Auger & Hansen 2005 IPOP-CMA-ES: wraps the existing CmaEs in a restart
loop that doubles the population size and re-randomizes the mean
whenever a restart trigger fires. Specifically addresses the failure
mode we observed on Rastrigin (vanilla CMA-ES = 2.3 vs DE = 0).
Restart triggers:
- The whole budget for one inner CmaEs run finishes without improvement
- (More sophisticated triggers — eigenvalue collapse, condition-number
blow-up, sigma stagnation — are left for future versions; the
per-run budget trigger captures the bulk of the practical benefit)
Each restart:
- Doubles the population_size (Auger & Hansen 2005)
- Re-randomizes the initial mean to a fresh point in the bounds box
- Resets sigma to the user's initial value
Same Vec<f64> + single-objective constraints as CmaEs. The total
budget is divided across restarts; restart budget grows with
population. Tests verify it beats vanilla CMA-ES on Rastrigin.
Expands the comparison harness with four new test problems chosen for
their distinct geometry:
- **Rosenbrock** (single-obj, smooth valley): the classic non-convex
smooth function. Differentiates CMA-ES (which exploits the local
metric) from Rastrigin's multimodal-trap regime.
- **Ackley** (single-obj, exponential multimodal trap): a more
forgiving multimodal test than Rastrigin — fewer narrow local
minima — so CMA-ES can show its strength while DE/GA still win.
- **ZDT3** (multi-obj, disconnected front): the only ZDT-family
problem with a non-contiguous Pareto front. Tests an algorithm's
ability to maintain spread across gaps.
- **DTLZ1** (many-obj, 3-D linear front): a triangular plane in
objective space (vs DTLZ2's spherical octant). Different shape
reveals which many-obj algorithms are biased toward sphere-like
fronts vs which infer geometry adaptively.
Each new section runs all applicable algorithms × N seeds × the
algorithm-class budget the existing sections already use.
Adds runners for the five new MO algorithms in both the ZDT1 (2-obj)
and DTLZ2 (3-obj) sections of `examples/compare.rs`. The harness now
side-by-sides 11 multi-/many-objective optimizers (RandomSearch + 10
real ones) on each problem.
Adds runners for HillClimber, SimulatedAnnealing, GeneticAlgorithm,
ParticleSwarm, CmaEs, and Umda to `examples/compare.rs`. Rastrigin
section now compares 8 single-objective optimizers against each other
on a fixed evaluation budget.
The MO sections (ZDT1, DTLZ2) are unchanged for now — MOPSO and IBEA
get added in a follow-up commit so each algorithm's debut shows up
clearly in the harness.
The Python tune_runtime.py treats the morning boot press and the 13:00
post-lunch re-tap as 'free' and only counts extra warning-phase taps.
That undercounts what the user actually presses each day and breaks
any comparison against a stated 'presses/day' comfort cap.
Updated `simulate_one` to count every press the user makes:
- boot press at workday start (always +1)
- 13:00 re-login press when the workday continues past lunch (+1)
- per-minute Bernoulli warning-phase presses (already counted)
- death-restart press: each time the device transitions running→dead
during workday and the user is at-desk (not at lunch), the user
presses to restart the cycle (warning press and death-restart for
the same cycle are mutually exclusive — extending via warning press
prevents that cycle's death)
With baseline now ~2 presses/day already mandatory, the hinge/cap
shift up too: PRESS_HINGE_LOW = 2.5/d (full reward up to baseline +
half a warning press) and PRESS_COMFORT_CAP = 3.5/d (rejected above).
Output 'Why' bullet now reports the total directly and notes the
component breakdown so the number is interpretable against the
new thresholds.
Tweak the a-posteriori scoring to match the user's stated preferences:
- Reweight: lunch_sleep 30%, after_hours 25%, work_fail 20%,
presses 15% (with hinge below), balance 10%.
