66 Commits
Author SHA1 Message Date
swaits b0f580841d feat: v0.6.0 — observer / stop-conditions / tracing / IGD / R2
Theme: production lifecycle. heuropt becomes deployable for long-
running, real-world workloads. No breaking changes — Optimizer trait
gains a default-impl run_with method that falls back to run.

Adds:
- src/observer/ module: Snapshot, Observer trait, ControlFlow, plus
  built-in MaxTime / MaxIterations / TargetFitness / Stagnation /
  Periodic / AnyOf / AllOf and a closure impl.
- Optimizer::run_with(problem, observer): default-impl on the trait,
  overridden for full per-gen visibility on Nsga2, RandomSearch, and
  DifferentialEvolution. Other algorithms inherit a final-only
  notification — full per-gen support follows incrementally.
- New 'tracing' optional feature plus TracingObserver that emits
  structured debug! events per generation.
- src/metrics/igd.rs: IGD + IGD+ performance indicators against a
  reference set.
- src/metrics/r2.rs: R2 indicator using the weighted Tchebycheff
  utility; pair with das_dennis for the canonical weight set.
- examples/constrained.rs: BNH constrained 2-objective problem
  solved with NSGA-II + observer composition (MaxTime.or(Periodic)).

Bumps Cargo.toml to 0.6.0; CHANGELOG entry consolidates the above.
Existing 247 unit + 38 doctest + 32 algorithm-property + property /
metric / numerical-stability tests all pass; bit-identical compare
output verified post-DE refactor.
2026-05-05 15:07:05 -06:00
swaits fa3f2e8fb0 feat: v0.5.0 — comprehensive documentation release
Theme: documentation and project polish. No public-API changes; this
is the v0.5 release that elevates heuropt's docs/onboarding/governance
to bar-setting status.

Adds:
- mdbook user guide at docs/book/ with intro, getting-started,
  defining-problems, choosing-an-algorithm, cookbook (7 recipes),
  comparison vs other libraries, stability/SemVer, migration guides.
  Deploys to https://swaits.github.io/heuropt/ via .github/workflows/
  docs.yml.
- Runnable rustdoc examples on every algorithm (35 of them), all
  exercised by cargo test --doc.
- Three real-world examples: portfolio.rs (multi-obj with budget
  constraint), hyperparam_tuning.rs (BO + TPE), scheduling.rs
  (permutation via SA + SwapMutation against Smith's-rule oracle).
- Governance: CONTRIBUTING.md, SECURITY.md, CODE_OF_CONDUCT.md
  (adopting builderscode.org's Builder's Code of Conduct), GitHub
  issue templates, PR template.

Polishes:
- README hero with badges + user-guide link.
- lib.rs crate-level docs.
- CHANGELOG entry for 0.5.0.

Bumps Cargo.toml to 0.5.0.
2026-05-05 14:33:12 -06:00
swaits a9edb0916f ci(fuzz): drop --locked on cargo install cargo-fuzz
cargo-fuzz's bundled Cargo.lock pinned rustix=0.36.5, which used the
now-removed `rustc_attrs` cfg name and broke the install step on
current nightly toolchain (the only toolchain that can build the
fuzzers via libfuzzer-sys). Letting cargo resolve fresh picks a
recent rustix that builds cleanly.

Fixes the fuzz-smoke matrix on the v0.4.0 push CI run.
2026-05-05 13:35:58 -06:00
swaits 232dbc0172 chore(release): bump to v0.4.0
CHANGELOG entry consolidates the unreleased work since v0.3.0:
testing-infrastructure expansion (proptest suites, cargo-fuzz
harness, stability tests, gungraun benches, CI), two real bug
fixes the testing surfaced (NaN-cycle non_dominated_sort, simplex
projection magnitude precision), the README decision-tree update
against the v0.3.0 comparison data, and the v0.4.0 perf pass
(cumulative compare harness 18.6 s → 5.7 s, 3.27×).

`examples/compare-results.md` refreshed with the post-perf-pass
ms numbers; quality metrics are bit-identical to the v0.3.0
snapshot (the perf pass was strictly CPU time, never algorithmic).
2026-05-05 13:28:47 -06:00
swaits d60a3c3fe8 perf(pareto_archive): cache oriented + inline dominance checks in insert
`ParetoArchive::insert` calls `pareto_compare` twice per existing
member (once per pass), and each call re-allocates two Vec<f64>s
via `as_minimization` — 4N allocations per insert. Cache the
candidate's oriented + feasibility/violation once, build each
member's oriented vector once for the call, then inline the
dominance test against those cached arrays.

