feat(algorithms): add ParticleSwarm (canonical PSO) for Vec<f64>
Eberhart & Kennedy 1995 PSO with the standard inertia-weight update: v[i,t+1] = w·v[i,t] + c1·r1·(pbest[i] - x[i,t]) + c2·r2·(gbest - x[i,t]) x[i,t+1] = clamp(x[i,t] + v[i,t+1], bounds) Single-objective only, `Vec<f64>` decisions only (PSO's velocity vector needs a Euclidean structure that doesn't generalize cleanly to bool/perm). Velocities are clamped to ±(hi - lo) per dim to keep particles from exploding off into space. Config exposes the four standard knobs — swarm size, generations, inertia w, cognitive c1, social c2 — plus a seed. Tests cover convergence on Sphere1D, deterministic reruns, and panic on multi-objective.
This commit is contained in:
@@ -8,6 +8,7 @@ pub mod nsga2;
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pub mod nsga3;
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pub mod nsga3;
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pub mod paes;
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pub mod paes;
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pub(crate) mod parallel_eval;
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pub(crate) mod parallel_eval;
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pub mod particle_swarm;
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pub mod random_search;
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pub mod random_search;
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pub mod simulated_annealing;
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pub mod simulated_annealing;
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pub mod spea2;
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pub mod spea2;
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@@ -19,6 +20,7 @@ pub use moead::*;
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pub use nsga2::*;
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pub use nsga2::*;
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pub use nsga3::*;
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pub use nsga3::*;
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pub use paes::*;
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pub use paes::*;
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pub use particle_swarm::*;
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pub use random_search::*;
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pub use random_search::*;
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pub use simulated_annealing::*;
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pub use simulated_annealing::*;
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pub use spea2::*;
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pub use spea2::*;
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@@ -0,0 +1,256 @@
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//! `ParticleSwarm` — Eberhart & Kennedy 1995 PSO for `Vec<f64>` decisions.
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use rand::Rng as _;
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use crate::algorithms::parallel_eval::evaluate_batch;
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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;
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use crate::traits::Optimizer;
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/// Configuration for [`ParticleSwarm`].
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#[derive(Debug, Clone)]
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pub struct ParticleSwarmConfig {
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/// Number of particles in the swarm.
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pub swarm_size: usize,
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/// Number of generations.
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pub generations: usize,
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/// Inertia weight `w`. Typical: 0.4–0.9.
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pub inertia: f64,
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/// Cognitive coefficient `c_1`. Typical: 1.5–2.0.
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pub cognitive: f64,
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/// Social coefficient `c_2`. Typical: 1.5–2.0.
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pub social: 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 ParticleSwarmConfig {
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fn default() -> Self {
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Self {
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swarm_size: 40,
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generations: 200,
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inertia: 0.7,
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cognitive: 1.5,
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social: 1.5,
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seed: 42,
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}
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}
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}
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/// Single-objective real-valued PSO.
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///
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/// Particles update with the standard inertia-weight rule:
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///
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/// ```text
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/// v[i,t+1] = w·v[i,t] + c1·r1·(pbest[i] - x[i,t]) + c2·r2·(gbest - x[i,t])
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/// x[i,t+1] = clamp(x[i,t] + v[i,t+1], bounds)
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/// ```
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///
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/// Velocities are clamped to `±(hi - lo)` per dimension to prevent
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/// "swarm explosion." Pair with `RealBounds` for both the search bounds
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/// and the initial particle positions.
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#[derive(Debug, Clone)]
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pub struct ParticleSwarm {
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/// Algorithm configuration.
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pub config: ParticleSwarmConfig,
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/// Per-variable bounds — used both to seed the swarm and to clamp positions.
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pub bounds: RealBounds,
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}
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impl ParticleSwarm {
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/// Construct a `ParticleSwarm`.
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pub fn new(config: ParticleSwarmConfig, 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 ParticleSwarm
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where
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P: Problem<Decision = Vec<f64>> + Sync,
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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.swarm_size >= 1,
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"ParticleSwarm swarm_size must be >= 1",
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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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"ParticleSwarm requires exactly one objective",
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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.swarm_size;
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let mut rng = rng_from_seed(self.config.seed);
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// Initialize positions via the bounds initializer.
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let mut positions: 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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// Initial velocities: small random perturbations within ±0.1·range.
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let mut velocities: Vec<Vec<f64>> = (0..n)
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.map(|_| {
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self.bounds
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.bounds
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.iter()
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.map(|&(lo, hi)| 0.1 * (hi - lo) * (rng.random::<f64>() * 2.0 - 1.0))
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.collect()
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})
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.collect();
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let v_max: Vec<f64> = self.bounds.bounds.iter().map(|&(lo, hi)| hi - lo).collect();
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// Initial evaluation.
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let initial_pop = evaluate_batch(problem, positions.clone());
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let mut evaluations = initial_pop.len();
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// Personal bests start at initial positions.
