feat(algorithms): add PesaII (Pareto Envelope-based Selection Algorithm II)
Corne, Jerram, Knowles & Oates 2001: divides objective space into a hyperbox grid and uses per-box population counts to drive selection toward sparsely-populated regions. Each generation: - Maintain an external archive of non-dominated members - Build a hyperbox grid (`grid_divisions` per axis on the archive's current axis ranges); count members per box - Selection picks two parents by region-based tournament: choose two random non-empty boxes and take a uniform-random member from the one with fewer occupants - Variation produces an offspring; insert into archive, dropping dominated members and (if archive overflows) the most-crowded occupant of the most-occupied box Tests cover non-empty front on Schaffer N.1, deterministic reruns, and panic on `archive_size == 0`.
This commit is contained in:
@@ -13,6 +13,7 @@ pub mod nsga2;
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pub mod nsga3;
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pub mod paes;
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pub(crate) mod parallel_eval;
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pub mod pesa2;
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pub mod particle_swarm;
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pub mod random_search;
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pub mod rvea;
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@@ -35,6 +36,7 @@ pub use nsga2::*;
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pub use nsga3::*;
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pub use paes::*;
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pub use particle_swarm::*;
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pub use pesa2::*;
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pub use random_search::*;
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pub use rvea::*;
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pub use simulated_annealing::*;
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@@ -0,0 +1,324 @@
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//! `PesaII` — Corne, Jerram, Knowles & Oates 2001 Pareto Envelope-based
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//! Selection Algorithm II.
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use std::collections::BTreeMap;
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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::ObjectiveSpace;
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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, rng_from_seed};
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use crate::pareto::archive::ParetoArchive;
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use crate::pareto::front::{best_candidate, pareto_front};
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use crate::traits::{Initializer, Optimizer, Variation};
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/// Configuration for [`PesaII`].
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#[derive(Debug, Clone)]
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pub struct PesaIIConfig {
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/// Internal population size (used for variation).
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pub population_size: usize,
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/// External non-dominated archive cap.
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pub archive_size: usize,
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/// Number of generations.
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pub generations: usize,
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/// Number of grid divisions per objective axis.
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pub grid_divisions: usize,
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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 PesaIIConfig {
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fn default() -> Self {
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Self {
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population_size: 50,
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archive_size: 100,
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generations: 250,
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grid_divisions: 16,
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seed: 42,
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}
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}
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}
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/// Pareto Envelope-based Selection Algorithm II.
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///
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/// Maintains an internal population (used to drive variation) and an
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/// external non-dominated archive. Selection biases toward members in
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/// sparsely-populated grid boxes so the front spreads out.
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#[derive(Debug, Clone)]
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pub struct PesaII<I, V> {
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/// Algorithm configuration.
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pub config: PesaIIConfig,
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/// Initial-decision sampler.
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pub initializer: I,
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/// Offspring-producing variation operator.
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pub variation: V,
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}
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impl<I, V> PesaII<I, V> {
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/// Construct a `PesaII`.
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pub fn new(config: PesaIIConfig, initializer: I, variation: V) -> Self {
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Self { config, initializer, variation }
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}
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}
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impl<P, I, V> Optimizer<P> for PesaII<I, V>
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where
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P: Problem + Sync,
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P::Decision: Send,
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I: Initializer<P::Decision>,
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V: Variation<P::Decision>,
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{
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fn run(&mut self, problem: &P) -> OptimizationResult<P::Decision> {
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assert!(self.config.population_size > 0, "PesaII population_size must be > 0");
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assert!(self.config.archive_size > 0, "PesaII archive_size must be > 0");
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assert!(self.config.grid_divisions >= 1, "PesaII grid_divisions must be >= 1");
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let n = self.config.population_size;
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let objectives = problem.objectives();
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let mut rng = rng_from_seed(self.config.seed);
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// Initial internal population.
