feat(algorithms): add Rvea (Reference Vector-guided EA)

Cheng, Jin, Olhofer & Sendhoff 2016 RVEA: many-objective MOEA built
around a fixed set of Das–Dennis reference vectors. Each generation:
- Generate offspring via random parent selection + variation +
  evaluation
- Combine population + offspring; translate by ideal point z*
- Associate every member with the reference vector whose angle to
  the translated objective vector is smallest
- For each occupied vector, keep the member with the smallest
  Angle-Penalized Distance (APD) score; the rest are dropped
- APD = (1 + α(t)·θ_max·γ) · |f − z*| where γ is the angle to the
  associated reference and α(t) = (t / t_max)^2 anneals the angle
  penalty over the run

This produces well-spread fronts at high objective counts where
Pareto-rank methods (NSGA-II, SPEA2) lose discrimination.
This commit is contained in:
2026-05-05 09:51:11 -06:00
parent d8d580e414
commit 283d7429bb
3 changed files with 332 additions and 1 deletions
+2
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@@ -15,6 +15,7 @@ pub mod paes;
pub(crate) mod parallel_eval;
pub mod particle_swarm;
pub mod random_search;
pub mod rvea;
pub mod simulated_annealing;
pub mod sms_emoa;
pub mod spea2;
@@ -35,6 +36,7 @@ pub use nsga3::*;
pub use paes::*;
pub use particle_swarm::*;
pub use random_search::*;
pub use rvea::*;
pub use simulated_annealing::*;
pub use sms_emoa::*;
pub use spea2::*;
+328
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@@ -0,0 +1,328 @@
//! `Rvea` — Cheng, Jin, Olhofer & Sendhoff 2016 Reference Vector-guided EA.
use rand::Rng as _;
use crate::algorithms::parallel_eval::evaluate_batch;
use crate::core::candidate::Candidate;
use crate::core::objective::ObjectiveSpace;
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 [`Rvea`].
#[derive(Debug, Clone)]
pub struct RveaConfig {
/// Constant population size.
pub population_size: usize,
/// Number of generations.
pub generations: usize,
/// Number of divisions `H` for DasDennis reference vectors. Pop size
/// should be roughly `binomial(H + M 1, M 1)`.
pub reference_divisions: usize,
/// Penalty exponent `α`. The paper recommends 2.0.
pub alpha: f64,
/// Seed for the deterministic RNG.
pub seed: u64,
}
impl Default for RveaConfig {
fn default() -> Self {
Self {
population_size: 100,
generations: 250,
reference_divisions: 12,
alpha: 2.0,
seed: 42,
}
}
}
/// Reference Vector-guided Evolutionary Algorithm.
#[derive(Debug, Clone)]
pub struct Rvea<I, V> {
/// Algorithm configuration.
pub config: RveaConfig,
/// Initial-decision sampler.
pub initializer: I,
/// Offspring-producing variation operator.
pub variation: V,
}
impl<I, V> Rvea<I, V> {
/// Construct an `Rvea`.
pub fn new(config: RveaConfig, initializer: I, variation: V) -> Self {
Self { config, initializer, variation }
}
}
impl<P, I, V> Optimizer<P> for Rvea<I, V>
where
P: Problem + Sync,
P::Decision: Send,
I: Initializer<P::Decision>,
V: Variation<P::Decision>,
{
fn run(&mut self, problem: &P) -> OptimizationResult<P::Decision> {
assert!(self.config.population_size > 0, "Rvea population_size must be > 0");
let n = self.config.population_size;
let objectives = problem.objectives();
let m = objectives.len();
// Reference vectors normalized to unit norm.
let raw_refs = das_dennis(m, self.config.reference_divisions);
let references: Vec<Vec<f64>> = raw_refs.into_iter().map(unit_normalize).collect();
assert!(!references.is_empty(), "Rvea: no reference vectors generated");
// Smallest angle between any two reference vectors — used to scale
// the APD penalty term.
