Compare commits
| Author | SHA1 | Date | |
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b0f580841d
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+74
-1
@@ -7,6 +7,79 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
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## [Unreleased]
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## [0.6.0] — 2026-05-05
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Theme: production lifecycle. heuropt becomes deployable for long-
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running, real-world optimization workloads — callbacks, stop
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conditions, tracing, and two new performance indicators.
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No breaking changes to the public API. Existing `Optimizer<P>` impls
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keep compiling — `run_with` is added as a default-impl method that
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falls back to `run` plus a single final notification.
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### Added
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#### Observer + stop-conditions API
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A new module `heuropt::observer` introduces:
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- `Snapshot<'a, D>` — per-generation observation payload with
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`iteration`, `evaluations`, `elapsed`, `population`,
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`pareto_front`, `best`, and `objectives`.
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- `Observer<D>` trait — single method `observe(&Snapshot) ->
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ControlFlow<()>`. Closures of the right shape implement it
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automatically. `()` is the no-op observer.
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- `Optimizer::run_with(problem, observer)` — new method on the
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`Optimizer` trait with a default impl that falls back to `run`.
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Algorithms that override `run_with` (so far: `Nsga2`,
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`RandomSearch`, `DifferentialEvolution`) call the observer once
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per generation; others call it once at the end. Returning
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`ControlFlow::Break` halts the optimizer and returns the partial
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result.
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#### Built-in observers (`observer::builtin`)
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- `MaxTime(Duration)` — wall-clock cap.
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- `MaxIterations(usize)` — generation cap.
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- `TargetFitness(f64)` — direction-aware single-objective target.
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- `Stagnation { window, tolerance }` — halt when the best fitness
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hasn't improved by `tolerance` over `window` generations.
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- `Periodic::new(every, |snap| { … })` — call a user closure every
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`every` generations.
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- `AnyOf` / `AllOf` plus `Observer::or` / `Observer::and` for
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composition.
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- `TracingObserver` (behind the new `tracing` feature) — emits
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structured `debug!` events per generation.
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#### Tracing feature
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New optional feature `tracing`, gated on the
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[`tracing`](https://crates.io/crates/tracing) crate. Adds
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`TracingObserver` to the prelude when enabled.
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#### Performance indicators
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- `metrics::igd::igd` — Inverted Generational Distance against a
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reference set (typically the true Pareto front).
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- `metrics::igd::igd_plus` — Pareto-compliant IGD+ variant; adding
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a dominated point never improves the score.
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- `metrics::r2::r2` — R2 indicator using the weighted Tchebycheff
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utility. Pair with `pareto::das_dennis` for the canonical weight
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set.
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#### Constrained example
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`examples/constrained.rs` — solves the BNH constrained 2-objective
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problem (Binh & Korn 1996) with NSGA-II + the new observer API,
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demonstrating `Periodic` progress logging and `MaxTime` /
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composition.
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### Changed
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- `Population::as_slice()` — new convenience accessor.
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[0.6.0]: https://github.com/swaits/heuropt/releases/tag/v0.6.0
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## [0.5.0] — 2026-05-05
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Theme: comprehensive documentation and project polish. No public-API
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@@ -469,5 +542,5 @@ Initial release.
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`RandomSearch`, `Nsga2`, and `DifferentialEvolution`. Seeded runs stay
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bit-identical to serial mode.
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[Unreleased]: https://github.com/swaits/heuropt/compare/v0.5.0...HEAD
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[Unreleased]: https://github.com/swaits/heuropt/compare/v0.6.0...HEAD
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[0.1.0]: https://github.com/swaits/heuropt/releases/tag/v0.1.0
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+3
-1
@@ -1,6 +1,6 @@
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[package]
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name = "heuropt"
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version = "0.5.0"
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version = "0.6.0"
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edition = "2024"
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rust-version = "1.85"
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authors = ["Stephen Waits <steve@waits.net>"]
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@@ -17,12 +17,14 @@ categories = ["algorithms", "science", "mathematics", "simulation"]
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default = []
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serde = ["dep:serde"]
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parallel = ["dep:rayon"]
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tracing = ["dep:tracing"]
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[dependencies]
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rand = "0.9"
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rand_distr = "0.5"
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rayon = { version = "1", optional = true }
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serde = { version = "1", features = ["derive"], optional = true }
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tracing = { version = "0.1", optional = true, default-features = false, features = ["std", "attributes"] }
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[dev-dependencies]
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gungraun = "0.18"
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@@ -0,0 +1,125 @@
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//! Constrained multi-objective optimization (BNH problem) plus a
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//! demo of the observer / stop-condition API.
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//!
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//! BNH (Binh & Korn 1996) is a 2-variable / 2-objective / 2-constraint
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//! multi-objective problem:
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//!
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//! ```text
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//! minimize f1 = 4·x1² + 4·x2²
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//! f2 = (x1 − 5)² + (x2 − 5)²
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//! subject to
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//! g1: (x1 − 5)² + x2² ≤ 25
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//! g2: (x1 − 8)² + (x2 + 3)² ≥ 7.7
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//! 0 ≤ x1 ≤ 5, 0 ≤ x2 ≤ 3
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//! ```
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//!
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//! Demonstrates:
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//! - Constraint handling via `Evaluation::constrained` (heuropt's
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//! default tournament/Pareto comparators prefer feasibles).
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//! - The Observer API: a `Stagnation` observer that halts the run
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//! once the front stops improving, plus a `Periodic` observer that
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//! prints progress every 25 generations.
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//! - Composing observers with `.or()`.
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//!
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//! Run with: `cargo run --release --example constrained`
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use heuropt::prelude::*;
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struct Bnh;
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impl Problem for Bnh {
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type Decision = Vec<f64>;
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fn objectives(&self) -> ObjectiveSpace {
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ObjectiveSpace::new(vec![Objective::minimize("f1"), Objective::minimize("f2")])
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}
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fn evaluate(&self, x: &Vec<f64>) -> Evaluation {
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let f1 = 4.0 * x[0] * x[0] + 4.0 * x[1] * x[1];
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let f2 = (x[0] - 5.0).powi(2) + (x[1] - 5.0).powi(2);
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// g1: (x1 − 5)² + x2² ≤ 25 → violation = max(0, lhs − 25)
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let g1 = ((x[0] - 5.0).powi(2) + x[1].powi(2) - 25.0).max(0.0);
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// g2: (x1 − 8)² + (x2 + 3)² ≥ 7.7 → violation = max(0, 7.7 − lhs)
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let g2 = (7.7 - ((x[0] - 8.0).powi(2) + (x[1] + 3.0).powi(2))).max(0.0);
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let total_violation = g1 + g2;
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Evaluation::constrained(vec![f1, f2], total_violation)
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}
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}
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fn main() {
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let bounds = vec![(0.0_f64, 5.0_f64), (0.0_f64, 3.0_f64)];
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// Compose stop conditions: halt after 5 s OR (via .or()) print
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// periodic progress every 25 generations. The Periodic observer
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// never breaks; it only logs.
