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.
This commit is contained in:
2026-05-04 19:25:29 -06:00
parent 33a927d86d
commit a1bb49d74e
3 changed files with 240 additions and 1 deletions
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@@ -0,0 +1,236 @@
//! Differential Evolution (DE/rand/1/bin) for single-objective real-valued 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::operators::real::RealBounds;
use crate::pareto::front::{best_candidate, pareto_front};
use crate::traits::Optimizer;
/// Configuration for [`DifferentialEvolution`].
#[derive(Debug, Clone)]
pub struct DifferentialEvolutionConfig {
/// Number of agents in the population.
pub population_size: usize,
/// Number of generations.
pub generations: usize,
/// Differential weight `F`. Typical values are in `[0.4, 1.0]`.
pub differential_weight: f64,
/// Per-dimension crossover probability `CR`. Typical values are in `[0.5, 0.95]`.
pub crossover_probability: f64,
/// Seed for the deterministic RNG.
pub seed: u64,
}
impl Default for DifferentialEvolutionConfig {
fn default() -> Self {
Self {
population_size: 50,
generations: 200,
differential_weight: 0.7,
crossover_probability: 0.9,
seed: 42,
}
}
}
/// Single-objective DE/rand/1/bin (spec §12.4).
///
/// `Vec<f64>` decisions only; single-objective problems only. Bounds come from
/// the embedded `RealBounds`, and mutant vectors are clamped to those bounds.
#[derive(Debug, Clone)]
pub struct DifferentialEvolution {
/// Algorithm configuration.
pub config: DifferentialEvolutionConfig,
/// Per-variable bounds — used both to seed the population and to clamp mutants.
pub bounds: RealBounds,
}
impl DifferentialEvolution {
/// Construct a `DifferentialEvolution` optimizer.
pub fn new(config: DifferentialEvolutionConfig, bounds: RealBounds) -> Self {
Self { config, bounds }
}
}
impl<P> Optimizer<P> for DifferentialEvolution
where
P: Problem<Decision = Vec<f64>>,
{
fn run(&mut self, problem: &P) -> OptimizationResult<P::Decision> {
assert!(
self.config.population_size >= 4,
"DifferentialEvolution requires population_size >= 4 (DE/rand/1 needs three distinct donors plus the target)",
);
assert!(
(0.0..=1.0).contains(&self.config.crossover_probability),
"DifferentialEvolution crossover_probability must be in [0.0, 1.0]",
);
let objectives = problem.objectives();
assert!(
objectives.is_single_objective(),
"DifferentialEvolution only supports single-objective problems",
);
let direction = objectives.objectives[0].direction;
let dim = self.bounds.bounds.len();
let n = self.config.population_size;
let mut rng = rng_from_seed(self.config.seed);
// Seed the population using the bounds as a sampler.
let mut decisions: Vec<Vec<f64>> = {
use crate::traits::Initializer as _;
self.bounds.initialize(n, &mut rng)
};
let mut evaluations = 0usize;
let mut evals: Vec<f64> = decisions
.iter()
.map(|d| {
let e = problem.evaluate(d);
evaluations += 1;
e.objectives[0]
})
.collect();
for _gen in 0..self.config.generations {
for i in 0..n {
let (r1, r2, r3) = pick_three_distinct(n, i, &mut rng);
let j_rand = rng.random_range(0..dim);
let mut trial = decisions[i].clone();
for j in 0..dim {
let take_donor =
rng.random_bool(self.config.crossover_probability) || j == j_rand;
if take_donor {
let mutant = decisions[r1][j]
+ self.config.differential_weight
* (decisions[r2][j] - decisions[r3][j]);
let (lo, hi) = self.bounds.bounds[j];
trial[j] = mutant.clamp(lo, hi);
}
}
let trial_obj = {
let e = problem.evaluate(&trial);
evaluations += 1;
e.objectives[0]
};
let target_obj = evals[i];
let trial_better = match direction {
Direction::Minimize => trial_obj <= target_obj,
Direction::Maximize => trial_obj >= target_obj,
};
if trial_better {
decisions[i] = trial;
evals[i] = trial_obj;
}
}
}
let final_pop: Vec<Candidate<Vec<f64>>> = decisions
.into_iter()
.map(|d| {
let e = problem.evaluate(&d);
evaluations += 1;
Candidate::new(d, e)
})
.collect();
let front = pareto_front(&final_pop, &objectives);
let best = best_candidate(&final_pop, &objectives);
OptimizationResult::new(
Population::new(final_pop),
front,
best,
evaluations,
self.config.generations,
)
}
}
fn pick_three_distinct(n: usize, exclude: usize, rng: &mut crate::core::rng::Rng) -> (usize, usize, usize) {
let pick = |rng: &mut crate::core::rng::Rng, taken: &[usize]| -> usize {
loop {
let v = rng.random_range(0..n);
if v != exclude && !taken.contains(&v) {
return v;
}
}
};
let a = pick(rng, &[]);
let b = pick(rng, &[a]);
let c = pick(rng, &[a, b]);
(a, b, c)
}
#[cfg(test)]
mod tests {
use super::*;
use crate::tests_support::{SchafferN1, Sphere1D};
#[test]
fn finds_minimum_of_sphere() {
let mut opt = DifferentialEvolution::new(
DifferentialEvolutionConfig {
population_size: 30,
generations: 100,
differential_weight: 0.7,
crossover_probability: 0.9,
seed: 1,
},
RealBounds::new(vec![(-5.0, 5.0)]),
);
let r = opt.run(&Sphere1D);
let best = r.best.unwrap();
assert!(best.evaluation.objectives[0] < 1e-3, "DE should converge near 0");
}
#[test]
fn deterministic_with_same_seed() {
let cfg = DifferentialEvolutionConfig {
population_size: 20,
generations: 30,
differential_weight: 0.5,
crossover_probability: 0.7,
seed: 99,
};
let mut a =
DifferentialEvolution::new(cfg.clone(), RealBounds::new(vec![(-5.0, 5.0)]));
let mut b = DifferentialEvolution::new(cfg, RealBounds::new(vec![(-5.0, 5.0)]));
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 = "single-objective")]
fn multi_objective_panics() {
let mut opt = DifferentialEvolution::new(
DifferentialEvolutionConfig::default(),
RealBounds::new(vec![(-5.0, 5.0)]),
);
let _ = opt.run(&SchafferN1);
}
#[test]
#[should_panic(expected = "population_size >= 4")]
fn too_small_population_panics() {
let mut opt = DifferentialEvolution::new(
DifferentialEvolutionConfig {
population_size: 3,
generations: 1,
differential_weight: 0.5,
crossover_probability: 0.5,
seed: 0,
},
RealBounds::new(vec![(-1.0, 1.0)]),
);
let _ = opt.run(&Sphere1D);
}
}
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@@ -1,9 +1,11 @@
//! Built-in reference optimizers.
pub mod differential_evolution;
pub mod nsga2;
pub mod paes;
pub mod random_search;
pub use differential_evolution::*;
pub use nsga2::*;
pub use paes::*;
pub use random_search::*;
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@@ -19,5 +19,6 @@ pub use crate::pareto::{
pub use crate::operators::{BitFlipMutation, GaussianMutation, RealBounds, SwapMutation};
pub use crate::algorithms::{
Nsga2, Nsga2Config, Paes, PaesConfig, RandomSearch, RandomSearchConfig,
DifferentialEvolution, DifferentialEvolutionConfig, Nsga2, Nsga2Config, Paes, PaesConfig,
RandomSearch, RandomSearchConfig,
};