- Press term is now a hinge instead of a normalized minimize:
* <= 2 presses/day → score 1.0 (no penalty)
* 2 → 3 presses/day → linear ramp from 1.0 to 0.0
* > 3 presses/day → -inf (excluded; comfort cap)
- New balance term: bonus for longer warning phases. Computed as
min(YA - RA, RA - FRA), saturated at 10 minutes. So a 5/5/X split
scores 0.5, an 8/8/X split scores 0.8, and 10/10/X or wider saturates
at 1.0.
Constants moved to module scope so the printout in main and the
scoring function stay in sync.
Adds an a-posteriori decision step to the jiggly example. After NSGA-III
produces the Pareto front, we apply a weighted-sum score over each
objective normalized to [0, 1] across the front (best→1, worst→0,
direction-aware), and report the top three plus a clear recommendation.
The weights are stated explicitly with rationale, not buried in code:
work_fail 45% — screen sleeping mid-meeting is the worst failure
lunch_sleep 30% — the actual design goal
presses 15% — UX friction the user feels
after_hours 10% — minor, mostly screen burn
This is the standard structure for picking a single answer out of a
Pareto set without losing the front itself: someone with different
weights can read the front and pick differently, but we surface a
specific recommendation with reasoning rather than leaving the user
to stare at 84 incomparable rows. Identical normalization could be
swapped for TOPSIS or knee-point detection later if useful.
Port of `scripts/tune_runtime.py` from ~/Code/jiggly: optimize the four
lifecycle constants of a USB mouse-jiggler firmware so the screen sleeps
during the user's lunch hour rather than failing during work.
The Python script grid-searches against a single composite score that
linearly combines several genuinely conflicting goals — a workaround
for the fact that grid search needs one number to rank by. heuropt has
the actual right tool, so this example is structured as a 4-objective
NSGA-III run that surfaces the Pareto front of legitimate tradeoffs:
1. minimize work-time failures (mean_work_sleep)
2. maximize lunch sleep (mean_lunch)
3. minimize human button presses (mean_presses)
4. minimize after-hours waste (mean_after)
Decision: 4-element `Vec<f64>` for (RT, YA, RA, FRA), continuous-relaxed
and rounded to integer minutes inside `evaluate`. The firmware ordering
constraint YA > RA > FRA > 0 is encoded as `constraint_violation` so
heuropt's feasible-beats-infeasible logic handles it for free.
Solver: NSGA-III with M=4, H=6 → 84 reference points, matching the
population size. Each evaluate runs a 1,000-workday Monte Carlo, so
the example is also a deliberately meaty evaluator that benefits from
`--features parallel`.
Output is in jiggly's native units — RT as Xh00m, thresholds in plain
minutes, sleep durations as Xh00m / Mm, probabilities as percentages —
and contrasts the Pareto front against:
- the four extreme single-axis winners (most lunch / fewest work fails /
fewest presses / least after-hours)
- the firmware's currently-shipping defaults (which sit inside the
front as a balanced compromise)
Two new runners — `zdt1_moead` and `dtlz2_moead` — using the same
SBX + PolyMut variation as the other Pareto-based methods. Reference
divisions chosen so the implied population size is comparable to the
other algorithms in each section (99 → 100 weights for ZDT1; 12 → 91
weights for DTLZ2).
- nsga3: drop redundant `.into_iter()` in extend call; use
`#[allow(clippy::needless_range_loop)]` on the back-substitution
loop where `j` indexes into the matrix; remove an unneeded
`return` keyword in a closure.
- spea2: switch `pool.extend(x.drain(..))` to `pool.append(&mut x)`.
- examples/compare.rs DTLZ2 evaluator: same `needless_range_loop`
silencer on the inner cosine product loop.
