relative* numbers across algorithms are the interesting part.
@@ -15,19 +21,19 @@ Two-objective benchmark with a smooth Pareto front along
| algorithm | hypervolume ↑ | spacing ↓ | mean L2 ↓ | front | ms |
|---|---|---|---|---|---|
| RandomSearch | 99.5691 ± 0.94 | 0.0937 ± 0.03 | 2.3621 ± 0.14 | 28 | 111 |
| PAES | 104.1887 ± 0.90 | 0.0351 ± 0.01 | 1.3195 ± 0.06 | 33 | 16 |
| MOPSO | **120.6149 ± 0.05** | 0.0125 ± 0.00 | **0.0005 ± 0.00** | 100 | 106 |
| SPEA2 | 118.0823 ± 0.60 | 0.0111 ± 0.00 | 0.2408 ± 0.05 | 97 | 461 |
| PESA-II | 119.3670 ± 0.33 | **0.0095 ± 0.00** | 0.0802 ± 0.04 | 100 | 86 |
| ε-MOEA | 118.8742 ± 0.68 | 0.0167 ± 0.01 | 0.0493 ± 0.02 | 45 | 55 |
| IBEA | 120.0167 ± 0.31 | 0.0130 ± 0.00 | 0.0448 ± 0.02 | 73 | 141 |
| HypE | 105.6489 ± 0.98 | 0.0266 ± 0.01 | 1.4820 ± 0.10 | 72 | 66 |
| SMS-EMOA | 102.8871 ± 1.05 | 0.0263 ± 0.00 | 1.4937 ± 0.12 | 40 | 181 |
| RVEA | 111.7151 ± 1.82 | 0.0308 ± 0.01 | 0.8399 ± 0.16 | 47 | 60 |
| NSGA-II | 118.3336 ± 0.78 | 0.0112 ± 0.00 | 0.1891 ± 0.06 | 96 | 287 |
| NSGA-III | 115.1612 ± 0.47 | 0.0139 ± 0.00 | 0.4314 ± 0.06 | 86 | 244 |
| MOEA/D | 119.9450 ± 0.50 | 0.0118 ± 0.00 | 0.0065 ± 0.00 | 96 | 30 |
| RandomSearch | 99.5691 ± 0.94 | 0.0937 ± 0.03 | 2.3621 ± 0.14 | 28 | 94 |
| PAES | 104.1887 ± 0.90 | 0.0351 ± 0.01 | 1.3195 ± 0.06 | 33 | 30 |
| MOPSO | **120.6149 ± 0.05** | 0.0125 ± 0.00 | **0.0005 ± 0.00** | 100 | 89 |
| SPEA2 | 118.0823 ± 0.60 | 0.0111 ± 0.00 | 0.2408 ± 0.05 | 97 | 234 |
| PESA-II | 119.3670 ± 0.33 | **0.0095 ± 0.00** | 0.0802 ± 0.04 | 100 | 73 |
| ε-MOEA | 118.8742 ± 0.68 | 0.0167 ± 0.01 | 0.0493 ± 0.02 | 45 | 50 |
| IBEA | 120.0167 ± 0.31 | 0.0130 ± 0.00 | 0.0448 ± 0.02 | 73 | 138 |
| HypE | 105.6489 ± 0.98 | 0.0266 ± 0.01 | 1.4820 ± 0.10 | 72 | 38 |
| SMS-EMOA | 102.8871 ± 1.05 | 0.0263 ± 0.00 | 1.4937 ± 0.12 | 40 | 67 |
| RVEA | 111.7151 ± 1.82 | 0.0308 ± 0.01 | 0.8399 ± 0.16 | 47 | 65 |
| NSGA-II | 118.3336 ± 0.78 | 0.0112 ± 0.00 | 0.1891 ± 0.06 | 96 | 67 |
| NSGA-III | 115.1612 ± 0.47 | 0.0139 ± 0.00 | 0.4314 ± 0.06 | 86 | 70 |
| MOEA/D | 119.9450 ± 0.50 | 0.0118 ± 0.00 | 0.0065 ± 0.00 | 96 | 28 |
**MOPSO and MOEA/D dominate** convergence (mean L2 to true front ≤ 0.01).
PESA-II edges spacing.
@@ -37,12 +43,12 @@ PESA-II edges spacing.