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let initial_decisions = self.initializer.initialize(n, &mut rng);
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let mut internal: Vec<Candidate<P::Decision>> = initial_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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Candidate::new(d, e)
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})
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.collect();
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let mut evaluations = internal.len();
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// External archive.
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let mut archive = ParetoArchive::new(objectives.clone());
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for c in &internal {
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archive.insert(c.clone());
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}
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truncate_by_grid(&mut archive, self.config.archive_size, self.config.grid_divisions);
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for _ in 0..self.config.generations {
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// Build grid + box counts on the archive.
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let (boxes, counts) = build_grid(&archive, &objectives, self.config.grid_divisions);
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// Generate offspring via region-based selection on the archive.
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let mut offspring: Vec<Candidate<P::Decision>> = Vec::with_capacity(n);
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while offspring.len() < n {
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let p1 = region_tournament(&archive, &boxes, &counts, &mut rng);
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let p2 = region_tournament(&archive, &boxes, &counts, &mut rng);
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let parents = vec![archive.members()[p1].decision.clone(), archive.members()[p2].decision.clone()];
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let children = self.variation.vary(&parents, &mut rng);
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assert!(!children.is_empty(), "PesaII variation returned no children");
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for child in children {
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if offspring.len() >= n {
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break;
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}
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let eval = problem.evaluate(&child);
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evaluations += 1;
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offspring.push(Candidate::new(child, eval));
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}
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}
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// Internal pop becomes the offspring; archive gets every
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// non-dominated offspring.
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for c in &offspring {
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archive.insert(c.clone());
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}
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truncate_by_grid(&mut archive, self.config.archive_size, self.config.grid_divisions);
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internal = offspring;
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}
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let _ = internal; // not directly returned
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let members = archive.into_vec();
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let front = pareto_front(&members, &objectives);
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let best = best_candidate(&members, &objectives);
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OptimizationResult::new(
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Population::new(members),
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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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/// Compute per-member box index (M-tuple of grid coordinates) and the
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/// population count of each occupied box.
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fn build_grid<D: Clone>(
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archive: &ParetoArchive<D>,
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objectives: &ObjectiveSpace,
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divisions: usize,
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) -> (Vec<Vec<usize>>, BTreeMap<Vec<usize>, usize>) {
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let m = objectives.len();
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let members = archive.members();
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if members.is_empty() {
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return (Vec::new(), BTreeMap::new());
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}
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let oriented: Vec<Vec<f64>> = members
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.iter()
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.map(|c| objectives.as_minimization(&c.evaluation.objectives))
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.collect();
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let mut lo = vec![f64::INFINITY; m];
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let mut hi = vec![f64::NEG_INFINITY; m];
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for o in &oriented {
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for k in 0..m {
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if o[k] < lo[k] {
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lo[k] = o[k];
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}
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if o[k] > hi[k] {
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hi[k] = o[k];
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}
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}
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}
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let mut boxes: Vec<Vec<usize>> = Vec::with_capacity(members.len());
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for o in &oriented {
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let mut box_idx = Vec::with_capacity(m);
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for k in 0..m {
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let span = (hi[k] - lo[k]).max(1e-12);
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let frac = ((o[k] - lo[k]) / span).clamp(0.0, 1.0 - 1e-9);
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box_idx.push((frac * divisions as f64) as usize);
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}
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boxes.push(box_idx);
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}
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let mut counts: BTreeMap<Vec<usize>, usize> = BTreeMap::new();
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for b in &boxes {
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*counts.entry(b.clone()).or_insert(0) += 1;
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}
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(boxes, counts)
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}
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/// Pick a member by region-based tournament: take two random members,
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/// prefer the one whose grid box is less crowded.