NSGA-III's value over NSGA-II shows up at 3+ objectives, where
crowding distance loses its diversity signal. Adds a third comparison
section to `examples/compare.rs`:
DTLZ2 (3-objective, 12-D, the textbook benchmark for many-objective
algorithms): unit-sphere-octant Pareto front. Compares RandomSearch,
NSGA-II, SPEA2, and NSGA-III on:
- mean distance from front points to the unit sphere
(closed-form: |1 - sqrt(f1² + f2² + f3²)|),
- spacing,
- front size,
- wall-clock ms.
NSGA-III config: H=12 reference divisions (91 reference points,
matching the canonical setup from Deb & Jain 2014).
Also wires NSGA-III into the existing ZDT1 (2-objective) section even
though it's not its sweet spot — useful as a regression check that the
algorithm at least keeps up with NSGA-II on bi-objective problems.
A comparison example that runs every applicable optimizer on ZDT1 and
Rastrigin across N seeds and reports mean ± stddev for each quality
metric. Designed so a new algorithm slots in by adding a single runner
function — no harness changes needed.
ZDT1 (multi-objective, dim=30):
Reports hypervolume_2d (against ref point [1.1, 1.1]), spacing, mean
L2 distance to the analytical Pareto front, front size, and wall-clock
ms. RandomSearch, PAES, and NSGA-II all use bounds-aware operators
(RealBounds, BoundedGaussianMutation, SBX+PolyMut) so the Problem
itself stays unclamped — apples-to-apples.
Rastrigin (single-objective, dim=5):
Reports mean ± stddev best objective and ms. RandomSearch, PAES,
NSGA-II (degenerate single-obj case), and DE.
Default budget: 10 seeds × 25,000 evaluations on ZDT1, × 50,000 on
Rastrigin. Run with:
cargo run --release --example compare
Replace the v0.1 `GaussianMutation` + clamp-inside-`evaluate` setup
with the canonical NSGA-II operator pair: SBX (η_c=15, per-var prob 0.5)
followed by PolynomialMutation (η_m=20, per-var prob 1/dim), composed
via `CompositeVariation`. Both are bounds-aware on their own, so the
in-evaluate clamping is dropped.
Result on ZDT1 (dim=30, pop=100, gens=1000, seed=42): mean L2 distance
to the analytical Pareto front is 0.00152 — comfortably within the
published NSGA-II range for this benchmark.
Note on the previous number: the v0.1 setup reported 0.00072 at 40k
evals, but that was an artifact of clamping inside `evaluate`. Out-of-
bounds Gaussian mutations on `x[0]` were snapping to 0, which
coincides with the ZDT1 Pareto-front extreme (f1=0). The new operator
pair has no such free lunch — it runs the actual NSGA-II algorithm —
and the new measurement is what honest convergence on ZDT1 actually
looks like.
Generations bumped from 400 to 1000 (40k → 100k evaluations) to give
the operators headroom; matches the budget DE uses for Rastrigin so
the example feels balanced.
Two canonical optimization benchmarks in a single runnable example:
- ZDT1 (Zitzler-Deb-Thiele 1): 30-D, two minimization objectives,
closed-form Pareto front \\(f_2 = 1 - \\sqrt{f_1}\\) for
\\(f_1 \\in [0, 1]\\). Solved with NSGA-II.
- Rastrigin: highly multimodal single-objective, global minimum
\\(f = 0\\) at the origin. Solved with DE.
Both are public-domain mathematical formulas. Implemented as Problem
impls in examples/benchmarks.rs; main() runs each, prints front /
best, and (for ZDT1) reports the mean L2 distance from the known
analytical Pareto front so the example doubles as a sanity check on
solution quality.
The three runnable examples called out in spec §18.5 / §19. All open
with `use heuropt::prelude::*;` so they double as a check that the
prelude is sufficient on its own:
- toy_nsga2.rs: Schaffer N.1 solved with NSGA-II.
- random_search.rs: 2D sphere solved with RandomSearch.
- custom_optimizer.rs: a minimal hill-climber implementing
`Optimizer<P>` directly, demonstrating spec §2.3.
swaits