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.
This commit is contained in:
2026-05-05 09:51:10 -06:00
parent a93d0df858
commit 35fbf622f2
3 changed files with 250 additions and 1 deletions
+2
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@@ -8,6 +8,7 @@ pub mod nsga3;
pub mod paes;
pub(crate) mod parallel_eval;
pub mod random_search;
pub mod simulated_annealing;
pub mod spea2;
pub use differential_evolution::*;
@@ -17,4 +18,5 @@ pub use nsga2::*;
pub use nsga3::*;
pub use paes::*;
pub use random_search::*;
pub use simulated_annealing::*;
pub use spea2::*;
+246
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@@ -0,0 +1,246 @@
//! `SimulatedAnnealing` — Kirkpatrick et al. 1983 SA for single-objective problems.
use rand::Rng as _;
use crate::core::candidate::Candidate;
use crate::core::objective::Direction;
use crate::core::population::Population;
use crate::core::problem::Problem;
use crate::core::result::OptimizationResult;
use crate::core::rng::rng_from_seed;
use crate::traits::{Initializer, Optimizer, Variation};
/// Configuration for [`SimulatedAnnealing`].
#[derive(Debug, Clone)]
pub struct SimulatedAnnealingConfig {
/// Number of mutation iterations.
pub iterations: usize,
/// Starting temperature `T_0`. Must be positive.
pub initial_temperature: f64,
/// Ending temperature `T_n`. Must be positive and `<= initial_temperature`.
pub final_temperature: f64,
/// Seed for the deterministic RNG.
pub seed: u64,
}
impl Default for SimulatedAnnealingConfig {
fn default() -> Self {
Self {
iterations: 5_000,
initial_temperature: 1.0,
final_temperature: 1e-3,
seed: 42,
}
}
}
/// Single-objective Simulated Annealing.
///
/// Like a hill climber, but worse moves are accepted with probability
/// `exp(-Δ / T)` where `Δ` is the (direction-aware) objective degradation
/// and `T` anneals geometrically from `initial_temperature` to
/// `final_temperature` over the iteration count. Generic over decision
/// type — pair with any `Variation` impl that returns one child per call.
#[derive(Debug, Clone)]
pub struct SimulatedAnnealing<I, V> {
/// Algorithm configuration.
pub config: SimulatedAnnealingConfig,
/// Initial-decision sampler.
pub initializer: I,
/// Mutation operator.
pub variation: V,
}
impl<I, V> SimulatedAnnealing<I, V> {
/// Construct a `SimulatedAnnealing`.
pub fn new(config: SimulatedAnnealingConfig, initializer: I, variation: V) -> Self {
Self { config, initializer, variation }
}
}
impl<P, I, V> Optimizer<P> for SimulatedAnnealing<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> {
let objectives = problem.objectives();
assert!(
objectives.is_single_objective(),
"SimulatedAnnealing requires exactly one objective",
);
assert!(
self.config.initial_temperature > 0.0,
"SimulatedAnnealing initial_temperature must be positive",
);
assert!(
self.config.final_temperature > 0.0,
"SimulatedAnnealing final_temperature must be positive",
);
assert!(
self.config.final_temperature <= self.config.initial_temperature,
"SimulatedAnnealing final_temperature must be <= initial_temperature",
);
let direction = objectives.objectives[0].direction;
let mut rng = rng_from_seed(self.config.seed);
let mut initial = self.initializer.initialize(1, &mut rng);
assert!(
!initial.is_empty(),
"SimulatedAnnealing initializer returned no decisions",
);
let mut current_decision = initial.remove(0);
let mut current_eval = problem.evaluate(&current_decision);
let mut best_decision = current_decision.clone();
let mut best_eval = current_eval.clone();
let mut evaluations = 1usize;
// Geometric cooling: T(k) = T_0 * (T_n / T_0)^(k / (N - 1))
let cooling = if self.config.iterations <= 1 {
1.0
} else {
(self.config.final_temperature / self.config.initial_temperature)
.powf(1.0 / (self.config.iterations as f64 - 1.0))