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let stop = MaxTime::new(std::time::Duration::from_secs(5));
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let progress = Periodic::new(25, |snap: &Snapshot<'_, Vec<f64>>| {
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let feasible_in_pop = snap
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.population
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.iter()
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.filter(|c| c.evaluation.is_feasible())
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.count();
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let front_size = snap.pareto_front.map(|f| f.len()).unwrap_or(0);
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println!(
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"gen {:>4} evaluations = {:>6} feasible/pop = {}/{} front = {}",
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snap.iteration,
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snap.evaluations,
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feasible_in_pop,
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snap.population.len(),
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front_size,
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);
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});
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let mut observer = <_ as Observer<Vec<f64>>>::or(stop, progress);
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let mut opt = Nsga2::new(
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Nsga2Config {
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population_size: 100,
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generations: 250,
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seed: 42,
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},
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RealBounds::new(bounds.clone()),
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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 / 2.0),
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},
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);
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let result = opt.run_with(&Bnh, &mut observer);
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let total_feasible = result
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.population
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.iter()
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.filter(|c| c.evaluation.is_feasible())
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.count();
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println!();
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println!("Final state after {} generations:", result.generations);
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println!(" total evaluations: {}", result.evaluations);
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println!(
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" feasible / total pop: {} / {}",
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total_feasible,
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result.population.len()
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);
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println!(" pareto front size: {}", result.pareto_front.len());
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println!();
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println!("Sample of the front (f1, f2):");
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let mut sorted = result.pareto_front.clone();
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sorted.sort_by(|a, b| {
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a.evaluation.objectives[0]
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.partial_cmp(&b.evaluation.objectives[0])
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.unwrap_or(std::cmp::Ordering::Equal)
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});
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let n = sorted.len();
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if n > 0 {
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for k in (0..n).step_by((n / 5).max(1)) {
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let c = &sorted[k];
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println!(
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" f1 = {:>7.3}, f2 = {:>7.3}, violation = {:.3}",
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c.evaluation.objectives[0],
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c.evaluation.objectives[1],
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c.evaluation.constraint_violation,
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);
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}
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}
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}
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@@ -3,7 +3,6 @@
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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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@@ -95,6 +94,16 @@ 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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self.run_with(problem, &mut ())
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}
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fn run_with<O>(&mut self, problem: &P, observer: &mut O) -> OptimizationResult<P::Decision>
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where
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O: crate::observer::Observer<P::Decision>,
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{
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use crate::observer::Snapshot;
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use std::ops::ControlFlow;
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assert!(
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self.config.population_size >= 4,
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"DifferentialEvolution requires population_size >= 4 (DE/rand/1 needs three distinct donors plus the target)",
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@@ -110,6 +119,7 @@ where
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"DifferentialEvolution only supports single-objective problems",
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);
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let direction = objectives.objectives[0].direction;
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let started = std::time::Instant::now();
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let dim = self.bounds.bounds.len();
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let n = self.config.population_size;
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@@ -122,12 +132,39 @@ where
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};
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let initial_pop = evaluate_batch(problem, decisions.clone());
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let mut evaluations = initial_pop.len();
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let mut evals: Vec<f64> = initial_pop
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let mut current_pop = initial_pop;
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let mut evals: Vec<f64> = current_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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let mut completed_generations: usize = 0;
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for _gen in 0..self.config.generations {
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// Initial snapshot.
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{
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let best = best_candidate(¤t_pop, &objectives);
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let snap = Snapshot {
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iteration: 0,
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evaluations,
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elapsed: started.elapsed(),
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population: ¤t_pop,
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pareto_front: None,
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best: best.as_ref(),
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objectives: &objectives,
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};
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if let ControlFlow::Break(()) = observer.observe(&snap) {
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let front = pareto_front(¤t_pop, &objectives);
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let best = best_candidate(¤t_pop, &objectives);
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return OptimizationResult::new(
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Population::new(current_pop),
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front,
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best,
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evaluations,
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completed_generations,
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);
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}
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}
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for generation in 1..=self.config.generations {
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// Phase 1 (serial): construct one trial per target. RNG state is
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// consumed in deterministic order so seeded runs reproduce
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// exactly regardless of the `parallel` feature.
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@@ -164,22 +201,38 @@ where
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Direction::Maximize => trial_obj >= target_obj,
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};
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if trial_better {
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decisions[i] = trial_cand.decision;
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decisions[i] = trial_cand.decision.clone();
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evals[i] = trial_obj;
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current_pop[i] = trial_cand;
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}
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}
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completed_generations = generation;
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// Per-generation snapshot.
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let best = best_candidate(¤t_pop, &objectives);
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let snap = Snapshot {
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iteration: generation,
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evaluations,
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elapsed: started.elapsed(),
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population: ¤t_pop,
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pareto_front: None,
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best: best.as_ref(),
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objectives: &objectives,
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};
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if let ControlFlow::Break(()) = observer.observe(&snap) {
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break;
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}
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}
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let final_pop: Vec<Candidate<Vec<f64>>> = evaluate_batch(problem, decisions);
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evaluations += final_pop.len();
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let front = pareto_front(&final_pop, &objectives);
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let best = best_candidate(&final_pop, &objectives);
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// Re-evaluate to make sure final population is consistent (current_pop is already current).
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let front = pareto_front(¤t_pop, &objectives);
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let best = best_candidate(¤t_pop, &objectives);
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OptimizationResult::new(
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Population::new(final_pop),
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Population::new(current_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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completed_generations,
|
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)
|
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}
|
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}
|
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+64
-8
@@ -108,6 +108,16 @@ where
|
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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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self.run_with(problem, &mut ())
|
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}
|
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|
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fn run_with<O>(&mut self, problem: &P, observer: &mut O) -> OptimizationResult<P::Decision>
|
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where
|
||||
O: crate::observer::Observer<P::Decision>,
|
||||
{
|
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use crate::observer::Snapshot;
|
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use std::ops::ControlFlow;
|
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|
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assert!(
|
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self.config.population_size > 0,
|
||||
"Nsga2 population_size must be greater than 0",
|
||||
@@ -115,6 +125,7 @@ where
|
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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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let started = std::time::Instant::now();
|
||||
|
||||
// Initial population.
|
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let initial_decisions = self.initializer.initialize(n, &mut rng);
|
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@@ -130,7 +141,27 @@ where
|
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// round of tournament selection has data to compare on.
|
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let mut annotated = annotate(population, &objectives);
|
||||
|
||||
for _ in 0..self.config.generations {
|
||||
// Observer: notify after the initial population.
|
||||
let mut completed_generations: usize = 0;
|
||||
let pop_view: Vec<Candidate<P::Decision>> =
|
||||
annotated.iter().map(|e| e.candidate.clone()).collect();
|
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let front_view = pareto_front(&pop_view, &objectives);
|
||||
let snap = Snapshot {
|
||||
iteration: 0,
|
||||
evaluations,
|
||||
elapsed: started.elapsed(),
|
||||
population: &pop_view,
|
||||
pareto_front: Some(&front_view),
|
||||
best: None,
|
||||
objectives: &objectives,
|
||||
};
|
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if let ControlFlow::Break(()) = observer.observe(&snap) {
|
||||
return finalize_nsga2(annotated, &objectives, evaluations, completed_generations);
|
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}
|
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drop(pop_view);
|
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drop(front_view);
|
||||
|
||||
for generation in 1..=self.config.generations {
|
||||
// --- Phase 1: serial parent selection + variation ---
|
||||
let mut offspring_decisions: Vec<P::Decision> = Vec::with_capacity(n);
|
||||
while offspring_decisions.len() < n {
|
||||
@@ -189,22 +220,47 @@ where
|
||||
}
|
||||
}
|
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annotated = annotate(next, &objectives);
|
||||
completed_generations = generation;
|
||||
|
||||
// Per-generation observation.
|
||||
let pop_view: Vec<Candidate<P::Decision>> =
|
||||
annotated.iter().map(|e| e.candidate.clone()).collect();
|
||||
let front_view = pareto_front(&pop_view, &objectives);
|
||||
let snap = Snapshot {
|
||||
iteration: generation,
|
||||
evaluations,
|
||||
elapsed: started.elapsed(),
|
||||
population: &pop_view,
|
||||
pareto_front: Some(&front_view),
|
||||
best: None,
|
||||
objectives: &objectives,
|
||||
};
|
||||
if let ControlFlow::Break(()) = observer.observe(&snap) {
|
||||
return finalize_nsga2(annotated, &objectives, evaluations, completed_generations);
|
||||
}
|
||||
}
|
||||
|
||||
// Return final state.
