feat(algorithms): add SimulatedAnnealing single-objective local search
Classic Kirkpatrick et al. 1983 SA: hill climber that also accepts worse moves with probability `exp(-Δ/T)` where T anneals geometrically from `initial_temperature` to `final_temperature` over the iteration count. Single-objective only. Generic over decision type — works on real vectors, bool vectors, permutations, anything. Tracks the best-seen incumbent across the run (not just the last accepted move) so the result reflects the actual best ever visited, not where the random walk happened to end. Tests cover: convergence on Sphere1D under reasonable hyperparameters, deterministic reruns, panic on multi-objective, panic on non-positive temperatures.
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@@ -8,6 +8,7 @@ pub mod nsga3;
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pub mod paes;
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pub(crate) mod parallel_eval;
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pub mod random_search;
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pub mod simulated_annealing;
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pub mod spea2;
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pub use differential_evolution::*;
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@@ -17,4 +18,5 @@ pub use nsga2::*;
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pub use nsga3::*;
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pub use paes::*;
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pub use random_search::*;
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pub use simulated_annealing::*;
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pub use spea2::*;
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@@ -0,0 +1,246 @@
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//! `SimulatedAnnealing` — Kirkpatrick et al. 1983 SA for single-objective problems.
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use rand::Rng as _;
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use crate::core::candidate::Candidate;
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use crate::core::objective::Direction;
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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::traits::{Initializer, Optimizer, Variation};
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/// Configuration for [`SimulatedAnnealing`].
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#[derive(Debug, Clone)]
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pub struct SimulatedAnnealingConfig {
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/// Number of mutation iterations.
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pub iterations: usize,
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/// Starting temperature `T_0`. Must be positive.
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pub initial_temperature: f64,
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/// Ending temperature `T_n`. Must be positive and `<= initial_temperature`.
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pub final_temperature: 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 SimulatedAnnealingConfig {
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fn default() -> Self {
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Self {
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iterations: 5_000,
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initial_temperature: 1.0,
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final_temperature: 1e-3,
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seed: 42,
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}
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}
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}
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/// Single-objective Simulated Annealing.
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///
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/// Like a hill climber, but worse moves are accepted with probability
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/// `exp(-Δ / T)` where `Δ` is the (direction-aware) objective degradation
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/// and `T` anneals geometrically from `initial_temperature` to
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/// `final_temperature` over the iteration count. Generic over decision
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/// type — pair with any `Variation` impl that returns one child per call.
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#[derive(Debug, Clone)]
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pub struct SimulatedAnnealing<I, V> {
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/// Algorithm configuration.
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pub config: SimulatedAnnealingConfig,
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/// Initial-decision sampler.
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pub initializer: I,
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/// Mutation operator.
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pub variation: V,
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}
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impl<I, V> SimulatedAnnealing<I, V> {
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/// Construct a `SimulatedAnnealing`.
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pub fn new(config: SimulatedAnnealingConfig, 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 SimulatedAnnealing<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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let objectives = problem.objectives();
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assert!(
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objectives.is_single_objective(),
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"SimulatedAnnealing requires exactly one objective",
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);
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assert!(
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self.config.initial_temperature > 0.0,
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"SimulatedAnnealing initial_temperature must be positive",
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);
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assert!(
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self.config.final_temperature > 0.0,
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"SimulatedAnnealing final_temperature must be positive",
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);
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assert!(
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self.config.final_temperature <= self.config.initial_temperature,
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"SimulatedAnnealing final_temperature must be <= initial_temperature",
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);
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let direction = objectives.objectives[0].direction;
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let mut rng = rng_from_seed(self.config.seed);
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let mut initial = self.initializer.initialize(1, &mut rng);
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assert!(
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!initial.is_empty(),
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"SimulatedAnnealing initializer returned no decisions",
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);
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let mut current_decision = initial.remove(0);
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let mut current_eval = problem.evaluate(¤t_decision);
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let mut best_decision = current_decision.clone();
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let mut best_eval = current_eval.clone();
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let mut evaluations = 1usize;
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// Geometric cooling: T(k) = T_0 * (T_n / T_0)^(k / (N - 1))
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let cooling = if self.config.iterations <= 1 {
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1.0
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} else {
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(self.config.final_temperature / self.config.initial_temperature)
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.powf(1.0 / (self.config.iterations as f64 - 1.0))
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};
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let mut temperature = self.config.initial_temperature;
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for _ in 0..self.config.iterations {
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let parents = vec![current_decision.clone()];
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let children = self.variation.vary(&parents, &mut rng);
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assert!(!children.is_empty(), "SimulatedAnnealing variation returned no children");
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let child_decision = children.into_iter().next().unwrap();
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let child_eval = problem.evaluate(&child_decision);
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evaluations += 1;
