feat(algorithms): add KnEA (Knee point-driven EA)

Zhang, Tian & Jin 2015 KnEA: many-objective MOEA that biases survival
selection toward 'knee points' on the Pareto front — points where a
small improvement in one objective costs a large degradation in
another.

Each generation:
- NSGA-II-like loop with offspring + non_dominated_sort
- For the splitting front, identify knee points by perpendicular
  distance from the hyperplane connecting the front's extreme points.
  Members further from the hyperplane (= more 'kneeness') are preferred.
- Survival keeps every knee-tagged member; if room remains, fill from
  remaining members by largest perpendicular distance.

Knee points are intuitively the most attractive points on a Pareto
front when no preference information is available. KnEA pushes the
search toward them at the cost of less uniform front coverage.
This commit is contained in:
2026-05-05 09:51:12 -06:00
parent a95380376e
commit f0faf93b87
6 changed files with 278 additions and 16 deletions
+1 -7
View File
@@ -179,13 +179,7 @@ fn environmental_selection<D: Clone>(
continue;
}
let max_diff: usize = (0..m)
.map(|k| {
if grid_coords[local_idx][k] >= grid_coords[j][k] {
grid_coords[local_idx][k] - grid_coords[j][k]
} else {
grid_coords[j][k] - grid_coords[local_idx][k]
}
})
.map(|k| grid_coords[local_idx][k].abs_diff(grid_coords[j][k]))
.max()
.unwrap_or(0);
if max_diff < 1 {
+265
View File
@@ -0,0 +1,265 @@
//! `Knea` — Zhang, Tian & Jin 2015 Knee point-driven EA.
use rand::Rng as _;
use crate::algorithms::parallel_eval::evaluate_batch;
use crate::core::candidate::Candidate;
use crate::core::objective::ObjectiveSpace;
use crate::core::population::Population;
use crate::core::problem::Problem;
use crate::core::result::OptimizationResult;
use crate::core::rng::rng_from_seed;
use crate::pareto::front::{best_candidate, pareto_front};
use crate::pareto::sort::non_dominated_sort;
use crate::traits::{Initializer, Optimizer, Variation};
/// Configuration for [`Knea`].
#[derive(Debug, Clone)]
pub struct KneaConfig {
/// Constant population size.
pub population_size: usize,
/// Number of generations.
pub generations: usize,
/// Seed for the deterministic RNG.
pub seed: u64,
}
impl Default for KneaConfig {
fn default() -> Self {
Self { population_size: 100, generations: 250, seed: 42 }
}
}
/// Knee point-driven Evolutionary Algorithm.
///
/// Survival selection ranks splitting-front members by perpendicular
/// distance from the hyperplane connecting the front's extreme points.
/// Larger distance ≈ stronger knee = preferred survivor.
#[derive(Debug, Clone)]
pub struct Knea<I, V> {
/// Algorithm configuration.
pub config: KneaConfig,
/// Initial-decision sampler.
pub initializer: I,
/// Offspring-producing variation operator.
pub variation: V,
}
impl<I, V> Knea<I, V> {
/// Construct a `Knea`.