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let mut pbest_decisions: Vec<Vec<f64>> = positions.clone();
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let mut pbest_evals: Vec<f64> = initial_pop
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.iter()
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.map(|c| c.evaluation.objectives[0])
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.collect();
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// Global best.
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let mut gbest_idx = best_index(&pbest_evals, direction);
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let mut gbest_decision = pbest_decisions[gbest_idx].clone();
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let mut gbest_eval = pbest_evals[gbest_idx];
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for _ in 0..self.config.generations {
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// --- Phase 1: serial position/velocity updates (uses RNG) ---
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for i in 0..n {
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#[allow(clippy::needless_range_loop)] // body indexes velocities/positions/bounds.
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for j in 0..dim {
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let r1: f64 = rng.random();
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let r2: f64 = rng.random();
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let cognitive_term =
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self.config.cognitive * r1 * (pbest_decisions[i][j] - positions[i][j]);
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let social_term =
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self.config.social * r2 * (gbest_decision[j] - positions[i][j]);
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let mut v = self.config.inertia * velocities[i][j]
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+ cognitive_term
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+ social_term;
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if v > v_max[j] {
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v = v_max[j];
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} else if v < -v_max[j] {
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v = -v_max[j];
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}
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velocities[i][j] = v;
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let (lo, hi) = self.bounds.bounds[j];
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positions[i][j] = (positions[i][j] + v).clamp(lo, hi);
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}
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}
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// --- Phase 2: parallel-friendly batch evaluation ---
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let evaluated = evaluate_batch(problem, positions.clone());
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evaluations += evaluated.len();
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// --- Phase 3: serial pbest / gbest updates ---
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for (i, cand) in evaluated.iter().enumerate() {
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let f = cand.evaluation.objectives[0];
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let improves = match direction {
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Direction::Minimize => f < pbest_evals[i],
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Direction::Maximize => f > pbest_evals[i],
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};
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if improves {
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pbest_decisions[i] = positions[i].clone();
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pbest_evals[i] = f;
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gbest_idx = i;
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let beats_global = match direction {
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Direction::Minimize => f < gbest_eval,
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Direction::Maximize => f > gbest_eval,
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};
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if beats_global {
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gbest_decision = pbest_decisions[i].clone();
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gbest_eval = f;
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}
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}
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}
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}
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let _ = gbest_idx;
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// Final population is the current particle positions, evaluated.
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let final_pop = evaluate_batch(problem, positions);
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evaluations += final_pop.len();
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let best = best_candidate(&final_pop, &objectives);
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let front: Vec<Candidate<Vec<f64>>> = best.iter().cloned().collect();
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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 best_index(values: &[f64], direction: Direction) -> usize {
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let mut idx = 0;
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for i in 1..values.len() {
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let better = match direction {
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Direction::Minimize => values[i] < values[idx],
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Direction::Maximize => values[i] > values[idx],
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};
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if better {
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idx = i;
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}
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}
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idx
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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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fn make_optimizer(seed: u64) -> ParticleSwarm {
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ParticleSwarm::new(
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ParticleSwarmConfig {
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swarm_size: 30,
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generations: 100,
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inertia: 0.7,
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cognitive: 1.5,
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social: 1.5,
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seed,
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},
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RealBounds::new(vec![(-5.0, 5.0)]),
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)
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}
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#[test]
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fn finds_minimum_of_sphere() {
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let mut opt = make_optimizer(1);
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let r = opt.run(&Sphere1D);
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let best = r.best.unwrap();
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assert!(
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best.evaluation.objectives[0] < 1e-3,
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"got f = {}",
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best.evaluation.objectives[0],
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);
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}
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#[test]
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fn deterministic_with_same_seed() {
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let mut a = make_optimizer(99);
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let mut b = make_optimizer(99);
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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 = "exactly one objective")]
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fn multi_objective_panics() {
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let mut opt = make_optimizer(0);
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let _ = opt.run(&SchafferN1);
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}
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}
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+3
-2
@@ -24,6 +24,7 @@ pub use crate::operators::{
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pub use crate::algorithms::{
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pub use crate::algorithms::{
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DifferentialEvolution, DifferentialEvolutionConfig, GeneticAlgorithm,
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DifferentialEvolution, DifferentialEvolutionConfig, GeneticAlgorithm,
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GeneticAlgorithmConfig, HillClimber, HillClimberConfig, Moead, MoeadConfig, Nsga2,
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GeneticAlgorithmConfig, HillClimber, HillClimberConfig, Moead, MoeadConfig, Nsga2,
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Nsga2Config, Nsga3, Nsga3Config, Paes, PaesConfig, RandomSearch, RandomSearchConfig,
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Nsga2Config, Nsga3, Nsga3Config, Paes, PaesConfig, ParticleSwarm, ParticleSwarmConfig,
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SimulatedAnnealing, SimulatedAnnealingConfig, Spea2, Spea2Config,
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RandomSearch, RandomSearchConfig, SimulatedAnnealing, SimulatedAnnealingConfig, Spea2,
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Spea2Config,
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};
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};
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Block a user