Disconnected Pareto front; tests an algorithm's ability to maintain
spread across gaps.
| algorithm | hypervolume ↑ | spacing ↓ | front | ms |
| algorithm | hypervolume ↑ | spacing ↓ | front | ms |
|---|---|---|---|---|
| NSGA-II | 123.1826 ± 1.58 | 0.0092 ± 0.00 | 98 | 284 |
| MOEA/D | 125.2413 ± 2.16 | 0.0198 ± 0.00 | 92 | 31 |
| **IBEA** | **126.2072 ± 1.23** | 0.0164 ± 0.00 | 48 | 140 |
| AGE-MOEA | 119.5132 ± 1.27 | 0.0136 ± 0.00 | 90 | 1028 |
| NSGA-II | 123.1826 ± 1.58 | 0.0092 ± 0.00 | 98 | 68 |
| MOEA/D | 125.2413 ± 2.16 | 0.0198 ± 0.00 | 92 | 28 |
| **IBEA** | **126.2072 ± 1.23** | 0.0164 ± 0.00 | 48 | 135 |
| AGE-MOEA | 119.5132 ± 1.27 | 0.0136 ± 0.00 | 90 | 199 |
## DTLZ2 (3-obj, dim=12, 30000 evals × 10 seeds)
@@ -50,18 +56,18 @@ Spherical Pareto front. Mean dist = `|‖f‖ − 1|`.
| algorithm | mean dist ↓ | spacing ↓ | front | ms |
|---|---|---|---|---|
| RandomSearch | 0.3949 ± 0.02 | 0.0797 ± 0.01 | 239 | 621 |
| MOPSO | 0.0566 ± 0.00 | 0.0687 ± 0.01 | 100 | 48 |
| NSGA-II | 0.0332 ± 0.01 | 0.0577 ± 0.01 | 92 | 380 |
| SPEA2 | 0.0368 ± 0.00 | **0.0288 ± 0.00** | 92 | 4723 |
| PESA-II | 0.0395 ± 0.00 | 0.0616 ± 0.01 | 100 | 530 |
| ε-MOEA | 0.0325 ± 0.01 | 0.0572 ± 0.02 | 136 | 104 |
| **IBEA** | **0.0014 ± 0.00** | 0.0607 ± 0.00 | 87 | 158 |
| HypE | 0.0113 ± 0.00 | 0.0269 ± 0.02 | 80 | 82 |
| SMS-EMOA | 0.0484 ± 0.01 | 0.0764 ± 0.01 | 40 | 6002 |
| RVEA | 0.0510 ± 0.00 | 0.0631 ± 0.00 | 68 | 68 |
| NSGA-III | 0.0197 ± 0.00 | 0.0735 ± 0.01 | 92 | 325 |
| MOEA/D | 0.0037 ± 0.00 | 0.0886 ± 0.00 | 78 | 25 |
| RandomSearch | 0.3949 ± 0.02 | 0.0797 ± 0.01 | 239 | 520 |
| MOPSO | 0.0566 ± 0.00 | 0.0687 ± 0.01 | 100 | 71 |
| NSGA-II | 0.0332 ± 0.01 | 0.0577 ± 0.01 | 92 | 104 |
| SPEA2 | 0.0368 ± 0.00 | **0.0288 ± 0.00** | 92 | 534 |
| PESA-II | 0.0395 ± 0.00 | 0.0616 ± 0.01 | 100 | 396 |
| ε-MOEA | 0.0325 ± 0.01 | 0.0572 ± 0.02 | 136 | 89 |
| **IBEA** | **0.0014 ± 0.00** | 0.0607 ± 0.00 | 87 | 156 |
| HypE | 0.0113 ± 0.00 | 0.0269 ± 0.02 | 80 | 53 |
| SMS-EMOA | 0.0484 ± 0.01 | 0.0764 ± 0.01 | 40 | 1218 |
| RVEA | 0.0510 ± 0.00 | 0.0631 ± 0.00 | 68 | 73 |
| NSGA-III | 0.0197 ± 0.00 | 0.0735 ± 0.01 | 92 | 137 |
| MOEA/D | 0.0037 ± 0.00 | 0.0886 ± 0.00 | 78 | 24 |
**IBEA wins decisively** (15× closer to the true front than NSGA-III).
@@ -69,12 +75,12 @@ Spherical Pareto front. Mean dist = `|‖f‖ − 1|`.
Linear simplex Pareto front (`Σf = 0.5`).
| algorithm | mean dist ↓ | spacing ↓ | front | ms |
| algorithm | mean dist ↓ | spacing ↓ | front | ms |
|---|---|---|---|---|
| NSGA-III | 5.9130 ± 2.82 | 0.4375 ± 0.22 | 92 | 310 |
| MOEA/D | 2.8022 ± 1.78 | 0.2279 ± 0.22 | 78 | 21 |
| AGE-MOEA | 4.5395 ± 2.21 | 0.3930 ± 0.29 | 90 | 2327 |
| **GrEA** | **1.7725 ± 0.99** | **0.0719 ± 0.04** | 72 | 286 |
| NSGA-III | 5.9130 ± 2.82 | 0.4375 ± 0.22 | 92 | 133 |
| MOEA/D | 2.8022 ± 1.78 | 0.2279 ± 0.22 | 78 | 21 |
| AGE-MOEA | 4.5395 ± 2.21 | 0.3930 ± 0.29 | 90 | 247 |
| **GrEA** | **1.7725 ± 0.99** | **0.0719 ± 0.04** | 72 | 104 |
**GrEA shines on linear fronts** — the grid-based niching matches the
geometry better than reference points.