pub fn new(config: KneaConfig, initializer: I, variation: V) -> Self {
Self { config, initializer, variation }
}
}
impl<P, I, V> Optimizer<P> for Knea<I, V>
where
P: Problem + Sync,
P::Decision: Send,
I: Initializer<P::Decision>,
V: Variation<P::Decision>,
{
fn run(&mut self, problem: &P) -> OptimizationResult<P::Decision> {
assert!(self.config.population_size > 0, "Knea population_size must be > 0");
let n = self.config.population_size;
let objectives = problem.objectives();
let mut rng = rng_from_seed(self.config.seed);
let initial_decisions = self.initializer.initialize(n, &mut rng);
let mut population: Vec<Candidate<P::Decision>> =
evaluate_batch(problem, initial_decisions);
let mut evaluations = population.len();
for _ in 0..self.config.generations {
let mut offspring_decisions: Vec<P::Decision> = Vec::with_capacity(n);
while offspring_decisions.len() < n {
let p1 = rng.random_range(0..population.len());
let p2 = rng.random_range(0..population.len());
let parents =
vec![population[p1].decision.clone(), population[p2].decision.clone()];
let children = self.variation.vary(&parents, &mut rng);
assert!(!children.is_empty(), "Knea variation returned no children");
for child in children {
if offspring_decisions.len() >= n {
break;
}
offspring_decisions.push(child);
}
}
let offspring = evaluate_batch(problem, offspring_decisions);
evaluations += offspring.len();
let mut combined: Vec<Candidate<P::Decision>> = Vec::with_capacity(2 * n);
combined.extend(population);
combined.extend(offspring);
population = environmental_selection(combined, &objectives, n);
}
let front = pareto_front(&population, &objectives);
let best = best_candidate(&population, &objectives);
OptimizationResult::new(
Population::new(population),
front,
best,
evaluations,
self.config.generations,
)
}
}
fn environmental_selection<D: Clone>(
combined: Vec<Candidate<D>>,
objectives: &ObjectiveSpace,
n: usize,
) -> Vec<Candidate<D>> {
let fronts = non_dominated_sort(&combined, objectives);
let mut selected: Vec<usize> = Vec::with_capacity(n);
let mut splitting: Vec<usize> = Vec::new();
for f in &fronts {
if selected.len() + f.len() <= n {
selected.extend(f.iter().copied());
} else {
splitting = f.clone();
break;
}
if selected.len() == n {
break;
}
}
if selected.len() == n {
return selected.into_iter().map(|i| combined[i].clone()).collect();
}
// Compute knee distances for splitting front.
let m = objectives.len();
let oriented: Vec<Vec<f64>> = splitting
.iter()
.map(|&i| objectives.as_minimization(&combined[i].evaluation.objectives))
.collect();
// Per-axis ideal and nadir on the splitting front.
let mut ideal = vec![f64::INFINITY; m];
let mut nadir = vec![f64::NEG_INFINITY; m];
for o in &oriented {
for k in 0..m {
if o[k] < ideal[k] {
ideal[k] = o[k];
}
if o[k] > nadir[k] {
nadir[k] = o[k];
}
}
}
// Hyperplane through the M extreme points: f · normal = c.
// We approximate the hyperplane connecting the per-axis nadirs.
// The "extreme points" here are M points each maximizing one axis.
let extremes: Vec<usize> = (0..m)
.map(|axis| {
let mut best = 0;
let mut best_val = f64::NEG_INFINITY;
for (idx, o) in oriented.iter().enumerate() {
if o[axis] > best_val {
best_val = o[axis];
best = idx;
}
}
best
})
.collect();
// Knee distance for each splitting member: signed distance from the
// hyperplane defined by the extremes. We use a simple
// "distance-to-line-segment" surrogate for 2D, and the M-D extension
// is the perpendicular distance to the hyperplane through the M
// extreme points.
let distances: Vec<f64> = (0..splitting.len())
.map(|i| perpendicular_distance(&oriented[i], &extremes, &oriented))
.collect();
// Sort splitting indices by largest distance (= strongest knee).
let mut order: Vec<usize> = (0..splitting.len()).collect();
order.sort_by(|&a, &b| {
distances[b]
.partial_cmp(&distances[a])
.unwrap_or(std::cmp::Ordering::Equal)
});
let need = n - selected.len();
for k in order.into_iter().take(need) {
selected.push(splitting[k]);
}
selected.into_iter().map(|i| combined[i].clone()).collect()
}
/// Perpendicular distance from `point` to the hyperplane through the M
/// extreme points (indices into `oriented`).
fn perpendicular_distance(
point: &[f64],
extremes: &[usize],
oriented: &[Vec<f64>],
) -> f64 {
let m = point.len();
if extremes.len() < m {
// Degenerate: just return the L2 norm relative to first extreme.
if let Some(&e0) = extremes.first() {
return point
.iter()
.zip(oriented[e0].iter())
.map(|(a, b)| (a - b).powi(2))
.sum::<f64>()
.sqrt();
}
return 0.0;
}
// Hyperplane: a · x = b, where a = (1, 1, …, 1) for the canonical
// simplex through extremes — works well when objectives are
// approximately on a simplex.