let theta_max = smallest_neighbor_angle(&references);
let mut rng = rng_from_seed(self.config.seed);
let initial_decisions = self.initializer.initialize(n, &mut rng);
let mut population: Vec<Candidate<P::Decision>> =
evaluate_batch(problem, initial_decisions);
let mut evaluations = population.len();
for gen_idx in 0..self.config.generations {
// Phase 1: random parent selection + variation.
let mut offspring_decisions: Vec<P::Decision> = Vec::with_capacity(n);
while offspring_decisions.len() < n {
let p1 = rng.random_range(0..population.len());
let p2 = rng.random_range(0..population.len());
let parents =
vec![population[p1].decision.clone(), population[p2].decision.clone()];
let children = self.variation.vary(&parents, &mut rng);
assert!(!children.is_empty(), "Rvea variation returned no children");
for child in children {
if offspring_decisions.len() >= n {
break;
}
offspring_decisions.push(child);
}
}
let offspring = evaluate_batch(problem, offspring_decisions);
evaluations += offspring.len();
// Combine + APD-based survival.
let mut combined: Vec<Candidate<P::Decision>> = Vec::with_capacity(2 * n);
combined.extend(population);
combined.extend(offspring);
// Ideal point z*.
let m_dim = m;
let mut ideal = vec![f64::INFINITY; m_dim];
for c in &combined {
let oriented = objectives.as_minimization(&c.evaluation.objectives);
for (k, v) in oriented.iter().enumerate() {
if *v < ideal[k] {
ideal[k] = *v;
}
}
}
// Translate.
let translated: Vec<Vec<f64>> = combined
.iter()
.map(|c| {
let oriented = objectives.as_minimization(&c.evaluation.objectives);
oriented.iter().enumerate().map(|(k, v)| v - ideal[k]).collect()
})
.collect();
// Associate each member with its closest-angle reference vector.
let mut assoc: Vec<usize> = vec![0; combined.len()];
let mut angles: Vec<f64> = vec![0.0; combined.len()];
for (i, t) in translated.iter().enumerate() {
let (best_ref, best_angle) = closest_reference(t, &references);
assoc[i] = best_ref;
angles[i] = best_angle;
}
// For each occupied reference vector, keep the member with the
// smallest APD score.
let alpha_t = (gen_idx as f64 / (self.config.generations as f64).max(1.0))
.powf(self.config.alpha);
let mut keep: Vec<Option<(usize, f64)>> = vec![None; references.len()];
for i in 0..combined.len() {
let r = assoc[i];
let length: f64 = translated[i].iter().map(|v| v * v).sum::<f64>().sqrt();
let theta_max_safe = theta_max.max(1e-12);
let penalty = 1.0 + (m_dim as f64) * alpha_t * (angles[i] / theta_max_safe);
let apd = penalty * length;
match keep[r] {
None => keep[r] = Some((i, apd)),
Some((_, current)) if apd < current => keep[r] = Some((i, apd)),
_ => {}
}
}
let mut next: Vec<Candidate<P::Decision>> =
keep.into_iter().flatten().map(|(i, _)| combined[i].clone()).collect();
// If we ended up with fewer than n (some references unfilled),
// backfill with the lowest-APD remaining candidates.
if next.len() < n {
let mut all_apds: Vec<(usize, f64)> = (0..combined.len())
.map(|i| {
let length: f64 =
translated[i].iter().map(|v| v * v).sum::<f64>().sqrt();
let theta_max_safe = theta_max.max(1e-12);
let penalty = 1.0 + (m_dim as f64) * alpha_t * (angles[i] / theta_max_safe);
(i, penalty * length)
})
.collect();
all_apds
.sort_by(|a, b| a.1.partial_cmp(&b.1).unwrap_or(std::cmp::Ordering::Equal));
for (i, _) in all_apds {
if next.len() >= n {
break;
}
if !next
.iter()
.any(|c| std::ptr::eq(c as *const _, &combined[i] as *const _))
{
next.push(combined[i].clone());
}
}
}
// If too many (only possible if the reference set has > n
// vectors), truncate by APD.
