feat(algorithms): add IpopCmaEs (CMA-ES with restart) for multimodal problems
Auger & Hansen 2005 IPOP-CMA-ES: wraps the existing CmaEs in a restart loop that doubles the population size and re-randomizes the mean whenever a restart trigger fires. Specifically addresses the failure mode we observed on Rastrigin (vanilla CMA-ES = 2.3 vs DE = 0). Restart triggers: - The whole budget for one inner CmaEs run finishes without improvement - (More sophisticated triggers — eigenvalue collapse, condition-number blow-up, sigma stagnation — are left for future versions; the per-run budget trigger captures the bulk of the practical benefit) Each restart: - Doubles the population_size (Auger & Hansen 2005) - Re-randomizes the initial mean to a fresh point in the bounds box - Resets sigma to the user's initial value Same Vec<f64> + single-objective constraints as CmaEs. The total budget is divided across restarts; restart budget grows with population. Tests verify it beats vanilla CMA-ES on Rastrigin.
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@@ -1003,6 +1003,7 @@ fn rastrigin_cma_es(seed: u64) -> SoRun {
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generations: gens,
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initial_sigma: 1.0,
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eigen_decomposition_period: 1,
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initial_mean: None,
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seed,
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};
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let mut opt = CmaEs::new(config, bounds);
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@@ -1058,6 +1059,7 @@ macro_rules! so_run_cma {
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generations: $budget / pop,
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initial_sigma: 1.0,
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eigen_decomposition_period: 1,
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initial_mean: None,
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seed: $seed,
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};
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let mut opt = CmaEs::new(config, bounds);
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