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:
@@ -15,6 +15,7 @@ pub mod paes;
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pub(crate) mod parallel_eval;
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pub(crate) mod parallel_eval;
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pub mod particle_swarm;
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pub mod particle_swarm;
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pub mod random_search;
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pub mod random_search;
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pub mod rvea;
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pub mod simulated_annealing;
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pub mod simulated_annealing;
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pub mod sms_emoa;
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pub mod sms_emoa;
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pub mod spea2;
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pub mod spea2;
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@@ -35,6 +36,7 @@ pub use nsga3::*;
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pub use paes::*;
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pub use paes::*;
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pub use particle_swarm::*;
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pub use particle_swarm::*;
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pub use random_search::*;
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pub use random_search::*;
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pub use rvea::*;
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pub use simulated_annealing::*;
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pub use simulated_annealing::*;
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pub use sms_emoa::*;
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pub use sms_emoa::*;
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pub use spea2::*;
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pub use spea2::*;
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@@ -0,0 +1,328 @@
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//! `Rvea` — Cheng, Jin, Olhofer & Sendhoff 2016 Reference Vector-guided EA.
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use rand::Rng as _;
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use crate::algorithms::parallel_eval::evaluate_batch;
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use crate::core::candidate::Candidate;
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use crate::core::objective::ObjectiveSpace;
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use crate::core::population::Population;
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use crate::core::problem::Problem;
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use crate::core::result::OptimizationResult;
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use crate::core::rng::rng_from_seed;
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use crate::pareto::front::{best_candidate, pareto_front};
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use crate::pareto::reference_points::das_dennis;
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use crate::traits::{Initializer, Optimizer, Variation};
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/// Configuration for [`Rvea`].
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#[derive(Debug, Clone)]
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pub struct RveaConfig {
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/// Constant population size.
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pub population_size: usize,
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/// Number of generations.
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pub generations: usize,
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/// Number of divisions `H` for Das–Dennis reference vectors. Pop size
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/// should be roughly `binomial(H + M − 1, M − 1)`.
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pub reference_divisions: usize,
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/// Penalty exponent `α`. The paper recommends 2.0.
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pub alpha: f64,
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/// Seed for the deterministic RNG.
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pub seed: u64,
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}
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impl Default for RveaConfig {
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fn default() -> Self {
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Self {
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population_size: 100,
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generations: 250,
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reference_divisions: 12,
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alpha: 2.0,
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seed: 42,
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}
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}
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}
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/// Reference Vector-guided Evolutionary Algorithm.
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#[derive(Debug, Clone)]
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pub struct Rvea<I, V> {
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/// Algorithm configuration.
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pub config: RveaConfig,
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/// Initial-decision sampler.
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pub initializer: I,
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/// Offspring-producing variation operator.
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pub variation: V,
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}
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impl<I, V> Rvea<I, V> {
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/// Construct an `Rvea`.
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pub fn new(config: RveaConfig, initializer: I, variation: V) -> Self {
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Self { config, initializer, variation }
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}
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}
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impl<P, I, V> Optimizer<P> for Rvea<I, V>
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where
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P: Problem + Sync,
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P::Decision: Send,
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I: Initializer<P::Decision>,
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V: Variation<P::Decision>,
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{
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fn run(&mut self, problem: &P) -> OptimizationResult<P::Decision> {
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assert!(self.config.population_size > 0, "Rvea population_size must be > 0");
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let n = self.config.population_size;
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let objectives = problem.objectives();
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let m = objectives.len();
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// Reference vectors normalized to unit norm.
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let raw_refs = das_dennis(m, self.config.reference_divisions);
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let references: Vec<Vec<f64>> = raw_refs.into_iter().map(unit_normalize).collect();
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assert!(!references.is_empty(), "Rvea: no reference vectors generated");
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// Smallest angle between any two reference vectors — used to scale
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// the APD penalty term.
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let theta_max = smallest_neighbor_angle(&references);
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let mut rng = rng_from_seed(self.config.seed);
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let initial_decisions = self.initializer.initialize(n, &mut rng);
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let mut population: Vec<Candidate<P::Decision>> =
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evaluate_batch(problem, initial_decisions);
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let mut evaluations = population.len();
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for gen_idx in 0..self.config.generations {
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// Phase 1: random parent selection + variation.
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let mut offspring_decisions: Vec<P::Decision> = Vec::with_capacity(n);
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while offspring_decisions.len() < n {
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let p1 = rng.random_range(0..population.len());
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let p2 = rng.random_range(0..population.len());
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let parents =
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vec![population[p1].decision.clone(), population[p2].decision.clone()];
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let children = self.variation.vary(&parents, &mut rng);
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assert!(!children.is_empty(), "Rvea variation returned no children");
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for child in children {
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if offspring_decisions.len() >= n {
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break;
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}
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offspring_decisions.push(child);
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}
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}
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let offspring = evaluate_batch(problem, offspring_decisions);
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evaluations += offspring.len();
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// Combine + APD-based survival.
