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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@@ -97,14 +97,13 @@ where
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let mut sigma = self.config.initial_sigma;
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let mut window = std::collections::VecDeque::with_capacity(self.config.adaptation_period);
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let n = parent.len();
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for _ in 0..self.config.iterations {
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let normal = Normal::new(0.0, sigma).expect("Normal::new(0, sigma)");
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let mut child = parent.clone();
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for j in 0..n {
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for (j, x) in child.iter_mut().enumerate() {
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let (lo, hi) = self.bounds.bounds[j];
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child[j] = (child[j] + normal.sample(&mut rng)).clamp(lo, hi);
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*x = (*x + normal.sample(&mut rng)).clamp(lo, hi);
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}
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let child_eval = problem.evaluate(&child);
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evaluations += 1;
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