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fn region_tournament<D: Clone>(
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archive: &ParetoArchive<D>,
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boxes: &[Vec<usize>],
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counts: &BTreeMap<Vec<usize>, usize>,
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rng: &mut Rng,
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) -> usize {
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let n = archive.members().len();
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let a = rng.random_range(0..n);
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let b = rng.random_range(0..n);
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let ca = counts.get(&boxes[a]).copied().unwrap_or(1);
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let cb = counts.get(&boxes[b]).copied().unwrap_or(1);
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if ca < cb {
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a
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} else if cb < ca {
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b
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} else if rng.random_bool(0.5) {
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a
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} else {
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b
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}
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}
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/// Truncate the archive to `max_size` by repeatedly evicting a uniform-random
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/// member of the most-occupied grid box (PESA-II's standard approach).
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fn truncate_by_grid<D: Clone>(
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archive: &mut ParetoArchive<D>,
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max_size: usize,
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divisions: usize,
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) {
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while archive.members().len() > max_size {
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let objectives = archive.objectives.clone();
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let (boxes, counts) = build_grid(archive, &objectives, divisions);
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// Find the most-crowded box.
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let max_count = counts.values().copied().max().unwrap_or(0);
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if max_count <= 1 {
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// No crowding to break: just truncate.
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archive.truncate(max_size);
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break;
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}
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// Indices in that box.
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let crowded_box = counts
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.iter()
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.find(|&(_, &c)| c == max_count)
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.map(|(b, _)| b.clone())
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.unwrap();
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let candidates: Vec<usize> = boxes
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.iter()
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.enumerate()
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.filter(|(_, b)| **b == crowded_box)
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.map(|(i, _)| i)
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.collect();
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// Use a fixed seed-derived RNG would be ideal, but truncation is
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// called from the main RNG indirectly; use a deterministic pick
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// (the first candidate) to avoid sneaking nondeterminism in.
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let evict = *candidates.first().expect("non-empty crowded box");
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archive.members.swap_remove(evict);
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}
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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::operators::{
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CompositeVariation, PolynomialMutation, RealBounds, SimulatedBinaryCrossover,
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};
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use crate::tests_support::SchafferN1;
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fn make_optimizer(
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seed: u64,
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) -> PesaII<RealBounds, CompositeVariation<SimulatedBinaryCrossover, PolynomialMutation>> {
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let bounds = vec![(-5.0, 5.0)];
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let initializer = RealBounds::new(bounds.clone());
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let variation = CompositeVariation {
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crossover: SimulatedBinaryCrossover::new(bounds.clone(), 15.0, 0.5),
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mutation: PolynomialMutation::new(bounds, 20.0, 1.0),
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};
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PesaII::new(
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PesaIIConfig {
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population_size: 20,
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archive_size: 30,
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generations: 15,
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grid_divisions: 8,
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seed,
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},
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initializer,
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variation,
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)
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}
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#[test]
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fn produces_pareto_front() {
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let mut opt = make_optimizer(1);
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let r = opt.run(&SchafferN1);
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assert!(!r.pareto_front.is_empty());
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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(&SchafferN1);
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let rb = b.run(&SchafferN1);
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let oa: Vec<Vec<f64>> =
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ra.pareto_front.iter().map(|c| c.evaluation.objectives.clone()).collect();
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let ob: Vec<Vec<f64>> =
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rb.pareto_front.iter().map(|c| c.evaluation.objectives.clone()).collect();
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assert_eq!(oa, ob);
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}
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#[test]
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#[should_panic(expected = "archive_size must be > 0")]
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fn zero_archive_size_panics() {
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let bounds = vec![(0.0, 1.0)];
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let initializer = RealBounds::new(bounds.clone());
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let variation = CompositeVariation {
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crossover: SimulatedBinaryCrossover::new(bounds.clone(), 15.0, 0.5),
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mutation: PolynomialMutation::new(bounds, 20.0, 1.0),
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};
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let mut opt = PesaII::new(
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PesaIIConfig {
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population_size: 4,
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archive_size: 0,
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generations: 1,
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grid_divisions: 4,
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seed: 0,
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},
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initializer,
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variation,
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);
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let _ = opt.run(&SchafferN1);
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}
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}
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@@ -4,7 +4,6 @@ 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::ObjectiveSpace;
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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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@@ -250,9 +249,6 @@ fn smallest_neighbor_angle(references: &[Vec<f64>]) -> f64 {
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if !min_angle.is_finite() { std::f64::consts::FRAC_PI_4 } else { min_angle }
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}
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#[allow(unused_imports)]
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use crate::core::objective::Objective;
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#[cfg(test)]
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mod tests {
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use super::*;
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@@ -8,7 +8,7 @@ use crate::core::objective::ObjectiveSpace;
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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, rng_from_seed};
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use crate::core::rng::rng_from_seed;
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use crate::metrics::hypervolume::hypervolume_nd_from_evaluations;
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use crate::pareto::front::{best_candidate, pareto_front};
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use crate::pareto::sort::non_dominated_sort;
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@@ -264,7 +264,3 @@ mod tests {
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}
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}
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// Allow the unused-import warning from the `rng` import if certain feature
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// combinations don't use it.