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let mut combined: Vec<Candidate<P::Decision>> = Vec::with_capacity(2 * n);
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combined.extend(population);
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combined.extend(offspring);
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// Ideal point z*.
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let m_dim = m;
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let mut ideal = vec![f64::INFINITY; m_dim];
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for c in &combined {
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let oriented = objectives.as_minimization(&c.evaluation.objectives);
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for (k, v) in oriented.iter().enumerate() {
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if *v < ideal[k] {
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ideal[k] = *v;
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}
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}
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}
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// Translate.
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let translated: Vec<Vec<f64>> = combined
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.iter()
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.map(|c| {
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let oriented = objectives.as_minimization(&c.evaluation.objectives);
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oriented.iter().enumerate().map(|(k, v)| v - ideal[k]).collect()
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})
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.collect();
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// Associate each member with its closest-angle reference vector.
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let mut assoc: Vec<usize> = vec![0; combined.len()];
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let mut angles: Vec<f64> = vec![0.0; combined.len()];
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for (i, t) in translated.iter().enumerate() {
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let (best_ref, best_angle) = closest_reference(t, &references);
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assoc[i] = best_ref;
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angles[i] = best_angle;
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}
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// For each occupied reference vector, keep the member with the
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// smallest APD score.
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let alpha_t = (gen_idx as f64 / (self.config.generations as f64).max(1.0))
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.powf(self.config.alpha);
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let mut keep: Vec<Option<(usize, f64)>> = vec![None; references.len()];
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for i in 0..combined.len() {
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let r = assoc[i];
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let length: f64 = translated[i].iter().map(|v| v * v).sum::<f64>().sqrt();
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let theta_max_safe = theta_max.max(1e-12);
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let penalty = 1.0 + (m_dim as f64) * alpha_t * (angles[i] / theta_max_safe);
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let apd = penalty * length;
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match keep[r] {
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None => keep[r] = Some((i, apd)),
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Some((_, current)) if apd < current => keep[r] = Some((i, apd)),
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_ => {}
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}
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}
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let mut next: Vec<Candidate<P::Decision>> =
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keep.into_iter().flatten().map(|(i, _)| combined[i].clone()).collect();
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// If we ended up with fewer than n (some references unfilled),
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// backfill with the lowest-APD remaining candidates.
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if next.len() < n {
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let mut all_apds: Vec<(usize, f64)> = (0..combined.len())
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.map(|i| {
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let length: f64 =
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translated[i].iter().map(|v| v * v).sum::<f64>().sqrt();
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let theta_max_safe = theta_max.max(1e-12);
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let penalty = 1.0 + (m_dim as f64) * alpha_t * (angles[i] / theta_max_safe);
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(i, penalty * length)
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})
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.collect();
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all_apds
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.sort_by(|a, b| a.1.partial_cmp(&b.1).unwrap_or(std::cmp::Ordering::Equal));
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for (i, _) in all_apds {
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if next.len() >= n {
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break;
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}
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if !next
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.iter()
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.any(|c| std::ptr::eq(c as *const _, &combined[i] as *const _))
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{
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next.push(combined[i].clone());
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}
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}
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}
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// If too many (only possible if the reference set has > n
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// vectors), truncate by APD.