|
||||
let final_pop: Vec<Candidate<P::Decision>> =
|
||||
annotated.into_iter().map(|e| e.candidate).collect();
|
||||
let front = pareto_front(&final_pop, &objectives);
|
||||
let best = best_candidate(&final_pop, &objectives);
|
||||
finalize_nsga2(annotated, &objectives, evaluations, self.config.generations)
|
||||
}
|
||||
}
|
||||
|
||||
fn finalize_nsga2<D: Clone>(
|
||||
annotated: Vec<Nsga2Entry<D>>,
|
||||
objectives: &crate::core::objective::ObjectiveSpace,
|
||||
evaluations: usize,
|
||||
generations: usize,
|
||||
) -> OptimizationResult<D> {
|
||||
let final_pop: Vec<Candidate<D>> = annotated.into_iter().map(|e| e.candidate).collect();
|
||||
let front = pareto_front(&final_pop, objectives);
|
||||
let best = best_candidate(&final_pop, objectives);
|
||||
OptimizationResult::new(
|
||||
Population::new(final_pop),
|
||||
front,
|
||||
best,
|
||||
evaluations,
|
||||
self.config.generations,
|
||||
generations,
|
||||
)
|
||||
}
|
||||
}
|
||||
|
||||
fn annotate<D: Clone>(
|
||||
population: Vec<Candidate<D>>,
|
||||
|
||||
@@ -88,28 +88,49 @@ where
|
||||
I: Initializer<P::Decision>,
|
||||
{
|
||||
fn run(&mut self, problem: &P) -> OptimizationResult<P::Decision> {
|
||||
self.run_with(problem, &mut ())
|
||||
}
|
||||
|
||||
fn run_with<O>(&mut self, problem: &P, observer: &mut O) -> OptimizationResult<P::Decision>
|
||||
where
|
||||
O: crate::observer::Observer<P::Decision>,
|
||||
{
|
||||
use crate::observer::Snapshot;
|
||||
use std::ops::ControlFlow;
|
||||
|
||||
let objectives = problem.objectives();
|
||||
let mut rng = rng_from_seed(self.config.seed);
|
||||
let mut all: Vec<Candidate<P::Decision>> = Vec::new();
|
||||
let mut evaluations = 0usize;
|
||||
let started = std::time::Instant::now();
|
||||
let mut completed: usize = 0;
|
||||
|
||||
for _ in 0..self.config.iterations {
|
||||
for iteration in 1..=self.config.iterations {
|
||||
let decisions = self
|
||||
.initializer
|
||||
.initialize(self.config.batch_size, &mut rng);
|
||||
evaluations += decisions.len();
|
||||
all.extend(evaluate_batch(problem, decisions));
|
||||
completed = iteration;
|
||||
|
||||
let best = best_candidate(&all, &objectives);
|
||||
let snap = Snapshot {
|
||||
iteration,
|
||||
evaluations,
|
||||
elapsed: started.elapsed(),
|
||||
population: &all,
|
||||
pareto_front: None,
|
||||
best: best.as_ref(),
|
||||
objectives: &objectives,
|
||||
};
|
||||
if let ControlFlow::Break(()) = observer.observe(&snap) {
|
||||
break;
|
||||
}
|
||||
}
|
||||
|
||||
let front = pareto_front(&all, &objectives);
|
||||
let best = best_candidate(&all, &objectives);
|
||||
OptimizationResult::new(
|
||||
Population::new(all),
|
||||
front,
|
||||
best,
|
||||
evaluations,
|
||||
self.config.iterations,
|
||||
)
|
||||
OptimizationResult::new(Population::new(all), front, best, evaluations, completed)
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
@@ -34,6 +34,11 @@ impl<D> Population<D> {
|
||||
self.candidates.iter()
|
||||
}
|
||||
|
||||
/// View the candidates as a slice.
|
||||
pub fn as_slice(&self) -> &[Candidate<D>] {
|
||||
&self.candidates
|
||||
}
|
||||
|
||||
/// Unwrap into the inner `Vec<Candidate<D>>`.
|
||||
pub fn into_vec(self) -> Vec<Candidate<D>> {
|
||||
self.candidates
|
||||
|
||||
@@ -68,6 +68,7 @@ pub mod algorithms;
|
||||
pub mod core;
|
||||
pub(crate) mod internal;
|
||||
pub mod metrics;
|
||||
pub mod observer;
|
||||
pub mod operators;
|
||||
pub mod pareto;
|
||||
pub mod prelude;
|
||||
|
||||
@@ -0,0 +1,207 @@
|
||||
//! Inverted Generational Distance (IGD) and IGD+ performance indicators.
|
||||
//!
|
||||
//! Both quantify how well an approximation set covers a reference set
|
||||
//! (typically the true Pareto front). Smaller values are better.
|
||||
|
||||
use crate::core::candidate::Candidate;
|
||||
use crate::core::evaluation::Evaluation;
|
||||
use crate::core::objective::ObjectiveSpace;
|
||||
|
||||
/// Inverted Generational Distance.
|
||||
///
|
||||
/// For each point in the `reference` set, compute the Euclidean distance
|
||||
/// to its nearest neighbor in the `approximation` set (in minimization-
|
||||
/// oriented objective space), then average:
|
||||
///
|
||||
/// ```text
|
||||
/// IGD(A) = (1 / |R|) · Σ_{r ∈ R} min_{a ∈ A} ‖a − r‖₂
|
||||
/// ```
|
||||
///
|
||||
/// Lower is better. IGD captures both convergence (close to the front)
|
||||
/// and spread (the approximation must cover the reference).
|
||||
///
|
||||
/// # Panics
|
||||
///
|
||||
/// If `reference` is empty.
|
||||
///
|
||||
/// # Example
|
||||
///
|
||||
/// ```
|
||||
/// use heuropt::prelude::*;
|
||||
/// use heuropt::metrics::igd::igd;
|
||||
///
|
||||
/// let space = ObjectiveSpace::new(vec![
|
||||
/// Objective::minimize("f1"),
|
||||
/// Objective::minimize("f2"),
|
||||
/// ]);
|
||||
/// // Approximation: a sparse 2-point front.
|
||||
/// let approx = [
|
||||
/// Candidate::new((), Evaluation::new(vec![0.0, 1.0])),
|
||||
/// Candidate::new((), Evaluation::new(vec![1.0, 0.0])),
|
||||
/// ];
|
||||
/// // Reference: a dense 3-point sample of the true front.
|
||||
/// let reference = [
|
||||
/// Evaluation::new(vec![0.0, 1.0]),
|
||||
/// Evaluation::new(vec![0.5, 0.5]),
|
||||
/// Evaluation::new(vec![1.0, 0.0]),
|
||||
/// ];
|
||||
/// let v = igd(&approx, &reference, &space);
|
||||
/// // The middle reference point is unfortunately distance √(0.5²+0.5²) = 0.707
|
||||
/// // from each approximation point; the boundary points are 0 away.
|
||||
/// // IGD = (0 + 0.707 + 0) / 3 ≈ 0.236.
|
||||
/// assert!((v - 0.2357).abs() < 1e-3);
|
||||
/// ```
|
||||
pub fn igd<D>(
|
||||
approximation: &[Candidate<D>],
|
||||
reference: &[Evaluation],
|
||||
objectives: &ObjectiveSpace,
|
||||
) -> f64 {
|
||||
assert!(
|
||||
!reference.is_empty(),
|
||||
"igd: reference set must not be empty"
|
||||
);
|
||||
let approx_oriented: Vec<Vec<f64>> = approximation
|
||||
.iter()
|
||||
.map(|c| objectives.as_minimization(&c.evaluation.objectives))
|
||||
.collect();
|
||||
if approx_oriented.is_empty() {
|
||||
return f64::INFINITY;
|
||||
}
|
||||
let mut total = 0.0_f64;
|
||||
for r in reference {
|
||||
let r_oriented = objectives.as_minimization(&r.objectives);
|
||||
let mut min_d = f64::INFINITY;
|
||||
for a in &approx_oriented {
|
||||
let d: f64 = a
|
||||
.iter()
|
||||
.zip(r_oriented.iter())
|
||||
.map(|(x, y)| (x - y).powi(2))
|
||||
.sum::<f64>()
|
||||
.sqrt();
|
||||
if d < min_d {
|
||||
min_d = d;
|
||||
}
|
||||
}
|
||||
total += min_d;
|
||||
}
|
||||
total / reference.len() as f64
|
||||
}
|
||||
|
||||
/// IGD+ — a dominance-respecting variant of IGD.
|
||||
///
|
||||
/// For each reference point `r`, the distance to an approximation
|
||||
/// point `a` is computed only on objectives where `a` is *worse than*
|
||||
/// `r` — i.e. on the "violation" component of the gap. This makes
|
||||
/// IGD+ a Pareto-compliant indicator: adding a dominated point to the
|
||||
/// approximation never improves the score.