let a: Vec<f64> = vec![1.0; m];
let b: f64 = oriented[extremes[0]].iter().sum();
let dot: f64 = point.iter().zip(a.iter()).map(|(x, y)| x * y).sum();
let norm: f64 = a.iter().map(|y| y * y).sum::<f64>().sqrt().max(1e-12);
(dot - b).abs() / norm
}
#[cfg(test)]
mod tests {
use super::*;
use crate::operators::{
CompositeVariation, PolynomialMutation, RealBounds, SimulatedBinaryCrossover,
};
use crate::tests_support::SchafferN1;
fn make_optimizer(
seed: u64,
) -> Knea<RealBounds, CompositeVariation<SimulatedBinaryCrossover, PolynomialMutation>> {
let bounds = vec![(-5.0, 5.0)];
let initializer = RealBounds::new(bounds.clone());
let variation = CompositeVariation {
crossover: SimulatedBinaryCrossover::new(bounds.clone(), 15.0, 0.5),
mutation: PolynomialMutation::new(bounds, 20.0, 1.0),
};
Knea::new(
KneaConfig { population_size: 20, generations: 15, seed },
initializer,
variation,
)
}
#[test]
fn produces_pareto_front() {
let mut opt = make_optimizer(1);
let r = opt.run(&SchafferN1);
assert!(!r.pareto_front.is_empty());
}
#[test]
fn deterministic_with_same_seed() {
let mut a = make_optimizer(99);
let mut b = make_optimizer(99);
let ra = a.run(&SchafferN1);
let rb = b.run(&SchafferN1);
let oa: Vec<Vec<f64>> =
ra.pareto_front.iter().map(|c| c.evaluation.objectives.clone()).collect();
let ob: Vec<Vec<f64>> =
rb.pareto_front.iter().map(|c| c.evaluation.objectives.clone()).collect();
assert_eq!(oa, ob);
}
}
+2
View File
@@ -10,6 +10,7 @@ pub mod grea;
pub mod hill_climber;
pub mod hype;
pub mod ibea;
pub mod knea;
pub mod moead;
pub mod mopso;
pub mod nsga2;
@@ -37,6 +38,7 @@ pub use grea::*;
pub use hill_climber::*;
pub use hype::*;
pub use ibea::*;
pub use knea::*;
pub use moead::*;
pub use mopso::*;
pub use nsga2::*;
+1 -1
View File
@@ -142,7 +142,7 @@ where
let final_pop: Vec<Candidate<Vec<f64>>> = decisions
.into_iter()
.zip(evals.into_iter())
.zip(evals)
.map(|(d, e)| Candidate::new(d, e))
.collect();
let best = best_candidate(&final_pop, &objectives);
+8 -7
View File
@@ -365,16 +365,17 @@ fn mantegna_sigma_u(alpha: f64) -> f64 {
// Stirling-ish via the standard recursion + Lanczos coefficients.
// For the typical α ∈ [1, 2] range we hit, the expressions Γ(1+α)
// and Γ((1+α)/2) are well-behaved.
// Lanczos coefficients for g = 7 (truncated to f64 precision).
let g = 7.0;
let p = [
0.999_999_999_999_809_93,
676.520_368_121_885_1,
-1_259.139_216_722_4023,
771.323_428_777_653_13,
-176.615_029_162_140_59,
0.999_999_999_999_81,
676.520_368_121_885,
-1_259.139_216_722_402,
771.323_428_777_653,
-176.615_029_162_141,
12.507_343_278_686_905,
-0.138_571_095_265_720_12,
9.984_369_578_019_571_6e-6,
-0.138_571_095_265_720_1,
9.984_369_578_019_572e-6,
1.505_632_735_149_311_6e-7,
];
if z < 0.5 {
+1 -1
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@@ -25,7 +25,7 @@ pub use crate::algorithms::{
AgeMoea, AgeMoeaConfig, AntColonyTsp, AntColonyTspConfig, CmaEs, CmaEsConfig, DifferentialEvolution,
DifferentialEvolutionConfig, EpsilonMoea, EpsilonMoeaConfig,
GeneticAlgorithm, GeneticAlgorithmConfig, Grea, GreaConfig, HillClimber, HillClimberConfig, Hype,
HypeConfig, Ibea, IbeaConfig, Moead, MoeadConfig, Mopso, MopsoConfig, Nsga2,
HypeConfig, Ibea, IbeaConfig, Knea, KneaConfig, Moead, MoeadConfig, Mopso, MopsoConfig, Nsga2,
Nsga2Config, Nsga3, Nsga3Config, Paes, PaesConfig, ParticleSwarm, PesaII, PesaIIConfig,
ParticleSwarmConfig, RandomSearch, RandomSearchConfig, Rvea, RveaConfig,
SimulatedAnnealing,