Used by PESA-II (per offspring per generation), PAES (per child),
ε-MOEA, and any user code working through the archive directly.

Wall-clock (compare harness, 10-seed mean):
- PESA-II / DTLZ2: 498 → 426 ms (-14 %)
- PESA-II / ZDT1:   87 →  75 ms (-14 %)

Smaller wins on PAES / MOPSO / IBEA / HypE / ε-MOEA where the
archive isn't the dominant per-generation cost.

Bit-identical via the compare harness.
2026-05-05 13:28:38 -06:00
swaits 060841d011 build(release): enable thin LTO + codegen-units=1 in release profile
Cuts ~150 ms (-2.5 %) off the compare harness via better cross-crate
inlining of small Pareto/HV helpers. Costs ~20 s extra on a from-
scratch `cargo build --release`, but is essentially free on
incremental rebuilds.

Only applies when this crate is the workspace root (i.e. when
developing heuropt or running its own examples). Downstream users
who consume heuropt as a dependency see whatever profile their own
Cargo.toml configures.
2026-05-05 13:28:18 -06:00
swaits f01089e9d0 perf(hypervolume): index-sort instead of cloning point vectors
The M≥3 branch of `hso_recursive` cloned every input point into
`sorted: Vec<Vec<f64>>` solely so it could sort. Each clone is M
f64s allocated; with N points per call and ~30 HV calls per SMS-EMOA
generation × 30 k generations, that's millions of small Vec<f64>
allocations.

Sort indices into a `Vec<usize>` instead, then iterate the original
points by index. The pre-projection step still produces a
Vec<Vec<f64>> (which the active-prefix slicing requires), but we
save the outer N inner-Vec clones per call.

gungraun (instructions):
- hypervolume_nd_3d n=30:    87 969 →  70 334  (-20 %, 1.25×)
- hypervolume_nd_3d n=100:  422 767 → 367 767  (-13 %, 1.15×)

Cumulative vs the v0.3.0 baseline:
- hypervolume_nd_3d n=30:    676 902 →  70 334  (9.6×)
- hypervolume_nd_3d n=100: 13 523 760 → 367 767 (37×)

Wall-clock impact is in the noise on the compare harness because the
SMS-EMOA worst-front HV calls operate on small fronts (5–10 points
once converged). The win is most visible in synthetic dense-front
HV benchmarks.
2026-05-05 13:28:18 -06:00
swaits adf18950dc perf(spea2): incremental truncation sort + cache compute_fitness inputs
Two independent wins in SPEA2's per-generation hot path. Both
bit-identical against the compare harness.

# 1. compute_fitness — cache oriented + distance matrix

`compute_fitness` is called twice per generation. The strength-graph
loop calls `pareto_compare` in an N² loop, allocating two Vec<f64>s
per call via `as_minimization`. Inline the dominance test against
cached oriented arrays. The density loop's per-row euclidean recompute
is replaced by a symmetric N×N distance matrix built once.

# 2. build_archive — incremental sort maintenance in truncation

The archive-truncation loop was O(K³ log K) — each pruning iteration
recomputed every alive member's pairwise distances and re-sorted them,
when the only change since the prior iteration was that one specific
neighbor (the just-removed victim) became dead. Compute the distance
matrix and sorted neighbor vectors once, then on victim removal use
binary-search-remove on every survivor's still-sorted vector. Total
truncation cost drops from O(K³ log K) to O(K² log K). Victim choice
is bit-identical.

gungraun (instructions):
- spea2_short: 179 113 → 133 783 (-25 %, 1.34×)

Wall-clock (compare harness, 10-seed mean):
- SPEA2 / ZDT1:   458 → 241 ms (1.9×, cumulative)
- SPEA2 / DTLZ2: 4304 → 513 ms (8.4×, cumulative)
2026-05-05 13:28:18 -06:00
swaits 4c7126070b perf(age_moea): cache lp_norm + maintain nearest-neighbor incrementally
The splitting-front survival selection in AGE-MOEA recomputed two
expensive things per while-iteration:

* `lp_norm(translated[i], p)` for every remaining i — even though the
  value is constant across iterations.
* `nearest_neighbor_distance(i, …, &keep, p)` — a fresh full scan
  over the keep list, even though only one new candidate was added
  since the last scan.

Both are `powf`-heavy in the L_p frame.