|
||||
///
|
||||
/// ```text
|
||||
/// IGD+(A) = (1 / |R|) · Σ_{r ∈ R} min_{a ∈ A} ‖max(a − r, 0)‖₂
|
||||
/// ```
|
||||
///
|
||||
/// Lower is better.
|
||||
///
|
||||
/// # Panics
|
||||
///
|
||||
/// If `reference` is empty.
|
||||
pub fn igd_plus<D>(
|
||||
approximation: &[Candidate<D>],
|
||||
reference: &[Evaluation],
|
||||
objectives: &ObjectiveSpace,
|
||||
) -> f64 {
|
||||
assert!(
|
||||
!reference.is_empty(),
|
||||
"igd_plus: reference set must not be empty"
|
||||
);
|
||||
let approx_oriented: Vec<Vec<f64>> = approximation
|
||||
.iter()
|
||||
.map(|c| objectives.as_minimization(&c.evaluation.objectives))
|
||||
.collect();
|
||||
if approx_oriented.is_empty() {
|
||||
return f64::INFINITY;
|
||||
}
|
||||
let mut total = 0.0_f64;
|
||||
for r in reference {
|
||||
let r_oriented = objectives.as_minimization(&r.objectives);
|
||||
let mut min_d = f64::INFINITY;
|
||||
for a in &approx_oriented {
|
||||
let d: f64 = a
|
||||
.iter()
|
||||
.zip(r_oriented.iter())
|
||||
.map(|(x, y)| (x - y).max(0.0).powi(2))
|
||||
.sum::<f64>()
|
||||
.sqrt();
|
||||
if d < min_d {
|
||||
min_d = d;
|
||||
}
|
||||
}
|
||||
total += min_d;
|
||||
}
|
||||
total / reference.len() as f64
|
||||
}
|
||||
|
||||
#[cfg(test)]
|
||||
mod tests {
|
||||
use super::*;
|
||||
use crate::core::objective::Objective;
|
||||
|
||||
fn space_min2() -> ObjectiveSpace {
|
||||
ObjectiveSpace::new(vec![Objective::minimize("f1"), Objective::minimize("f2")])
|
||||
}
|
||||
|
||||
fn cand(obj: Vec<f64>) -> Candidate<()> {
|
||||
Candidate::new((), Evaluation::new(obj))
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn igd_perfect_match_is_zero() {
|
||||
let s = space_min2();
|
||||
let approx = [cand(vec![0.0, 1.0]), cand(vec![1.0, 0.0])];
|
||||
let reference = [
|
||||
Evaluation::new(vec![0.0, 1.0]),
|
||||
Evaluation::new(vec![1.0, 0.0]),
|
||||
];
|
||||
let v = igd(&approx, &reference, &s);
|
||||
assert!(v < 1e-12);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn igd_known_value() {
|
||||
let s = space_min2();
|
||||
let approx = [cand(vec![0.0, 0.0])];
|
||||
let reference = [Evaluation::new(vec![1.0, 1.0])];
|
||||
let v = igd(&approx, &reference, &s);
|
||||
assert!((v - 2.0_f64.sqrt()).abs() < 1e-12);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn igd_plus_dominated_point_does_not_improve() {
|
||||
let s = space_min2();
|
||||
let reference = [
|
||||
Evaluation::new(vec![0.0, 1.0]),
|
||||
Evaluation::new(vec![1.0, 0.0]),
|
||||
];
|
||||
let base = vec![cand(vec![0.5, 0.5])];
|
||||
let with_dominated = vec![cand(vec![0.5, 0.5]), cand(vec![1.0, 1.0])];
|
||||
let v_base = igd_plus(&base, &reference, &s);
|
||||
let v_with = igd_plus(&with_dominated, &reference, &s);
|
||||
// Adding a dominated point should not improve the score.
|
||||
assert!(v_with >= v_base - 1e-12);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn igd_empty_approximation_is_infinity() {
|
||||
let s = space_min2();
|
||||
let approx: [Candidate<()>; 0] = [];
|
||||
let reference = [Evaluation::new(vec![0.0, 1.0])];
|
||||
assert!(igd(&approx, &reference, &s).is_infinite());
|
||||
}
|
||||
|
||||
#[test]
|
||||
#[should_panic(expected = "reference set must not be empty")]
|
||||
fn igd_empty_reference_panics() {
|
||||
let s = space_min2();
|
||||
let approx = [cand(vec![0.0, 1.0])];
|
||||
let _ = igd::<()>(&approx, &[], &s);
|
||||
}
|
||||
}
|
||||
@@ -1,7 +1,11 @@
|
||||
//! Quality metrics for Pareto fronts.
|
||||
|
||||
pub mod hypervolume;
|
||||
pub mod igd;
|
||||
pub mod r2;
|
||||
pub mod spacing;
|
||||
|
||||
pub use hypervolume::*;
|
||||
pub use igd::{igd, igd_plus};
|
||||
pub use r2::r2;
|
||||
pub use spacing::*;
|
||||
|
||||
@@ -0,0 +1,173 @@
|
||||
//! R2 indicator — a unary quality measure for Pareto fronts.
|
||||
//!
|
||||
//! For each weight vector `λ` in a user-supplied set, find the
|
||||
//! best (smallest) weighted Tchebycheff value across the front;
|
||||
//! average over all weight vectors. Lower is better.
|
||||
|
||||
use crate::core::candidate::Candidate;
|
||||
use crate::core::objective::ObjectiveSpace;
|
||||
|
||||
/// R2 indicator using the weighted Tchebycheff utility.
|
||||
///
|
||||
/// ```text
|
||||
/// R2(A) = (1 / |Λ|) · Σ_{λ ∈ Λ} min_{a ∈ A} max_i { λ_i · |a_i − z*_i| }
|
||||
/// ```
|
||||
///
|
||||
/// where `z*` is the ideal point (per-axis minimum across the
|
||||
/// approximation, in minimization-oriented coordinates) and `Λ` is
|
||||
/// a set of unit-simplex weight vectors. Lower is better.
|
||||
///
|
||||
/// Use [`das_dennis`](crate::pareto::das_dennis) to generate the
|
||||
/// canonical structured weight set.
|
||||
///
|
||||
/// # Panics
|
||||
///
|
||||
/// If the approximation is empty, or any weight vector has wrong
|
||||
/// length / negative entries / zero sum.
|
||||
///
|
||||
/// # Example
|
||||
///
|
||||
/// ```
|
||||
/// use heuropt::prelude::*;
|
||||
/// use heuropt::metrics::r2::r2;
|
||||
///
|
||||
/// let space = ObjectiveSpace::new(vec![
|
||||
/// Objective::minimize("f1"),
|
||||
/// Objective::minimize("f2"),
|
||||
/// ]);
|
||||
/// let approx = [
|
||||
/// Candidate::new((), Evaluation::new(vec![0.0, 1.0])),
|
||||
/// Candidate::new((), Evaluation::new(vec![1.0, 0.0])),
|
||||
/// ];
|
||||
/// // Two weight vectors: (1, 0) and (0, 1) — extreme directions.
|
||||
/// let weights = [vec![1.0, 0.0], vec![0.0, 1.0]];
|
||||
/// let v = r2(&approx, &weights, &space);
|
||||
/// // For each direction, the best front member matches that axis exactly.
|
||||
/// // R2 = 0 since the ideal point is achieved on each direction.