if next.len() > n {
next.truncate(n);
}
population = next;
}
let front = pareto_front(&population, &objectives);
let best = best_candidate(&population, &objectives);
OptimizationResult::new(
Population::new(population),
front,
best,
evaluations,
self.config.generations,
)
}
}
fn unit_normalize(mut v: Vec<f64>) -> Vec<f64> {
let n: f64 = v.iter().map(|x| x * x).sum::<f64>().sqrt();
if n > 1e-12 {
for x in v.iter_mut() {
*x /= n;
}
}
v
}
fn closest_reference(point: &[f64], references: &[Vec<f64>]) -> (usize, f64) {
let length: f64 = point.iter().map(|v| v * v).sum::<f64>().sqrt().max(1e-12);
let mut best = 0;
let mut best_angle = f64::INFINITY;
for (i, r) in references.iter().enumerate() {
let dot: f64 = point.iter().zip(r.iter()).map(|(a, b)| a * b).sum();
let cosine = (dot / length).clamp(-1.0, 1.0);
let angle = cosine.acos();
if angle < best_angle {
best_angle = angle;
best = i;
}
}
(best, best_angle)
}
fn smallest_neighbor_angle(references: &[Vec<f64>]) -> f64 {
let mut min_angle = f64::INFINITY;
for i in 0..references.len() {
for j in (i + 1)..references.len() {
let dot: f64 = references[i]
.iter()
.zip(references[j].iter())
.map(|(a, b)| a * b)
.sum();
let angle = dot.clamp(-1.0, 1.0).acos();
if angle < min_angle {
min_angle = angle;
}
}
}
if !min_angle.is_finite() { std::f64::consts::FRAC_PI_4 } else { min_angle }
}
#[allow(unused_imports)]
use crate::core::objective::Objective;
#[cfg(test)]
mod tests {
use super::*;
use crate::operators::{
CompositeVariation, PolynomialMutation, RealBounds, SimulatedBinaryCrossover,
};
use crate::tests_support::SchafferN1;
fn make_optimizer(
seed: u64,
) -> Rvea<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),
};
Rvea::new(
RveaConfig {
population_size: 20,
generations: 15,
reference_divisions: 19,
alpha: 2.0,
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());
}
#[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.pareto_front.iter().map(|c| c.evaluation.objectives.clone()).collect();
let ob: Vec<Vec<f64>> =
rb.pareto_front.iter().map(|c| c.evaluation.objectives.clone()).collect();
assert_eq!(oa, ob);
}
#[test]
#[should_panic(expected = "population_size must be > 0")]
fn zero_population_size_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 = Rvea::new(
RveaConfig {
population_size: 0,
generations: 1,
reference_divisions: 5,
alpha: 2.0,
seed: 0,
},
initializer,
variation,
);
let _ = opt.run(&SchafferN1);
}
}
+2 -1
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@@ -26,7 +26,8 @@ pub use crate::algorithms::{
DifferentialEvolutionConfig,
GeneticAlgorithm, GeneticAlgorithmConfig, HillClimber, HillClimberConfig, Hype,
HypeConfig, Ibea, IbeaConfig, Moead, MoeadConfig, Mopso, MopsoConfig, Nsga2, Nsga2Config, Nsga3, Nsga3Config, Paes, PaesConfig, ParticleSwarm,
ParticleSwarmConfig, RandomSearch, RandomSearchConfig, SimulatedAnnealing,
ParticleSwarmConfig, RandomSearch, RandomSearchConfig, Rvea, RveaConfig,
SimulatedAnnealing,
SimulatedAnnealingConfig, SmsEmoa, SmsEmoaConfig, Spea2, Spea2Config, TabuSearch,
TabuSearchConfig, Umda,
UmdaConfig,