Compute lp_norm once per candidate at function entry. Maintain a
`nearest[]` array seeded from the initial keep set and updated on
every pick by a single `min(nearest[i], lp_distance(i, pick, p))`
per remaining i. That cuts the score loop from O(R · K · M) to
O(R · M) per iteration, with the dominant powf calls in
lp_distance counted once per (remaining, pick) pair instead of per
(remaining, full-keep).

Wall-clock (compare harness, 10-seed mean):
- AGE-MOEA / DTLZ1: 2266 → 430 ms on top of v0.3.0 baseline (5.3×)
- AGE-MOEA / ZDT3:   935 → 376 ms (2.5×)
2026-05-05 13:28:18 -06:00
swaits 214f07975a perf(non_dominated_sort): cache oriented values + inline pareto_compare
The Deb fast non-dominated sort calls `pareto_compare` twice for
every (i, j) pair, and each `pareto_compare` call invokes
`ObjectiveSpace::as_minimization` twice — so for an N-point
population that's 4·N·(N-1) fresh `Vec<f64>` allocations per sort.
At N=100 with thousands of generations across the compare harness,
this dominated the per-generation cost of every Pareto-based MOEA.

Cache `as_minimization`/feasibility/violation once per individual
up front, then inline the dominance test against those cached
arrays. The output (per-pair dominance outcome and the per-i
`dominates` lists) is bit-identical to `pareto_compare`.

gungraun (instructions):
- non_dominated_sort_2d n=50:    852 317 →   198 574 (-77 %, 4.3×)
- non_dominated_sort_2d n=200: 13 513 271 → 2 601 813 (-81 %, 5.2×)

Wall-clock (compare harness, 10-seed mean):
- NSGA-II / ZDT1:        268 →  65 ms (4.1×)
- NSGA-II / ZDT3:        267 →  65 ms (4.1×)
- NSGA-II / DTLZ2:       344 → 106 ms (3.2×)
- NSGA-II / Rastrigin:   260 →  71 ms (3.7×)
- NSGA-III / DTLZ2:      318 → 122 ms (2.6×)
- NSGA-III / DTLZ1:      303 → 122 ms (2.5×)
- SMS-EMOA / DTLZ2:     1413 → 1369 ms (small additional win on top of HV)
- AGE-MOEA / DTLZ1:      430 → 229 ms (1.9×, on top of the AGE-MOEA caching)
- HypE / DTLZ2:           80 →  44 ms (1.8×)
2026-05-05 13:28:18 -06:00
swaits 4745a6bb16 perf(hypervolume): cut HSO recursion overhead by ~30× on n=100/3-D
The HSO recursion in `hypervolume_nd` had three overheads that
dominated SMS-EMOA's per-generation cost on DTLZ2 (5.6 s baseline,
~30 k generations × ~40 HV calls per generation = ~1.2 M HV calls
per run):

1. `active = sorted.clone()` plus `active.iter().position(...)`
   linear scan to remove the just-processed point each band — O(N)
   per band, total O(N²) per HV call.
2. Per-band re-projection
   `active.iter().map(|q| q[..last].to_vec())` — full
   Vec<Vec<f64>> rebuild for every band, O(N·M) allocations per HV
   call.
3. `non_dominated_projection` called even when recursing into the
   M=2 base case, whose sweep already filters dominated points
   internally.

Replace (1) with prefix-slicing `projected_all[..=k]` (sort points
ascending by last axis once; the active set at each band is just a
prefix). Pre-project once outside the loop (2). Skip the explicit
non-dominance filter when the inner recursion is M=2 (3).

Bit-identical output verified by re-running the compare harness and
diffing against the v0.3.0 snapshot — every quality metric matches
to the last decimal.

gungraun (instructions):
- hypervolume_nd_3d n=30:    676 902 →    87 969  (-87 %, 7.7×)
- hypervolume_nd_3d n=100: 13 523 760 →   422 767 (-97 %, 32×)

Wall-clock (compare harness, 10-seed mean):
- SMS-EMOA / DTLZ2: 5643 ms → 1413 ms (-4230 ms, -75 %)
2026-05-05 12:11:45 -06:00
swaits 345e3ea296 docs(readme): align decision tree with v0.3.0 comparison results
The compare harness (re-run on 2026-05-05 produced bit-identical
results to the v0.3.0 snapshot) doesn't square with four claims in
the DT. Adjust:

- BayesianOpt: was "gold standard". At 60 evals on 5-D Rosenbrock
  with the default RBF kernel it produces f≈3172 (worse than
  RandomSearch). Add the caveat that BO is the gold standard *with*
  per-problem kernel tuning, not out of the box.
- MOPSO: was buried under "swarm style". On ZDT1 it wins HV outright
  and beats every dominance-based method on convergence by ~100×.
  Promote to its own "smooth real-valued 2-obj front" branch.
- SMS-EMOA: was "great on 2–3 obj at higher per-step cost". On these
  benches it loses to NSGA-II on both ZDT1 (HV 102.9 vs 118.3) and
  DTLZ2 (mean dist 0.048 vs 0.033). Reframe as "elegant in theory but
  underperforms NSGA-II on these benches at our budgets".
- NSGA-III: was "strong default" for many-objective. On DTLZ1 (the
  canonical linear-simplex test) it gets beaten by GrEA 3× and
  MOEA/D 2×. Split the many-obj branch by front geometry: linear /
  simplex → GrEA + MOEA/D; curved / unknown → NSGA-III + AGE-MOEA +
  RVEA.

The quick-reference one-liners below the DT got the matching tweaks
so the table and the tree agree.
2026-05-05 11:40:14 -06:00
swaits 4a59041d1a style: apply rustfmt drift across the crate 2026-05-05 11:40:14 -06:00
swaits 84cee3f29e ci: add GitHub Actions workflow with full feature matrix and fuzz smoke 2026-05-05 11:28:33 -06:00
swaits 1eab8e4805 docs: add testing section to README and CHANGELOG entries for fuzz, fixes, and CI 2026-05-05 11:28:29 -06:00
swaits f67b5c5160 fix(pareto): partition NaN-cycle orphan indices into a residual front 2026-05-05 11:28:24 -06:00
swaits 51fc7271b1 fix(operators): make ProjectToSimplex robust to extreme magnitudes 2026-05-05 11:28:21 -06:00
swaits c7a8f43a99 test(fuzz): add cargo-fuzz harness for Pareto and operator hot paths 2026-05-05 11:28:09 -06:00
swaits aba9dbf469 build(bench): expand gungraun bench suite to cover every algorithm
Goes from 6 benchmarks to ~25:

Pareto utilities (existing):
- non_dominated_sort_2d (n=50, 200)
- crowding_distance_2d (n=50, 200)
- hypervolume_2d (n=30, 100)
- hypervolume_nd_3d (n=30, 100)

Single-objective algorithms (all measured at "one short run"):
- random_search, hill_climber, one_plus_one_es, simulated_annealing
- genetic_algorithm, particle_swarm, differential_evolution, tlbo
- cma_es, separable_nes, nelder_mead, bayesian_opt, tpe

Multi-objective algorithms (one short run each):
- nsga2, nsga3, spea2, moead, mopso, ibea, sms_emoa
- hype, pesa2, epsilon_moea, age_moea, grea, knea, rvea

Each uses a tiny problem with realistic-shape parameters (small pop,
few generations, tight bounds) so the benchmark exercises each
algorithm's *inner loop cost* rather than dominated by RNG init or
config parsing.
2026-05-05 11:03:00 -06:00
swaits 8a8c32f125 test(proptest): massive property-test expansion for every algorithm and operator
Goes from 10 properties to 50+, organized into four files:

- tests/properties.rs (existing) — Pareto-utility invariants
- tests/algorithm_properties.rs (new) — every Optimizer impl gets:
  * determinism-with-seed property
  * no-panic-on-random-valid-input property
  * population-size-as-documented property where applicable
- tests/operator_properties.rs (new) — every Variation/Initializer/
  Repair impl gets the right size + in-bounds + no-panic properties
- tests/metric_properties.rs (new) — every metric gets monotonicity
  / non-negativity / dim-checking properties
- tests/numerical_stability.rs (new) — single-point populations,
  duplicate populations, near-zero bounds, very large bounds,
  algorithms-on-flat-fitness — none of which should panic.

Total: 226 unit tests + this much-larger property suite. Strategies
are factored into a small `prop_helpers` module shared across files
so the random-input generators stay consistent.
2026-05-05 11:01:36 -06:00
swaits 36e1d9d796 test(mutants): add cargo-mutants config for advisory mutation testing
Adds `.cargo/mutants.toml` configuring cargo-mutants to focus on the
algorithmic core (skipping benches, examples, tests_support) and pass
`--test-tool=cargo --no-shuffle` so a mutation that breaks the suite
gets caught quickly.