|
||||
/// assert!(v < 1e-12);
|
||||
/// ```
|
||||
pub fn r2<D>(
|
||||
approximation: &[Candidate<D>],
|
||||
weights: &[Vec<f64>],
|
||||
objectives: &ObjectiveSpace,
|
||||
) -> f64 {
|
||||
assert!(
|
||||
!approximation.is_empty(),
|
||||
"r2: approximation must not be empty"
|
||||
);
|
||||
assert!(!weights.is_empty(), "r2: weight set must not be empty");
|
||||
let m = objectives.len();
|
||||
for (i, w) in weights.iter().enumerate() {
|
||||
assert_eq!(
|
||||
w.len(),
|
||||
m,
|
||||
"r2: weight {i} has wrong length ({} vs {m})",
|
||||
w.len()
|
||||
);
|
||||
assert!(
|
||||
w.iter().all(|&v| v >= 0.0),
|
||||
"r2: weight {i} has a negative entry"
|
||||
);
|
||||
assert!(w.iter().sum::<f64>() > 0.0, "r2: weight {i} has zero sum");
|
||||
}
|
||||
|
||||
// Convert all approximation members to minimization orientation once.
|
||||
let oriented: Vec<Vec<f64>> = approximation
|
||||
.iter()
|
||||
.map(|c| objectives.as_minimization(&c.evaluation.objectives))
|
||||
.collect();
|
||||
|
||||
// Ideal point z* (per-axis minimum).
|
||||
let mut z_star = vec![f64::INFINITY; m];
|
||||
for o in &oriented {
|
||||
for k in 0..m {
|
||||
if o[k] < z_star[k] {
|
||||
z_star[k] = o[k];
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
let mut total = 0.0_f64;
|
||||
for w in weights {
|
||||
let mut best = f64::INFINITY;
|
||||
for o in &oriented {
|
||||
// Weighted Tchebycheff: max_i { w_i · |o_i − z*_i| }
|
||||
let mut t = 0.0_f64;
|
||||
for k in 0..m {
|
||||
let dk = (o[k] - z_star[k]).abs() * w[k];
|
||||
if dk > t {
|
||||
t = dk;
|
||||
}
|
||||
}
|
||||
if t < best {
|
||||
best = t;
|
||||
}
|
||||
}
|
||||
total += best;
|
||||
}
|
||||
total / weights.len() as f64
|
||||
}
|
||||
|
||||
#[cfg(test)]
|
||||
mod tests {
|
||||
use super::*;
|
||||
use crate::core::evaluation::Evaluation;
|
||||
use crate::core::objective::Objective;
|
||||
use crate::pareto::das_dennis;
|
||||
|
||||
fn space_min2() -> ObjectiveSpace {
|
||||
ObjectiveSpace::new(vec![Objective::minimize("f1"), Objective::minimize("f2")])
|
||||
}
|
||||
|
||||
fn cand(obj: Vec<f64>) -> Candidate<()> {
|
||||
Candidate::new((), Evaluation::new(obj))
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn r2_extremes_are_perfect_at_endpoints() {
|
||||
let s = space_min2();
|
||||
let front = [cand(vec![0.0, 1.0]), cand(vec![1.0, 0.0])];
|
||||
let weights = [vec![1.0, 0.0], vec![0.0, 1.0]];
|
||||
assert!(r2(&front, &weights, &s) < 1e-12);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn r2_dense_dasdennis_finite_for_uniform_front() {
|
||||
let s = space_min2();
|
||||
let weights = das_dennis(2, 5);
|
||||
let front: Vec<Candidate<()>> = (0..=10)
|
||||
.map(|i| {
|
||||
let t = i as f64 / 10.0;
|
||||
cand(vec![t, 1.0 - t])
|
||||
})
|
||||
.collect();
|
||||
let v = r2(&front, &weights, &s);
|
||||
assert!(v.is_finite());
|
||||
assert!(v >= 0.0);
|
||||
}
|
||||
|
||||
#[test]
|
||||
#[should_panic(expected = "approximation must not be empty")]
|
||||
fn r2_empty_approximation_panics() {
|
||||
let s = space_min2();
|
||||
let weights = vec![vec![1.0, 0.0]];
|
||||
let _: f64 = r2::<()>(&[], &weights, &s);
|
||||
}
|
||||
|
||||
#[test]
|
||||
#[should_panic(expected = "weight set must not be empty")]
|
||||
fn r2_empty_weights_panics() {
|
||||
let s = space_min2();
|
||||
let front = [cand(vec![0.0, 1.0])];
|
||||
let _ = r2(&front, &[], &s);
|
||||
}
|
||||
|
||||
#[test]
|
||||
#[should_panic(expected = "wrong length")]
|
||||
fn r2_wrong_dim_weight_panics() {
|
||||
let s = space_min2();
|
||||
let front = [cand(vec![0.0, 1.0])];
|
||||
let weights = vec![vec![1.0, 0.0, 0.0]];
|
||||
let _ = r2(&front, &weights, &s);
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,418 @@
|
||||
//! Built-in observers covering the common stop conditions.
|
||||
|
||||
use std::ops::ControlFlow;
|
||||
use std::time::Duration;
|
||||
|
||||
use super::{Observer, Snapshot};
|
||||
use crate::core::objective::Direction;
|
||||
|
||||
/// Halt after a fixed wall-clock duration since `run_with` started.
|
||||
///
|
||||
/// # Example
|
||||
///
|
||||
/// ```
|
||||
/// use heuropt::prelude::*;
|
||||
/// use std::time::Duration;
|
||||
///
|
||||
/// let stop = MaxTime::new(Duration::from_millis(50));
|
||||
/// // pass `&mut stop` to `Optimizer::run_with`.
|
||||
/// # let _ = stop;
|
||||
/// ```
|
||||
#[derive(Debug, Clone, Copy)]
|
||||
pub struct MaxTime {
|
||||
pub limit: Duration,
|
||||
}
|
||||
|
||||
impl MaxTime {
|
||||
pub fn new(limit: Duration) -> Self {
|
||||
Self { limit }
|
||||
}
|
||||
}
|
||||
|
||||
impl<D> Observer<D> for MaxTime {
|
||||
#[inline]
|
||||
fn observe(&mut self, snap: &Snapshot<'_, D>) -> ControlFlow<()> {
|
||||
if snap.elapsed >= self.limit {
|
||||
ControlFlow::Break(())
|
||||
} else {
|
||||
ControlFlow::Continue(())
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// Halt after a target number of generations.
|
||||
///
|
||||
/// Most algorithms already take a `generations` count in their config,
|
||||
/// so this is mostly useful for capping algorithms whose configured
|
||||
/// loop is open-ended (or for testing).
|
||||
#[derive(Debug, Clone, Copy)]
|
||||
pub struct MaxIterations {
|
||||
pub limit: usize,
|
||||
}
|
||||
|
||||
impl MaxIterations {
|
||||
pub fn new(limit: usize) -> Self {
|
||||
Self { limit }
|
||||
}
|
||||
}
|
||||
|
||||
impl<D> Observer<D> for MaxIterations {
|
||||
#[inline]
|
||||
fn observe(&mut self, snap: &Snapshot<'_, D>) -> ControlFlow<()> {
|
||||
if snap.iteration >= self.limit {
|
||||
ControlFlow::Break(())
|
||||
} else {
|
||||
ControlFlow::Continue(())
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// Halt as soon as the best single-objective fitness reaches `target`.
|
||||
///
|
||||
/// Direction-aware: for `Minimize` axes the target is reached when
|
||||
/// `best ≤ target`; for `Maximize`, when `best ≥ target`.
|
||||
///
|
||||
/// Multi-objective snapshots (where `Snapshot::best` is `None` or the
|
||||
/// problem has more than one objective) are silently ignored — this
|
||||
/// observer never breaks them.
|
||||
#[derive(Debug, Clone, Copy)]
|
||||
pub struct TargetFitness {
|
||||
pub target: f64,
|
||||
}
|
||||
|
||||
impl TargetFitness {
|
||||
pub fn new(target: f64) -> Self {
|
||||
Self { target }
|
||||
}
|
||||
}
|
||||
|
||||
impl<D> Observer<D> for TargetFitness {
|
||||
fn observe(&mut self, snap: &Snapshot<'_, D>) -> ControlFlow<()> {
|
||||
if !snap.objectives.is_single_objective() {
|
||||
return ControlFlow::Continue(());
|
||||
}
|
||||
let direction = snap.objectives.objectives[0].direction;
|
||||
if let Some(best) = snap.best
|
||||
&& let Some(&v) = best.evaluation.objectives.first()
|
||||
{
|
||||
let hit = match direction {
|
||||
Direction::Minimize => v <= self.target,
|
||||
Direction::Maximize => v >= self.target,
|
||||
};
|
||||
if hit {
|
||||
return ControlFlow::Break(());
|
||||
}
|
||||
}
|
||||
ControlFlow::Continue(())
|
||||
}
|
||||
}
|
||||
|
||||
/// Halt when the best single-objective fitness has not improved by
|
||||
/// more than `tolerance` over the last `window` generations.
