feat(algorithms): add DifferentialEvolution (DE/rand/1/bin)
Optional v1 algorithm requested by the user (spec §12.4): - Vec<f64> decisions only. - Single-objective only — panics with a clear message otherwise. - Standard DE/rand/1/bin: for each target i, sample distinct r1, r2, r3; mutant = x[r1] + F * (x[r2] - x[r3]); apply binomial crossover with at least one forced index; greedy replacement on direction-correct comparison. - Bounds taken from the embedded RealBounds (mutants are clamped to the per-variable range so the trial vector stays feasible). - Seed-deterministic; tests verify reproducibility, that DE improves on the initial random population for a sphere problem, and that multi-objective use panics.
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//! Differential Evolution (DE/rand/1/bin) for single-objective real-valued 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::operators::real::RealBounds;
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use crate::pareto::front::{best_candidate, pareto_front};
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use crate::traits::Optimizer;
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/// Configuration for [`DifferentialEvolution`].
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#[derive(Debug, Clone)]
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pub struct DifferentialEvolutionConfig {
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/// Number of agents in the population.
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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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/// Differential weight `F`. Typical values are in `[0.4, 1.0]`.
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pub differential_weight: f64,
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/// Per-dimension crossover probability `CR`. Typical values are in `[0.5, 0.95]`.
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pub crossover_probability: 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 DifferentialEvolutionConfig {
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fn default() -> Self {
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Self {
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population_size: 50,
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generations: 200,
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differential_weight: 0.7,
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crossover_probability: 0.9,
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seed: 42,
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}
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}
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}
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/// Single-objective DE/rand/1/bin (spec §12.4).
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///
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/// `Vec<f64>` decisions only; single-objective problems only. Bounds come from
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/// the embedded `RealBounds`, and mutant vectors are clamped to those bounds.
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#[derive(Debug, Clone)]
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pub struct DifferentialEvolution {
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/// Algorithm configuration.
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pub config: DifferentialEvolutionConfig,
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/// Per-variable bounds — used both to seed the population and to clamp mutants.
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pub bounds: RealBounds,
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}
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impl DifferentialEvolution {
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/// Construct a `DifferentialEvolution` optimizer.
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pub fn new(config: DifferentialEvolutionConfig, bounds: RealBounds) -> Self {
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Self { config, bounds }
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}
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}
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impl<P> Optimizer<P> for DifferentialEvolution
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where
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P: Problem<Decision = Vec<f64>>,
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{
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fn run(&mut self, problem: &P) -> OptimizationResult<P::Decision> {
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assert!(
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self.config.population_size >= 4,
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"DifferentialEvolution requires population_size >= 4 (DE/rand/1 needs three distinct donors plus the target)",
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);
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assert!(
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(0.0..=1.0).contains(&self.config.crossover_probability),
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"DifferentialEvolution crossover_probability must be in [0.0, 1.0]",
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);
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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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"DifferentialEvolution only supports single-objective problems",
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);
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let direction = objectives.objectives[0].direction;
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let dim = self.bounds.bounds.len();
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let n = self.config.population_size;
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let mut rng = rng_from_seed(self.config.seed);
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// Seed the population using the bounds as a sampler.