Mutation testing modifies the source one operator at a time (`>` →
`>=`, `+` → `-`, `true` → `false`, etc.) and re-runs the test suite.
A mutation that *survives* (tests still pass) is a hint that the test
suite isn't checking that bit of behavior — usually because:
- The mutated branch is dead code
- The unit tests rely on side-effects rather than return values
- A property test or invariant is missing

Not wired into CI as a gating check (it's slow — every mutation
re-runs the whole suite). Run locally with `cargo install cargo-mutants`
followed by `cargo mutants --in-diff HEAD~1` for incremental coverage,
or `cargo mutants` for a full sweep.

The config exclusions list explains *why* each module is skipped — most
are the "obvious" kind (benchmark harness, example problems) where
mutation kills are not informative.
2026-05-05 10:39:32 -06:00
swaits dcf63316f6 test(proptest): add property-based tests for invariants
Adds proptest as a dev-dependency and a `tests/properties.rs`
integration suite that probes invariants on randomly generated
inputs:

Pareto invariants:
- `pareto_compare` is anti-symmetric: A→B is opposite of B→A for
  Dominates / DominatedBy
- `pareto_compare` is reflexive on equal candidates (returns Equal)
- `pareto_front` output is internally non-dominated
- `non_dominated_sort` puts every member into exactly one front
- `crowding_distance` returns Vec same length as front; boundary
  points are infinity for fronts of size ≥ 2 in any axis-sortable
  configuration

Operator invariants:
- `SimulatedBinaryCrossover` returns 2 children of the right length,
  all in bounds
- `PolynomialMutation` returns 1 child of the right length, in bounds
- `BoundedGaussianMutation` returns 1 child in bounds
- `ClampToBounds` repair always lands in bounds
- `ProjectToSimplex` repair always sums to total and is non-negative

Algorithm invariants:
- For any seed, `Optimizer::run` is deterministic across two calls
- Final population has the documented size for population-based
  algorithms

These are the invariants the existing 226 fixed-input unit tests
collectively check; proptest gives us coverage on inputs they don't
cover individually.
2026-05-05 10:38:53 -06:00
swaits 0b31b266ef build(deps): add gungraun (was iai-callgrind) instruction-count benches
Wire `gungraun` 0.18 as a dev-dependency and a `benches/` directory
with instruction-count benchmarks for the algorithmic hot paths.

Why gungraun and not criterion: heuropt's hot paths are deterministic
numerical loops where wall-clock noise dominates real differences.
gungraun runs each benchmark under valgrind/callgrind once and reports
exact instruction counts — stable across machines and CI runners,
detects sub-microsecond regressions cleanly.

Benchmarks added:
- pareto::non_dominated_sort  (the inner loop of every Pareto MOEA)
- pareto::crowding_distance   (NSGA-II survival selection)
- metrics::hypervolume_nd     (HSO recursion, used by SMS-EMOA)
- internal::cholesky          (BO's per-step posterior factorization)
- algorithms::nsga2 single generation (end-to-end smoke check)
- algorithms::cma_es single generation (eigendecomposition cost)

Tracked size only — these aren't part of the regular CI matrix because
they need valgrind installed. Run with `cargo bench` locally.

Wired via the standard `[[bench]]` Cargo entries with `harness = false`
so gungraun's main_macro does the dispatch.
2026-05-05 10:36:29 -06:00
swaits 15d3b2752c docs(examples): capture full comparison run output as compare-results.md
Snapshot of `cargo run --release --example compare` after the v0.3.0
algorithm cohort. The harness runs 7 benchmark problems × ~20
algorithms × 10 seeds each (≈3 minutes wall-clock); this file is the
reference output so readers can scan results without running it
themselves.

Highlights worth reading even if you're skipping the file:
- ZDT1: MOPSO and MOEA/D dominate convergence; (1+1)-ES and DE tie
  at f = 0 on Rastrigin
- IPOP-CMA-ES drops vanilla CMA-ES from f=2.35 to f=0.13 on
  Rastrigin (the multimodal failure-mode it was added to fix)
- IBEA wins DTLZ2 (15× closer to true front than NSGA-III)
- GrEA wins DTLZ1 (linear simplex front matches grid-based niching)
- Nelder-Mead = 0 exactly on Rosenbrock; CMA-ES at machine epsilon
- Bayesian optimization at 60 evals is honestly bad on 5-D problems
  with the default kernel — flagged so readers don't conclude BO is
  weak in general; it just needs more evals or hyperparameter tuning
2026-05-05 10:35:05 -06:00
swaits 6faff0204d docs(readme): update algorithm-selection decision tree for v0.3.0
The DT was written when v0.2.0 shipped. v0.3.0 added a whole regime
(expensive evaluation, multi-fidelity) plus new entries in existing
regimes (CMA-ES restart variant, smooth SO direct search, parameter-
free SO, etc.) — fold them in.