|
||||
///
|
||||
/// Multi-objective snapshots are silently ignored.
|
||||
#[derive(Debug, Clone)]
|
||||
pub struct Stagnation {
|
||||
pub window: usize,
|
||||
pub tolerance: f64,
|
||||
history: std::collections::VecDeque<f64>,
|
||||
}
|
||||
|
||||
impl Stagnation {
|
||||
pub fn new(window: usize, tolerance: f64) -> Self {
|
||||
assert!(window > 0, "Stagnation window must be > 0");
|
||||
assert!(
|
||||
tolerance >= 0.0,
|
||||
"Stagnation tolerance must be non-negative"
|
||||
);
|
||||
Self {
|
||||
window,
|
||||
tolerance,
|
||||
history: std::collections::VecDeque::with_capacity(window + 1),
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
impl<D> Observer<D> for Stagnation {
|
||||
fn observe(&mut self, snap: &Snapshot<'_, D>) -> ControlFlow<()> {
|
||||
if !snap.objectives.is_single_objective() {
|
||||
return ControlFlow::Continue(());
|
||||
}
|
||||
let direction = snap.objectives.objectives[0].direction;
|
||||
let v = match snap
|
||||
.best
|
||||
.and_then(|c| c.evaluation.objectives.first().copied())
|
||||
{
|
||||
Some(v) => v,
|
||||
None => return ControlFlow::Continue(()),
|
||||
};
|
||||
// Push to history; cap at window+1 so we always have 1 + window samples.
|
||||
self.history.push_back(v);
|
||||
while self.history.len() > self.window + 1 {
|
||||
self.history.pop_front();
|
||||
}
|
||||
if self.history.len() <= self.window {
|
||||
return ControlFlow::Continue(());
|
||||
}
|
||||
let oldest = self.history.front().copied().unwrap();
|
||||
let newest = self.history.back().copied().unwrap();
|
||||
let improvement = match direction {
|
||||
Direction::Minimize => oldest - newest,
|
||||
Direction::Maximize => newest - oldest,
|
||||
};
|
||||
if improvement <= self.tolerance {
|
||||
ControlFlow::Break(())
|
||||
} else {
|
||||
ControlFlow::Continue(())
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// Compose two observers — break if **either** signals a break.
|
||||
#[derive(Debug, Clone, Copy)]
|
||||
pub struct AnyOf<A, B> {
|
||||
pub a: A,
|
||||
pub b: B,
|
||||
}
|
||||
|
||||
impl<D, A, B> Observer<D> for AnyOf<A, B>
|
||||
where
|
||||
A: Observer<D>,
|
||||
B: Observer<D>,
|
||||
{
|
||||
fn observe(&mut self, snap: &Snapshot<'_, D>) -> ControlFlow<()> {
|
||||
// Always poll both so stateful observers (Stagnation) update
|
||||
// their history, then OR the results.
|
||||
let ra = self.a.observe(snap);
|
||||
let rb = self.b.observe(snap);
|
||||
if ra.is_break() || rb.is_break() {
|
||||
ControlFlow::Break(())
|
||||
} else {
|
||||
ControlFlow::Continue(())
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// Compose two observers — break only if **both** signal a break in
|
||||
/// the same call.
|
||||
#[derive(Debug, Clone, Copy)]
|
||||
pub struct AllOf<A, B> {
|
||||
pub a: A,
|
||||
pub b: B,
|
||||
}
|
||||
|
||||
impl<D, A, B> Observer<D> for AllOf<A, B>
|
||||
where
|
||||
A: Observer<D>,
|
||||
B: Observer<D>,
|
||||
{
|
||||
fn observe(&mut self, snap: &Snapshot<'_, D>) -> ControlFlow<()> {
|
||||
let ra = self.a.observe(snap);
|
||||
let rb = self.b.observe(snap);
|
||||
if ra.is_break() && rb.is_break() {
|
||||
ControlFlow::Break(())
|
||||
} else {
|
||||
ControlFlow::Continue(())
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// Call a user closure every `every` generations (default 1 = every
|
||||
/// generation). Useful for periodic logging without bloating callback
|
||||
/// frequency.
|
||||
pub struct Periodic<F> {
|
||||
pub every: usize,
|
||||
counter: usize,
|
||||
pub callback: F,
|
||||
}
|
||||
|
||||
impl<F> Periodic<F> {
|
||||
pub fn new(every: usize, callback: F) -> Self {
|
||||
assert!(every >= 1, "Periodic every must be >= 1");
|
||||
Self {
|
||||
every,
|
||||
counter: 0,
|
||||
callback,
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
impl<D, F> Observer<D> for Periodic<F>
|
||||
where
|
||||
F: FnMut(&Snapshot<'_, D>),
|
||||
{
|
||||
fn observe(&mut self, snap: &Snapshot<'_, D>) -> ControlFlow<()> {
|
||||
self.counter += 1;
|
||||
if self.counter >= self.every {
|
||||
self.counter = 0;
|
||||
(self.callback)(snap);
|
||||
}
|
||||
ControlFlow::Continue(())
|
||||
}
|
||||
}
|
||||
|
||||
/// Tracing-backed observer — emits a structured `debug!` event per
|
||||
/// generation with iteration / evaluations / elapsed / best fitness.
|
||||
///
|
||||
/// Available only with the `tracing` feature.
|
||||
#[cfg(feature = "tracing")]
|
||||
#[derive(Debug, Default, Clone, Copy)]
|
||||
pub struct TracingObserver;
|
||||
|
||||
#[cfg(feature = "tracing")]
|
||||
impl<D> Observer<D> for TracingObserver {
|
||||
fn observe(&mut self, snap: &Snapshot<'_, D>) -> ControlFlow<()> {
|
||||
let best = snap
|
||||
.best
|
||||
.and_then(|c| c.evaluation.objectives.first().copied());
|
||||
tracing::debug!(
|
||||
iteration = snap.iteration,
|
||||
evaluations = snap.evaluations,
|
||||
elapsed_ms = snap.elapsed.as_millis() as u64,
|
||||
best = ?best,
|
||||
front_size = snap.pareto_front.map(|f| f.len()),
|
||||
"heuropt generation",
|
||||
);
|
||||
ControlFlow::Continue(())
|
||||
}
|
||||
}
|
||||
|
||||
#[cfg(test)]
|
||||
mod tests {
|
||||
use super::*;
|
||||
use crate::core::candidate::Candidate;
|
||||
use crate::core::evaluation::Evaluation;
|
||||
use crate::core::objective::{Objective, ObjectiveSpace};
|
||||
|
||||
fn snap_with_best<'a>(
|
||||
iteration: usize,
|
||||
elapsed_ms: u64,
|
||||
best: Option<&'a Candidate<()>>,
|
||||
objectives: &'a ObjectiveSpace,
|
||||
empty_pop: &'a [Candidate<()>],
|
||||
) -> Snapshot<'a, ()> {
|
||||
Snapshot {
|
||||
iteration,
|
||||
evaluations: 0,
|
||||
elapsed: Duration::from_millis(elapsed_ms),
|
||||
population: empty_pop,
|
||||
pareto_front: None,
|
||||
best,
|
||||
objectives,
|
||||
}
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn max_time_breaks_after_limit() {
|
||||
let space = ObjectiveSpace::new(vec![Objective::minimize("f")]);
|
||||
let pop: Vec<Candidate<()>> = vec![];
|
||||
let mut o = MaxTime::new(Duration::from_millis(100));
|
||||
let s = snap_with_best(0, 50, None, &space, &pop);
|
||||
assert!(o.observe(&s).is_continue());
|
||||
let s = snap_with_best(1, 100, None, &space, &pop);
|
||||
assert!(o.observe(&s).is_break());
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn target_fitness_minimize() {
|
||||
let space = ObjectiveSpace::new(vec![Objective::minimize("f")]);
|
||||
let pop: Vec<Candidate<()>> = vec![];
|
||||
let cand = Candidate::new((), Evaluation::new(vec![0.005]));
|
||||
let mut o = TargetFitness::new(0.01);
|
||||
let s = snap_with_best(0, 0, Some(&cand), &space, &pop);
|
||||
assert!(o.observe(&s).is_break());
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn target_fitness_maximize() {
|
||||
let space = ObjectiveSpace::new(vec![Objective::maximize("f")]);
|
||||
let pop: Vec<Candidate<()>> = vec![];
|
||||
let cand_below = Candidate::new((), Evaluation::new(vec![0.5]));
|
||||
let cand_above = Candidate::new((), Evaluation::new(vec![1.5]));
|
||||
let mut o = TargetFitness::new(1.0);
|
||||
let s = snap_with_best(0, 0, Some(&cand_below), &space, &pop);
|
||||
assert!(o.observe(&s).is_continue());
|
||||
let s = snap_with_best(1, 0, Some(&cand_above), &space, &pop);
|
||||
assert!(o.observe(&s).is_break());
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn stagnation_breaks_on_no_improvement() {
|
||||
let space = ObjectiveSpace::new(vec![Objective::minimize("f")]);
|
||||
let pop: Vec<Candidate<()>> = vec![];
|
||||
let mut o = Stagnation::new(3, 1e-6);
|
||||
|
||||
// Five generations of "no improvement" — same value every time.