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let mut decisions: Vec<Vec<f64>> = {
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use crate::traits::Initializer as _;
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self.bounds.initialize(n, &mut rng)
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};
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let mut evaluations = 0usize;
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let mut evals: Vec<f64> = decisions
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.iter()
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.map(|d| {
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let e = problem.evaluate(d);
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evaluations += 1;
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e.objectives[0]
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})
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.collect();
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for _gen in 0..self.config.generations {
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for i in 0..n {
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let (r1, r2, r3) = pick_three_distinct(n, i, &mut rng);
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let j_rand = rng.random_range(0..dim);
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let mut trial = decisions[i].clone();
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for j in 0..dim {
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let take_donor =
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rng.random_bool(self.config.crossover_probability) || j == j_rand;
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if take_donor {
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let mutant = decisions[r1][j]
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+ self.config.differential_weight
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* (decisions[r2][j] - decisions[r3][j]);
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let (lo, hi) = self.bounds.bounds[j];
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trial[j] = mutant.clamp(lo, hi);
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}
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}
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let trial_obj = {
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let e = problem.evaluate(&trial);
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evaluations += 1;
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e.objectives[0]
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};
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let target_obj = evals[i];
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let trial_better = match direction {
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Direction::Minimize => trial_obj <= target_obj,
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Direction::Maximize => trial_obj >= target_obj,
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};
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if trial_better {
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decisions[i] = trial;
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evals[i] = trial_obj;
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}
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}
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}
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let final_pop: Vec<Candidate<Vec<f64>>> = decisions
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.into_iter()
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.map(|d| {
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let e = problem.evaluate(&d);
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evaluations += 1;
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Candidate::new(d, e)
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})
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.collect();
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let front = pareto_front(&final_pop, &objectives);
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let best = best_candidate(&final_pop, &objectives);
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OptimizationResult::new(
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Population::new(final_pop),
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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 pick_three_distinct(n: usize, exclude: usize, rng: &mut crate::core::rng::Rng) -> (usize, usize, usize) {
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let pick = |rng: &mut crate::core::rng::Rng, taken: &[usize]| -> usize {
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loop {
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let v = rng.random_range(0..n);
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if v != exclude && !taken.contains(&v) {
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return v;
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}
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}
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};
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let a = pick(rng, &[]);
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let b = pick(rng, &[a]);
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let c = pick(rng, &[a, b]);
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(a, b, c)
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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::tests_support::{SchafferN1, Sphere1D};
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#[test]
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fn finds_minimum_of_sphere() {
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let mut opt = DifferentialEvolution::new(
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DifferentialEvolutionConfig {
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population_size: 30,
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generations: 100,
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differential_weight: 0.7,
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crossover_probability: 0.9,
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seed: 1,
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},
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RealBounds::new(vec![(-5.0, 5.0)]),
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);
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let r = opt.run(&Sphere1D);
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let best = r.best.unwrap();
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assert!(best.evaluation.objectives[0] < 1e-3, "DE should converge near 0");
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}
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#[test]
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fn deterministic_with_same_seed() {
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let cfg = DifferentialEvolutionConfig {
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population_size: 20,
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generations: 30,
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differential_weight: 0.5,
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crossover_probability: 0.7,
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seed: 99,
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};
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let mut a =
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DifferentialEvolution::new(cfg.clone(), RealBounds::new(vec![(-5.0, 5.0)]));
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let mut b = DifferentialEvolution::new(cfg, RealBounds::new(vec![(-5.0, 5.0)]));
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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 = "single-objective")]
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fn multi_objective_panics() {
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let mut opt = DifferentialEvolution::new(
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DifferentialEvolutionConfig::default(),
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RealBounds::new(vec![(-5.0, 5.0)]),
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);
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let _ = opt.run(&SchafferN1);
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}
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#[test]
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#[should_panic(expected = "population_size >= 4")]
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fn too_small_population_panics() {
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let mut opt = DifferentialEvolution::new(
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DifferentialEvolutionConfig {
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population_size: 3,
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generations: 1,
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differential_weight: 0.5,
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crossover_probability: 0.5,
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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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);
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let _ = opt.run(&Sphere1D);
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}
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}
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@@ -1,9 +1,11 @@
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//! Built-in reference optimizers.
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pub mod differential_evolution;
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pub mod nsga2;
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pub mod paes;
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pub mod random_search;
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pub use differential_evolution::*;
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pub use nsga2::*;
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pub use paes::*;
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pub use random_search::*;
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+2
-1
@@ -19,5 +19,6 @@ pub use crate::pareto::{
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pub use crate::operators::{BitFlipMutation, GaussianMutation, RealBounds, SwapMutation};
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pub use crate::algorithms::{
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Nsga2, Nsga2Config, Paes, PaesConfig, RandomSearch, RandomSearchConfig,
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DifferentialEvolution, DifferentialEvolutionConfig, Nsga2, Nsga2Config, Paes, PaesConfig,
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RandomSearch, RandomSearchConfig,
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};
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