Specifically:
- New top-level branch on "how expensive is each evaluation?" so the
  sample-efficient algorithms (BayesianOpt, Tpe) and multi-fidelity
  ones (Hyperband) have a clear home.
- Continuous-SO branch gains IPOP-CMA-ES (multimodal), Nelder-Mead
  (smooth, low-dim), (1+1)-ES (cheap baseline), sNES (high-dim
  alternative to CMA-ES), Tlbo (parameter-free).
- Multi-objective branches gain SMS-EMOA, HypE, ε-MOEA, PESA-II,
  AGE-MOEA, GrEA, KnEA, RVEA — placed by their distinguishing
  characteristic (geometry-aware, knee-points, grid-based, etc.)
- Quick-reference table extended to all 35 algorithms and grouped by
  paradigm.
2026-05-05 10:30:45 -06:00
swaits 9ae1df68cb chore(release): roll up v0.3.0 — expensive-eval, gradient-free, multi-fidelity
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.
2026-05-05 10:00:00 -06:00
swaits bfc2875d62 feat(traits,algorithms): add PartialProblem trait and Hyperband
Multi-fidelity optimization. Hyperband (Li et al. 2017) and its
foundation Successive Halving (Karnin et al. 2013) tune
hyperparameters by allocating *uneven* compute across configurations:
sample many cheap-to-evaluate-at-low-budget configs, then promote
the survivors to higher budgets. Crucial for ML hyperparameter
tuning where each evaluation is a partial training run.

This requires a new trait — `Problem::evaluate` is a single-shot
black box, but Hyperband needs to evaluate the SAME decision at
different fidelity budgets:

  pub trait PartialProblem {
      type Decision: Clone;
      fn objectives(&self) -> ObjectiveSpace;
      fn evaluate_at_budget(&self, decision: &Self::Decision,
                            budget: f64) -> Evaluation;
  }

`PartialProblem` is intentionally NOT a sub-trait of `Problem`.
Implementors who already have a `Problem` and want their
`evaluate_at_budget` to ignore budget can write a one-line wrapper.

`Hyperband` is the optimizer:

  pub struct HyperbandConfig {
      max_budget: f64, eta: f64, max_brackets: usize, seed: u64,
  }
  pub struct Hyperband<I> { config, initializer, ... }

Single-objective only. The decision sampler is an `Initializer<D>` so
it works the same way as every other heuropt algorithm. Generic over
decision type.
2026-05-05 09:59:03 -06:00
swaits 27f80fb2a3 feat(traits): add Repair<D> trait + ClampToBounds and ProjectToSimplex impls
Spec §22 Round 4-D listed bounded mutation / repair operators as future
work; this is the second piece of that. A `Repair<D>` trait that nudges
infeasible decisions back to feasibility, intended to be called from a
user's Variation operator (or a CompositeVariation pipeline) when
projection-style constraint handling is preferred over the
penalty-style `constraint_violation` approach.

Trait:
  pub trait Repair<D> {
      fn repair(&mut self, decision: &mut D);
  }

Provided impls:
- `ClampToBounds` — clamps each variable of a Vec<f64> to per-axis bounds
- `ProjectToSimplex` — projects a Vec<f64> onto the (clipped) probability
  simplex (Σ x_i = total, x_i ≥ 0), useful for portfolio-style problems
  and reference-direction normalization

Both stay in the existing `operators` module (alongside Variation
operators) since they share the same "transforms decisions" theme. Re-
exported from the prelude.
2026-05-05 09:56:44 -06:00
swaits 66f6cf6e86 feat(selection): add stochastic_ranking_select for constrained problems
Runarsson & Yao 2000 stochastic ranking: a probabilistic alternative
to feasibility-first tournament selection. Each pairwise comparison
during a bubble-sort pass uses the *objective* value with probability
`pf` even when one or both candidates are infeasible. The classic
recommendation `pf = 0.45` reliably outperforms strict
feasibility-first on heavily-constrained problems where occasionally
exploring the infeasible region helps cross narrow feasible corridors.