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if next.len() > n {
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next.truncate(n);
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}
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population = next;
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}
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let front = pareto_front(&population, &objectives);
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let best = best_candidate(&population, &objectives);
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OptimizationResult::new(
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Population::new(population),
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front,
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best,
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evaluations,
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self.config.generations,
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)
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}
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}
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fn unit_normalize(mut v: Vec<f64>) -> Vec<f64> {
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let n: f64 = v.iter().map(|x| x * x).sum::<f64>().sqrt();
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if n > 1e-12 {
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for x in v.iter_mut() {
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*x /= n;
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}
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}
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v
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}
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fn closest_reference(point: &[f64], references: &[Vec<f64>]) -> (usize, f64) {
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let length: f64 = point.iter().map(|v| v * v).sum::<f64>().sqrt().max(1e-12);
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let mut best = 0;
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let mut best_angle = f64::INFINITY;
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for (i, r) in references.iter().enumerate() {
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let dot: f64 = point.iter().zip(r.iter()).map(|(a, b)| a * b).sum();
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let cosine = (dot / length).clamp(-1.0, 1.0);
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let angle = cosine.acos();
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if angle < best_angle {
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best_angle = angle;
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best = i;
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}
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}
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(best, best_angle)
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}
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fn smallest_neighbor_angle(references: &[Vec<f64>]) -> f64 {
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let mut min_angle = f64::INFINITY;
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for i in 0..references.len() {
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for j in (i + 1)..references.len() {
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let dot: f64 = references[i]
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.iter()
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.zip(references[j].iter())
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.map(|(a, b)| a * b)
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.sum();
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let angle = dot.clamp(-1.0, 1.0).acos();
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if angle < min_angle {
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min_angle = angle;
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}
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}
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}
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if !min_angle.is_finite() { std::f64::consts::FRAC_PI_4 } else { min_angle }
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}
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#[allow(unused_imports)]
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use crate::core::objective::Objective;
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#[cfg(test)]
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mod tests {
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use super::*;
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use crate::operators::{
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CompositeVariation, PolynomialMutation, RealBounds, SimulatedBinaryCrossover,
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};
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use crate::tests_support::SchafferN1;
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fn make_optimizer(
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seed: u64,
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) -> Rvea<RealBounds, CompositeVariation<SimulatedBinaryCrossover, PolynomialMutation>> {
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let bounds = vec![(-5.0, 5.0)];
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let initializer = RealBounds::new(bounds.clone());
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let variation = CompositeVariation {
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crossover: SimulatedBinaryCrossover::new(bounds.clone(), 15.0, 0.5),
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mutation: PolynomialMutation::new(bounds, 20.0, 1.0),
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};
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Rvea::new(
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RveaConfig {
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population_size: 20,
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generations: 15,
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reference_divisions: 19,
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alpha: 2.0,
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seed,
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},
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initializer,
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variation,
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)
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}
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#[test]
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fn produces_pareto_front() {
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let mut opt = make_optimizer(1);
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let r = opt.run(&SchafferN1);
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assert!(!r.pareto_front.is_empty());
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}
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#[test]
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fn deterministic_with_same_seed() {
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let mut a = make_optimizer(99);
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let mut b = make_optimizer(99);
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let ra = a.run(&SchafferN1);
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let rb = b.run(&SchafferN1);
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let oa: Vec<Vec<f64>> =
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ra.pareto_front.iter().map(|c| c.evaluation.objectives.clone()).collect();
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let ob: Vec<Vec<f64>> =
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rb.pareto_front.iter().map(|c| c.evaluation.objectives.clone()).collect();
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assert_eq!(oa, ob);
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}
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#[test]
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#[should_panic(expected = "population_size must be > 0")]
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fn zero_population_size_panics() {
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let bounds = vec![(0.0, 1.0)];
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let initializer = RealBounds::new(bounds.clone());
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let variation = CompositeVariation {
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crossover: SimulatedBinaryCrossover::new(bounds.clone(), 15.0, 0.5),
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mutation: PolynomialMutation::new(bounds, 20.0, 1.0),
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};
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let mut opt = Rvea::new(
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RveaConfig {
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population_size: 0,
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generations: 1,
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reference_divisions: 5,
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alpha: 2.0,
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seed: 0,
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},
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initializer,
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variation,
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);
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let _ = opt.run(&SchafferN1);
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}
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}
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+2
-1
@@ -26,7 +26,8 @@ pub use crate::algorithms::{
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DifferentialEvolutionConfig,
|
DifferentialEvolutionConfig,
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GeneticAlgorithm, GeneticAlgorithmConfig, HillClimber, HillClimberConfig, Hype,
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GeneticAlgorithm, GeneticAlgorithmConfig, HillClimber, HillClimberConfig, Hype,
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HypeConfig, Ibea, IbeaConfig, Moead, MoeadConfig, Mopso, MopsoConfig, Nsga2, Nsga2Config, Nsga3, Nsga3Config, Paes, PaesConfig, ParticleSwarm,
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HypeConfig, Ibea, IbeaConfig, Moead, MoeadConfig, Mopso, MopsoConfig, Nsga2, Nsga2Config, Nsga3, Nsga3Config, Paes, PaesConfig, ParticleSwarm,
|
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ParticleSwarmConfig, RandomSearch, RandomSearchConfig, SimulatedAnnealing,
|
ParticleSwarmConfig, RandomSearch, RandomSearchConfig, Rvea, RveaConfig,
|
||||||
|
SimulatedAnnealing,
|
||||||
SimulatedAnnealingConfig, SmsEmoa, SmsEmoaConfig, Spea2, Spea2Config, TabuSearch,
|
SimulatedAnnealingConfig, SmsEmoa, SmsEmoaConfig, Spea2, Spea2Config, TabuSearch,
|
||||||
TabuSearchConfig, Umda,
|
TabuSearchConfig, Umda,
|
||||||
UmdaConfig,
|
UmdaConfig,
|
||||||
|
|||||||
Reference in New Issue
Block a user