@@ -85,17 +91,17 @@ Multimodal trap. Global minimum f = 0 at the origin.
| algorithm | best f | ms |
|---|---|---|
| RandomSearch | 1.1064e1 ± 2.54 | 16 |
| HillClimber | 1.5966e1 ± 6.25 | 7 |
| RandomSearch | 1.1064e1 ± 2.54 | 14 |
| HillClimber | 1.5966e1 ± 6.25 | 6 |
| **(1+1)-ES** | **0.0000e0 ± 0.00** | 4 |
| SimulatedAnneal | 3.8540e0 ± 1.48 | 7 |
| PAES | 1.5966e1 ± 6.25 | 10 |
| GA | 7.0913e-8 ± 5.50e-8 | 16 |
| PSO | 7.9598e-1 ± 8.67e-1 | 5 |
| NSGA-II | 4.9270e-5 ± 5.04e-5 | 269 |
| NSGA-II | 4.9270e-5 ± 5.04e-5 | 83 |
| **DE** | **0.0000e0 ± 0.00** | 6 |
| CMA-ES | 2.3453e0 ± 1.49 | 12 |
| **IPOP-CMA-ES** | 1.3423e-1 ± 2.71e-1 | 69 |
| CMA-ES | 2.3453e0 ± 1.49 | 11 |
| **IPOP-CMA-ES** | 1.3423e-1 ± 2.71e-1 | 66 |
(1+1)-ES and DE tie for f = 0. **IPOP-CMA-ES drops vanilla CMA-ES from
2.35 → 0.13** — the restart logic does what it should.
@@ -104,15 +110,15 @@ Multimodal trap. Global minimum f = 0 at the origin.
Smooth non-convex valley.
| algorithm | best f | ms |
| algorithm | best f | ms |
|---|---|---|
| DE | 3.3345e-1 ± 3.01e-1 | 3 |
| PSO | 8.2124e-1 ± 1.58e0 | 2 |
| **CMA-ES** | **3.6207e-29 ± 2.35e-29** | 6 |
| TLBO | 1.8458e-3 ± 1.91e-3 | 1 |
| (1+1)-ES | 2.2115e0 ± 2.70e0 | 1 |
| DE | 3.3345e-1 ± 3.01e-1 | 2 |
| PSO | 8.2124e-1 ± 1.58e0 | 2 |
| **CMA-ES** | **3.6207e-29 ± 2.35e-29** | 5 |
| TLBO | 1.8458e-3 ± 1.91e-3 | 1 |
| (1+1)-ES | 2.2115e0 ± 2.70e0 | 1 |
| **Nelder-Mead** | **0.0000e0 ± 0.00** | 1 |
| BO (60 evals) | 3.1725e3 ± 2.92e3 | 40 |
| BO (60 evals) | 3.1725e3 ± 2.92e3 | 40 |
Nelder-Mead **= 0 exactly**, CMA-ES at machine epsilon. BO at only 60
evaluations is honestly bad on 5-D Rosenbrock (no kernel
@@ -124,13 +130,13 @@ methods.
Smoother multimodal landscape than Rastrigin.
| algorithm | best f | ms |
| algorithm | best f | ms |
|---|---|---|
| DE | 4.4409e-16 ± 0.00 | 3 |
| PSO | 1.5099e-15 ± 1.63e-15 | 3 |
| CMA-ES | 1.5099e-15 ± 1.63e-15 | 7 |
| TLBO | 2.2204e-15 ± 1.78e-15 | 2 |
| BO (60 evals) | 1.9622e1 ± 1.23 | 40 |
| DE | 4.4409e-16 ± 0.00 | 4 |
| PSO | 1.5099e-15 ± 1.63e-15 | 3 |
| CMA-ES | 1.5099e-15 ± 1.63e-15 | 6 |
| TLBO | 2.2204e-15 ± 1.78e-15 | 2 |
| BO (60 evals) | 1.9622e1 ± 1.23 | 40 |
All conventional methods reach machine precision. BO at 60 evals
struggles — same caveat as Rosenbrock.