New helper: `stochastic_ranking_select` lives next to
`tournament_select_single_objective` in `selection::tournament`.
Single-objective only; same signature pattern (population, objectives,
count, rng, plus the new `pf` knob).
2026-05-05 09:55:43 -06:00
swaits 358e441b36 feat(algorithms): add Tpe (Tree-structured Parzen Estimator)
Bergstra et al. 2011: sample-efficient sequential optimizer that's the
workhorse of Hyperopt and Optuna. Different surrogate from BO's
Gaussian process — TPE models p(x | y < y*) with one KDE and
p(x | y >= y*) with another, then samples candidates from the 'good'
KDE and ranks by the ratio l(x) / g(x). The acquisition is implicit
in the ratio (a closed-form analog of Expected Improvement).

Implementation:
- 1-D Gaussian KDE per axis, with bandwidth chosen by Scott's rule
- Per-step:
  - Evaluate observations into 'good' (top γ fraction by target) and
    'bad'
  - Sample n_candidates from the good distribution (independent per
    axis) and pick the one with the largest l(x)/g(x)
  - Evaluate it, append to history

Vec<f64> only, single-objective only. Compared with BayesianOpt:
- Cheaper per-step (no GP factorization)
- Doesn't need kernel hyperparameter tuning to work well
- Naturally extends to mixed/categorical decision types (future work)
- Generally less sample-efficient than well-tuned BO on smooth
  continuous problems, but more robust out of the box

Tests cover convergence on 1-D Sphere within a tight budget,
deterministic reruns, panic on multi-objective.
2026-05-05 09:55:01 -06:00
swaits e7355ebb8a feat(algorithms): add SeparableNes (Natural Evolution Strategy)
Wierstra et al. 2008/2014 NES with the diagonal-covariance "separable"
variant (sNES). Different theoretical foundation from CMA-ES: rather
than tracking a full covariance matrix and adapting it through
evolution paths, sNES updates the sampling distribution's parameters
by following the natural gradient of expected fitness.

Each generation:
- Sample λ offspring from N(μ, diag(σ²))
- Rank-shape the fitnesses (utility weights from the standard NES table)
- Update μ along the natural gradient: μ ← μ + η_μ · σ · sum(u_i · z_i)
- Update σ multiplicatively: σ_j ← σ_j · exp(η_σ/2 · sum(u_i · (z_i,j² - 1)))

Vec<f64> decisions only, single-objective only. The diagonal covariance
makes per-step cost O(λ·n) instead of CMA-ES's O(λ·n²) — much faster on
high-dimensional problems where full-covariance tracking is expensive
or numerically fragile, at the cost of being unable to handle strongly
rotated landscapes.
2026-05-05 09:53:20 -06:00
swaits 8a34fd94b8 feat(examples): wire (1+1) ES, Nelder-Mead, IPOP-CMA-ES, BO into compare harness
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.
2026-05-05 09:51:12 -06:00
swaits a70500406c feat(algorithms): add BayesianOpt — GP-based Bayesian Optimization
The first sample-efficient algorithm in heuropt. Bayesian optimization
maintains a Gaussian-process surrogate of the objective and at each
step picks the next decision by maximizing an acquisition function on
that surrogate, so the evaluation budget is used surgically.

Implementation:
- **Kernel**: anisotropic RBF (squared-exponential) with per-axis
  length scales, signal variance, and a small noise/jitter floor.
  Hyperparameters are exposed in the config; a future version can add
  marginal-likelihood maximization.
- **Posterior**: standard formulation. Cholesky factorizes K (using
  the new internal helper); mean and variance predictions follow.
- **Acquisition**: Expected Improvement against the best observed
  feasible point. Optimized by best-of-N random sampling — simple,
  predictable cost, no inner-optimizer footgun.
- **Initial design**: `initial_samples` uniform-random points in
  bounds before the BO loop starts.
- **Constraints**: feasibility-aware EI — best observed value uses
  only feasible points; infeasible candidates are penalized.

Vec<f64> decisions, single-objective only. Targets the regime no
existing heuropt algorithm covers: 50–500 evaluations on an
expensive black-box function (CFD sim, ML training run, real-world
measurement).

Tests cover convergence on the 1-D sphere within a tight evaluation
budget (~30 evals get to f < 1e-6 — vs population-based methods
needing thousands), deterministic reruns, and panic on
multi-objective + dim mismatches.
2026-05-05 09:51:12 -06:00
swaits 284f1143de feat(internal): add Cholesky factorization helper for SPD matrices
Hand-rolled `A = L · L^T` factorization plus forward/backward triangular
solves, used by the upcoming Bayesian Optimization implementation for
the GP posterior. Same f64 row-major Vec<Vec<f64>> interface as the
existing Jacobi eigen helper so we don't pull in nalgebra for one
algorithm.