|
||||
for i in 0..3 {
|
||||
let cand = Candidate::new((), Evaluation::new(vec![1.0]));
|
||||
let s = snap_with_best(i, 0, Some(&cand), &space, &pop);
|
||||
// First `window` calls just fill history; should not break.
|
||||
assert!(o.observe(&s).is_continue());
|
||||
}
|
||||
let cand = Candidate::new((), Evaluation::new(vec![1.0]));
|
||||
let s = snap_with_best(3, 0, Some(&cand), &space, &pop);
|
||||
assert!(o.observe(&s).is_break());
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn stagnation_does_not_break_on_improvement() {
|
||||
let space = ObjectiveSpace::new(vec![Objective::minimize("f")]);
|
||||
let pop: Vec<Candidate<()>> = vec![];
|
||||
let mut o = Stagnation::new(2, 1e-6);
|
||||
let values = [1.0, 0.9, 0.8, 0.7];
|
||||
for (i, &v) in values.iter().enumerate() {
|
||||
let cand = Candidate::new((), Evaluation::new(vec![v]));
|
||||
let s = snap_with_best(i, 0, Some(&cand), &space, &pop);
|
||||
assert!(o.observe(&s).is_continue(), "iter {i}");
|
||||
}
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn anyof_breaks_when_either_breaks() {
|
||||
let space = ObjectiveSpace::new(vec![Objective::minimize("f")]);
|
||||
let pop: Vec<Candidate<()>> = vec![];
|
||||
let cand = Candidate::new((), Evaluation::new(vec![5.0]));
|
||||
let mut o =
|
||||
<MaxIterations as Observer<()>>::or(MaxIterations::new(3), TargetFitness::new(1.0));
|
||||
for i in 0..3 {
|
||||
let s = snap_with_best(i, 0, Some(&cand), &space, &pop);
|
||||
assert!(o.observe(&s).is_continue(), "iter {i}");
|
||||
}
|
||||
// iteration = 3 hits MaxIterations limit → break
|
||||
let s = snap_with_best(3, 0, Some(&cand), &space, &pop);
|
||||
assert!(o.observe(&s).is_break());
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn periodic_calls_callback_every_n() {
|
||||
let space = ObjectiveSpace::new(vec![Objective::minimize("f")]);
|
||||
let pop: Vec<Candidate<()>> = vec![];
|
||||
let mut count = 0_usize;
|
||||
{
|
||||
let mut o = Periodic::new(3, |_: &Snapshot<'_, ()>| count += 1);
|
||||
for i in 0..10 {
|
||||
let s = snap_with_best(i, 0, None, &space, &pop);
|
||||
let _ = o.observe(&s);
|
||||
}
|
||||
}
|
||||
assert_eq!(count, 3); // every 3rd of 10 = generations 2, 5, 8
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn closure_implements_observer() {
|
||||
let space = ObjectiveSpace::new(vec![Objective::minimize("f")]);
|
||||
let pop: Vec<Candidate<()>> = vec![];
|
||||
let mut count = 0_usize;
|
||||
let mut closure = |_: &Snapshot<'_, ()>| -> ControlFlow<()> {
|
||||
count += 1;
|
||||
if count >= 2 {
|
||||
ControlFlow::Break(())
|
||||
} else {
|
||||
ControlFlow::Continue(())
|
||||
}
|
||||
};
|
||||
let s = snap_with_best(0, 0, None, &space, &pop);
|
||||
assert!(<_ as Observer<()>>::observe(&mut closure, &s).is_continue());
|
||||
assert!(<_ as Observer<()>>::observe(&mut closure, &s).is_break());
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,101 @@
|
||||
//! Per-generation observation, callbacks, and stop conditions.
|
||||
//!
|
||||
//! Algorithms accept an [`Observer`] via [`Optimizer::run_with`] and call
|
||||
//! it once per generation (where "generation" makes sense for that
|
||||
//! algorithm — see each algorithm's docs). Returning
|
||||
//! [`std::ops::ControlFlow::Break`] from an observer halts the optimizer
|
||||
//! and the partial [`OptimizationResult`] is returned to the caller.
|
||||
//!
|
||||
//! Observers can be composed with [`builtin::AnyOf`] / [`builtin::AllOf`].
|
||||
//!
|
||||
//! [`OptimizationResult`]: crate::core::result::OptimizationResult
|
||||
//! [`Optimizer::run_with`]: crate::traits::Optimizer::run_with
|
||||
|
||||
pub mod builtin;
|
||||
mod snapshot;
|
||||
|
||||
pub use snapshot::Snapshot;
|
||||
|
||||
use std::ops::ControlFlow;
|
||||
|
||||
use crate::core::candidate::Candidate;
|
||||
use crate::core::objective::ObjectiveSpace;
|
||||
|
||||
/// A callback invoked by an [`Optimizer`](crate::traits::Optimizer)
|
||||
/// after every generation. Return [`ControlFlow::Break`] to halt
|
||||
/// the optimizer; [`ControlFlow::Continue`] to keep going.
|
||||
///
|
||||
/// Implement directly for stateful observers that need to track
|
||||
/// history (e.g. stagnation detection, convergence trace logging).
|
||||
/// For simple stop conditions, use the helpers in
|
||||
/// [`builtin`](crate::observer::builtin).
|
||||
pub trait Observer<D> {
|
||||
/// Inspect the latest snapshot. Return [`ControlFlow::Break`] to
|
||||
/// halt the run; [`ControlFlow::Continue`] to keep going.
|
||||
fn observe(&mut self, snapshot: &Snapshot<'_, D>) -> ControlFlow<()>;
|
||||
|
||||
/// Compose with another observer that fires when *either* of them
|
||||
/// signals a break.
|
||||
fn or<O: Observer<D>>(self, other: O) -> builtin::AnyOf<Self, O>
|
||||
where
|
||||
Self: Sized,
|
||||
{
|
||||
builtin::AnyOf { a: self, b: other }
|
||||
}
|
||||
|
||||
/// Compose with another observer that fires when *both* of them
|
||||
/// signal a break in the same call.
|
||||
fn and<O: Observer<D>>(self, other: O) -> builtin::AllOf<Self, O>
|
||||
where
|
||||
Self: Sized,
|
||||
{
|
||||
builtin::AllOf { a: self, b: other }
|
||||
}
|
||||
}
|
||||
|
||||
/// `()` is the no-op observer. Used as the default when callers don't
|
||||
/// want any callbacks (it's what `run` uses internally).