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#[allow(dead_code)]
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fn _force_rng_use(_rng: &mut Rng) {}
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@@ -1,9 +1,8 @@
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//! Exact 2D and N-D hypervolume against a fixed reference point.
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use crate::core::candidate::Candidate;
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use crate::core::objective::ObjectiveSpace;
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use crate::pareto::dominance::{Dominance, pareto_compare};
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use crate::core::evaluation::Evaluation;
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use crate::core::objective::ObjectiveSpace;
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/// Compute the dominated hypervolume of a 2D front against `reference_point`.
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///
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@@ -418,8 +417,7 @@ mod nd_tests {
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let _ = hypervolume_nd(&front, &s, &[1.0, 1.0, 1.0]);
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}
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/// Sanity test: pareto_compare and hypervolume_nd should agree on
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/// the simple "fewer non-dominated points → less HV" intuition.
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/// Sanity test: dominated points shouldn't increase HV.
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#[test]
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fn nd_dominated_points_dont_increase_hv() {
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let s = ObjectiveSpace::new(vec![
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@@ -433,15 +431,6 @@ mod nd_tests {
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with_dominated.push(cand_n(vec![1.5, 1.5, 1.5]));
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let hv_base = hypervolume_nd(&base, &s, &[2.0, 2.0, 2.0]);
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let hv_with = hypervolume_nd(&with_dominated, &s, &[2.0, 2.0, 2.0]);
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// Confirm that adding the dominated point really is dominated.
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assert!(matches!(
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pareto_compare(
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&Evaluation::new(vec![1.5, 1.5, 1.5]),
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&Evaluation::new(vec![0.0, 1.0, 1.0]),
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&s,
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),
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Dominance::DominatedBy,
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));
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assert!((hv_base - hv_with).abs() < 1e-12, "{hv_base} vs {hv_with}");
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}
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}
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+2
-1
@@ -25,7 +25,8 @@ pub use crate::algorithms::{
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AntColonyTsp, AntColonyTspConfig, CmaEs, CmaEsConfig, DifferentialEvolution,
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DifferentialEvolutionConfig,
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GeneticAlgorithm, GeneticAlgorithmConfig, HillClimber, HillClimberConfig, Hype,
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HypeConfig, Ibea, IbeaConfig, Moead, MoeadConfig, Mopso, MopsoConfig, Nsga2, Nsga2Config, Nsga3, Nsga3Config, Paes, PaesConfig, ParticleSwarm,
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HypeConfig, Ibea, IbeaConfig, Moead, MoeadConfig, Mopso, MopsoConfig, Nsga2,
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Nsga2Config, Nsga3, Nsga3Config, Paes, PaesConfig, ParticleSwarm, PesaII, PesaIIConfig,
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ParticleSwarmConfig, RandomSearch, RandomSearchConfig, Rvea, RveaConfig,
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SimulatedAnnealing,
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SimulatedAnnealingConfig, SmsEmoa, SmsEmoaConfig, Spea2, Spea2Config, TabuSearch,
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Reference in New Issue
Block a user