CHANGELOG entry for the v0.3.0 cohort, version bump in Cargo.toml and
README. Theme: filling heuropt's expensive-evaluation and constraint-
handling gaps.
Algorithms (9 new): OnePlusOneEs, NelderMead, IpopCmaEs, BayesianOpt,
SeparableNes, Tpe, Hyperband.
Operators (1 new): LevyMutation. Repair operators (1 trait + 2 impls):
Repair<D> with ClampToBounds and ProjectToSimplex.
Selection helpers (1 new): stochastic_ranking_select.
Internal helpers: Cholesky factorization (used by BO).
API additions:
- CmaEsConfig.initial_mean: Option<Vec<f64>> (None preserves existing
midpoint-of-bounds behavior; used by IpopCmaEs to inject restart
diversity).
- New PartialProblem trait — multi-fidelity contract used by
Hyperband.
No breaking changes to v0.2.0 public API.
Adds runners for the four expensive-eval / gradient-free additions to
the appropriate single-objective sections of `examples/compare.rs`:
- Rastrigin (multimodal): now also shows IPOP-CMA-ES alongside vanilla
CMA-ES so the restart benefit is directly visible.
- Rosenbrock (smooth valley): adds Nelder-Mead (well-suited) and (1+1)
ES (cheap baseline).
- Ackley + Rosenbrock: BayesianOpt run with a deliberately TINY budget
(60 evaluations vs 30k for the population-based methods) so the
sample-efficiency claim is visible — BO with 60 evals vs DE/CMA-ES
with 30k.
The compare harness now sides-by-sides 23 algorithms total across the
seven benchmark problems.
swaits