};
let mut temperature = self.config.initial_temperature;
for _ in 0..self.config.iterations {
let parents = vec![current_decision.clone()];
let children = self.variation.vary(&parents, &mut rng);
assert!(!children.is_empty(), "SimulatedAnnealing variation returned no children");
let child_decision = children.into_iter().next().unwrap();
let child_eval = problem.evaluate(&child_decision);
evaluations += 1;
let accept = match (child_eval.is_feasible(), current_eval.is_feasible()) {
(true, false) => true,
(false, true) => false,
(false, false) => {
child_eval.constraint_violation <= current_eval.constraint_violation
}
(true, true) => {
let delta = match direction {
Direction::Minimize => {
child_eval.objectives[0] - current_eval.objectives[0]
}
Direction::Maximize => {
current_eval.objectives[0] - child_eval.objectives[0]
}
};
if delta <= 0.0 {
true
} else {
let prob = (-delta / temperature).exp();
rng.random::<f64>() < prob
}
}
};
if accept {
current_decision = child_decision;
current_eval = child_eval;
if better_than(&current_eval, &best_eval, direction) {
best_decision = current_decision.clone();
best_eval = current_eval.clone();
}
}
temperature *= cooling;
}
let best = Candidate::new(best_decision, best_eval);
let population = Population::new(vec![best.clone()]);
let front = vec![best.clone()];
OptimizationResult::new(
population,
front,
Some(best),
evaluations,
self.config.iterations,
)
}
}
fn better_than(
a: &crate::core::evaluation::Evaluation,
b: &crate::core::evaluation::Evaluation,
direction: Direction,
) -> bool {
match (a.is_feasible(), b.is_feasible()) {
(true, false) => true,
(false, true) => false,
(false, false) => a.constraint_violation < b.constraint_violation,
(true, true) => match direction {
Direction::Minimize => a.objectives[0] < b.objectives[0],
Direction::Maximize => a.objectives[0] > b.objectives[0],
},
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::operators::{GaussianMutation, RealBounds};
use crate::tests_support::{SchafferN1, Sphere1D};
fn make_optimizer(seed: u64) -> SimulatedAnnealing<RealBounds, GaussianMutation> {
SimulatedAnnealing::new(
SimulatedAnnealingConfig {
iterations: 2_000,
initial_temperature: 1.0,
final_temperature: 1e-4,
seed,
},
RealBounds::new(vec![(-5.0, 5.0)]),
GaussianMutation { sigma: 0.3 },
)
}
#[test]
fn finds_minimum_of_sphere() {
let mut opt = make_optimizer(1);
let r = opt.run(&Sphere1D);
let best = r.best.unwrap();
assert!(
best.evaluation.objectives[0] < 1e-2,
"got f = {}",
best.evaluation.objectives[0],
);
}
#[test]
fn deterministic_with_same_seed() {
let mut a = make_optimizer(99);
let mut b = make_optimizer(99);
let ra = a.run(&Sphere1D);
let rb = b.run(&Sphere1D);
assert_eq!(
ra.best.unwrap().evaluation.objectives,
rb.best.unwrap().evaluation.objectives,
);
}
#[test]
#[should_panic(expected = "exactly one objective")]
fn multi_objective_panics() {
let mut opt = make_optimizer(0);
let _ = opt.run(&SchafferN1);
}
#[test]
#[should_panic(expected = "initial_temperature must be positive")]
fn zero_initial_temperature_panics() {
let mut opt = SimulatedAnnealing::new(
SimulatedAnnealingConfig {
iterations: 10,
initial_temperature: 0.0,
final_temperature: 1e-3,
seed: 0,
},
RealBounds::new(vec![(-1.0, 1.0)]),
GaussianMutation { sigma: 0.1 },
);
let _ = opt.run(&Sphere1D);
}
}
+2 -1
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@@ -24,5 +24,6 @@ pub use crate::operators::{
pub use crate::algorithms::{
DifferentialEvolution, DifferentialEvolutionConfig, HillClimber, HillClimberConfig,
Moead, MoeadConfig, Nsga2, Nsga2Config, Nsga3, Nsga3Config, Paes, PaesConfig,
RandomSearch, RandomSearchConfig, Spea2, Spea2Config,
RandomSearch, RandomSearchConfig, SimulatedAnnealing, SimulatedAnnealingConfig,
Spea2, Spea2Config,
};