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let accept = match (child_eval.is_feasible(), current_eval.is_feasible()) {
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(true, false) => true,
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(false, true) => false,
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(false, false) => {
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child_eval.constraint_violation <= current_eval.constraint_violation
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}
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(true, true) => {
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let delta = match direction {
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Direction::Minimize => {
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child_eval.objectives[0] - current_eval.objectives[0]
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}
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Direction::Maximize => {
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current_eval.objectives[0] - child_eval.objectives[0]
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}
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};
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if delta <= 0.0 {
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true
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} else {
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let prob = (-delta / temperature).exp();
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rng.random::<f64>() < prob
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}
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}
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};
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if accept {
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current_decision = child_decision;
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current_eval = child_eval;
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if better_than(¤t_eval, &best_eval, direction) {
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best_decision = current_decision.clone();
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best_eval = current_eval.clone();
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}
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}
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temperature *= cooling;
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}
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let best = Candidate::new(best_decision, best_eval);
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let population = Population::new(vec![best.clone()]);
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let front = vec![best.clone()];
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OptimizationResult::new(
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population,
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front,
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Some(best),
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evaluations,
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self.config.iterations,
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)
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}
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}
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fn better_than(
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a: &crate::core::evaluation::Evaluation,
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b: &crate::core::evaluation::Evaluation,
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direction: Direction,
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) -> bool {
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match (a.is_feasible(), b.is_feasible()) {
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(true, false) => true,
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(false, true) => false,
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(false, false) => a.constraint_violation < b.constraint_violation,
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(true, true) => match direction {
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Direction::Minimize => a.objectives[0] < b.objectives[0],
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Direction::Maximize => a.objectives[0] > b.objectives[0],
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},
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}
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}
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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::{GaussianMutation, RealBounds};
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use crate::tests_support::{SchafferN1, Sphere1D};
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fn make_optimizer(seed: u64) -> SimulatedAnnealing<RealBounds, GaussianMutation> {
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SimulatedAnnealing::new(
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SimulatedAnnealingConfig {
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iterations: 2_000,
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initial_temperature: 1.0,
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final_temperature: 1e-4,
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seed,
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},
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RealBounds::new(vec![(-5.0, 5.0)]),
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GaussianMutation { sigma: 0.3 },
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)
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}
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#[test]
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fn finds_minimum_of_sphere() {
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let mut opt = make_optimizer(1);
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let r = opt.run(&Sphere1D);
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let best = r.best.unwrap();
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assert!(
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best.evaluation.objectives[0] < 1e-2,
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"got f = {}",
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best.evaluation.objectives[0],
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);
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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(&Sphere1D);
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let rb = b.run(&Sphere1D);
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assert_eq!(
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ra.best.unwrap().evaluation.objectives,
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rb.best.unwrap().evaluation.objectives,
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);
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}
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#[test]
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#[should_panic(expected = "exactly one objective")]
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fn multi_objective_panics() {
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let mut opt = make_optimizer(0);
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let _ = opt.run(&SchafferN1);
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}
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#[test]
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#[should_panic(expected = "initial_temperature must be positive")]
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fn zero_initial_temperature_panics() {
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let mut opt = SimulatedAnnealing::new(
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SimulatedAnnealingConfig {
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iterations: 10,
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initial_temperature: 0.0,
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final_temperature: 1e-3,
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seed: 0,
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},
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RealBounds::new(vec![(-1.0, 1.0)]),
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GaussianMutation { sigma: 0.1 },
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);
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let _ = opt.run(&Sphere1D);
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}
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}
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+2
-1
@@ -24,5 +24,6 @@ pub use crate::operators::{
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pub use crate::algorithms::{
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DifferentialEvolution, DifferentialEvolutionConfig, HillClimber, HillClimberConfig,
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Moead, MoeadConfig, Nsga2, Nsga2Config, Nsga3, Nsga3Config, Paes, PaesConfig,
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RandomSearch, RandomSearchConfig, Spea2, Spea2Config,
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RandomSearch, RandomSearchConfig, SimulatedAnnealing, SimulatedAnnealingConfig,
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Spea2, Spea2Config,
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};
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