|
||||
impl<D> Observer<D> for () {
|
||||
#[inline]
|
||||
fn observe(&mut self, _: &Snapshot<'_, D>) -> ControlFlow<()> {
|
||||
ControlFlow::Continue(())
|
||||
}
|
||||
}
|
||||
|
||||
/// Closures of the right shape implement Observer too — short-form
|
||||
/// for one-liner callbacks.
|
||||
impl<D, F> Observer<D> for F
|
||||
where
|
||||
F: FnMut(&Snapshot<'_, D>) -> ControlFlow<()>,
|
||||
{
|
||||
#[inline]
|
||||
fn observe(&mut self, snap: &Snapshot<'_, D>) -> ControlFlow<()> {
|
||||
self(snap)
|
||||
}
|
||||
}
|
||||
|
||||
/// Build a snapshot for the "final notification" path of the default
|
||||
/// `run_with` impl on [`Optimizer`](crate::traits::Optimizer).
|
||||
///
|
||||
/// Algorithm impls that override `run_with` to call the observer per
|
||||
/// generation should construct their own snapshots inline rather than
|
||||
/// using this helper, because they have richer per-generation state.
|
||||
pub fn finalize_snapshot<'a, D>(
|
||||
iteration: usize,
|
||||
evaluations: usize,
|
||||
elapsed: std::time::Duration,
|
||||
population: &'a [Candidate<D>],
|
||||
pareto_front: Option<&'a [Candidate<D>]>,
|
||||
best: Option<&'a Candidate<D>>,
|
||||
objectives: &'a ObjectiveSpace,
|
||||
) -> Snapshot<'a, D> {
|
||||
Snapshot {
|
||||
iteration,
|
||||
evaluations,
|
||||
elapsed,
|
||||
population,
|
||||
pareto_front,
|
||||
best,
|
||||
objectives,
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,45 @@
|
||||
//! Per-generation observation payload passed to [`Observer`](super::Observer).
|
||||
|
||||
use std::time::Duration;
|
||||
|
||||
use crate::core::candidate::Candidate;
|
||||
use crate::core::objective::ObjectiveSpace;
|
||||
|
||||
/// A view of an optimizer's state at one generation boundary.
|
||||
///
|
||||
/// Borrowed (`&'a ...`) rather than owned so the algorithm doesn't
|
||||
/// have to clone the whole population on every call. Observers that
|
||||
/// need to retain values across calls should clone what they need
|
||||
/// out of the snapshot.
|
||||
#[derive(Debug)]
|
||||
pub struct Snapshot<'a, D> {
|
||||
/// Zero-indexed generation count. The first call is `iteration = 0`
|
||||
/// for "after the initial population was built and evaluated";
|
||||
/// subsequent calls are after generation 1, 2, …
|
||||
pub iteration: usize,
|
||||
|
||||
/// Total `Problem::evaluate` calls so far, including the initial
|
||||
/// population.
|
||||
pub evaluations: usize,
|
||||
|
||||
/// Wall-clock time since `run_with` started.
|
||||
pub elapsed: Duration,
|
||||
|
||||
/// The current population (whatever the algorithm considers the
|
||||
/// "live" set this generation). For steady-state algorithms this
|
||||
/// is the post-replacement population.
|
||||
pub population: &'a [Candidate<D>],
|
||||
|
||||
/// The current Pareto front, if the algorithm tracks one. `None`
|
||||
/// for single-objective algorithms.
|
||||
pub pareto_front: Option<&'a [Candidate<D>]>,
|
||||
|
||||
/// The current best candidate. `Some` for single-objective
|
||||
/// algorithms; `None` for multi-objective unless the algorithm
|
||||
/// tracks a notion of best (some don't).
|
||||
pub best: Option<&'a Candidate<D>>,
|
||||
|
||||
/// The objective space, useful for observers that need to convert
|
||||
/// raw objective values to minimization-oriented form.
|
||||
pub objectives: &'a ObjectiveSpace,
|
||||
}
|
||||
@@ -11,6 +11,14 @@ pub use crate::core::{
|
||||
|
||||
pub use crate::traits::{Initializer, Optimizer, Repair, Variation};
|
||||
|
||||
#[cfg(feature = "tracing")]
|
||||
pub use crate::observer::builtin::TracingObserver;
|
||||
pub use crate::observer::{
|
||||
Observer, Snapshot,
|
||||
builtin::{AllOf, AnyOf, MaxIterations, MaxTime, Periodic, Stagnation, TargetFitness},
|
||||
};
|
||||
pub use std::ops::ControlFlow;
|
||||
|
||||
pub use crate::pareto::{
|
||||
Dominance, ParetoArchive, best_candidate, crowding_distance, das_dennis, non_dominated_sort,
|
||||
pareto_compare, pareto_front,
|
||||
|
||||
+56
-3
@@ -1,18 +1,71 @@
|
||||
//! The single trait users implement to add a new optimizer.
|
||||
|
||||
use std::time::{Duration, Instant};
|
||||
|
||||
use crate::core::problem::Problem;
|
||||
use crate::core::result::OptimizationResult;
|
||||
use crate::observer::{Observer, Snapshot};
|
||||
|
||||
/// An optimizer that runs to completion in a single call.
|
||||
///
|
||||
/// Implementations own their main loop, manage their own state, and return an
|
||||
/// [`OptimizationResult`]. v1 deliberately does not expose a step-by-step API
|
||||
/// or an associated error type — invalid configuration may panic with a clear
|
||||
/// message.
|
||||
/// [`OptimizationResult`]. Invalid configuration panics with a clear
|
||||
/// message rather than returning a `Result`.
|
||||
pub trait Optimizer<P>
|
||||
where
|
||||
P: Problem,
|
||||
{
|
||||
/// Run the optimizer to completion against `problem`.
|
||||
fn run(&mut self, problem: &P) -> OptimizationResult<P::Decision>;
|
||||
|
||||
/// Run with an [`Observer`] called after each generation.
|
||||
///
|
||||
/// The observer can halt the run by returning
|
||||
/// [`std::ops::ControlFlow::Break`]; the partial result is still
|
||||
/// returned. Built-in observers in
|
||||
/// [`heuropt::observer::builtin`](crate::observer::builtin) cover
|
||||
/// the common stop conditions (`MaxTime`, `TargetFitness`,
|
||||
/// `Stagnation`, …).
|
||||
///
|
||||
/// **Default impl:** falls back to `run` plus a single final
|
||||
/// notification. Algorithms that override this method get true
|
||||
/// per-generation observation; algorithms that don't get a single
|
||||
/// notification at the end. The trait-level docstring on each
|
||||
/// algorithm calls out which behavior it supports.
|
||||
fn run_with<O>(&mut self, problem: &P, observer: &mut O) -> OptimizationResult<P::Decision>
|
||||
where
|
||||
O: Observer<P::Decision>,
|
||||
{
|
||||
let started = Instant::now();
|
||||
let result = self.run(problem);
|
||||
let elapsed = started.elapsed();
|
||||
notify_final(&result, elapsed, problem, observer);
|
||||
result
|
||||
}
|
||||
}
|
||||
|
||||
/// Helper used by the default `run_with` impl: build a single final-
|
||||
/// state snapshot and hand it to the observer once. Algorithms that
|
||||
/// override `run_with` for per-generation reporting don't go through
|
||||
/// this path — they construct their own per-iteration snapshots.
|
||||
fn notify_final<P, O>(
|
||||
result: &OptimizationResult<P::Decision>,
|
||||
elapsed: Duration,
|
||||
problem: &P,
|
||||
observer: &mut O,
|
||||
) where
|
||||
P: Problem,
|
||||
O: Observer<P::Decision>,
|
||||
{
|
||||
let objectives = problem.objectives();
|
||||
let snap = Snapshot {
|
||||
iteration: result.generations,
|
||||
evaluations: result.evaluations,
|
||||
elapsed,
|
||||
population: result.population.as_slice(),
|
||||
pareto_front: Some(result.pareto_front.as_slice()),
|
||||
best: result.best.as_ref(),
|
||||
objectives: &objectives,
|
||||
};
|
||||
let _ = observer.observe(&snap);
|
||||
}
|
||||
|
||||
Reference in New Issue
Block a user