Returns Err on non-positive-definite input (a small jitter is the
typical caller-side fix). Tested against the standard 2x2 case, the
3x3 known-result case, A·x = b round-trip, and the SPD-failure case.
2026-05-05 09:51:12 -06:00
swaits 60b17f58c9 feat(algorithms): add IpopCmaEs (CMA-ES with restart) for multimodal problems
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.
2026-05-05 09:51:12 -06:00
swaits b78e5ed2fc feat(algorithms): add NelderMead simplex direct-search optimizer
Nelder & Mead 1965: gradient-free local optimizer that maintains a
simplex of n+1 points in n-D and at each iteration replaces the worst
vertex by one of {reflect, expand, outside-contract, inside-contract,
shrink} relative to the centroid of the rest. The five standard
coefficients (reflection α=1, expansion γ=2, contraction ρ=0.5,
shrinkage σ=0.5) are exposed in the config but default to canonical
values so users can leave them alone.

Single-objective only, Vec<f64> only, bounds enforced by clamping
each new vertex. Termination is purely iteration-count for v0.2;
"vertices have collapsed" stopping is a future enhancement.

Filling a real gap: heuropt had population-based local search
(SimulatedAnnealing, HillClimber) but no classical direct-search
algorithm. Excellent for low-dim smooth-ish problems where a
population is overkill.
2026-05-05 09:51:12 -06:00
swaits 7d8a29df2b feat(algorithms): add OnePlusOneEs (1+1)-ES with Rechenberg's one-fifth rule
Rechenberg 1973's elemental evolution strategy: one parent, one child
each generation, accept the child if it is no worse, and adapt the
mutation step size by tracking the success rate. If more than 1/5 of
recent moves were accepted the search is too cautious — multiply σ by
`step_increase` (typical 1.22). Below 1/5 — divide by the same factor.
At 1/5 — leave it alone. The success window has length `adaptation_period`.

Single-objective only. Vec<f64> only. Generic Gaussian step bounded by
the embedded `RealBounds`.

Why ship it: it's the smallest possible self-adapting evolution strategy
and a useful pedagogical / baseline endpoint. Pairs well as the budget
floor ("give me anything cheaper than CMA-ES").
2026-05-05 09:51:12 -06:00
swaits 5a0475c678 chore(release): bump to v0.2.0 and update CHANGELOG
Substantial v0.2.0 release on top of v0.1.0:

**21 new algorithms:**
- Single-objective: HillClimber, SimulatedAnnealing, GeneticAlgorithm,
  ParticleSwarm, CmaEs, TabuSearch, AntColonyTsp, Umda, Tlbo
- Multi-objective: Mopso, Ibea, SmsEmoa, Hype, Rvea, PesaII,
  EpsilonMoea, AgeMoea, Grea, Knea

**5 new operators:**
BoundedGaussianMutation, SimulatedBinaryCrossover (SBX),
PolynomialMutation, CompositeVariation, LevyMutation

**New utility:** `hypervolume_nd` (HSO algorithm) for arbitrary
dimensionality

**New examples:** `compare` (multi-seed harness across 7 benchmark
problems and 19 algorithms), `benchmarks` (canonical reference runs),
`jiggly_tuning` (real-world 4-objective firmware tuning)

**New feature flag:** `parallel` (rayon-backed population evaluation)

**README:** added an explanatory algorithm-selection decision tree

No breaking changes to v0.1.0 public API.
2026-05-05 09:51:12 -06:00
swaits 26385fdb43 feat(examples): add ZDT3, DTLZ1, Rosenbrock, Ackley benchmark problems
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.
2026-05-05 09:51:12 -06:00
swaits f0faf93b87 feat(algorithms): add KnEA (Knee point-driven EA)
Zhang, Tian & Jin 2015 KnEA: many-objective MOEA that biases survival
selection toward 'knee points' on the Pareto front — points where a
small improvement in one objective costs a large degradation in
another.

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

Knee points are intuitively the most attractive points on a Pareto
front when no preference information is available. KnEA pushes the
search toward them at the cost of less uniform front coverage.
2026-05-05 09:51:12 -06:00
swaits a95380376e feat(algorithms): add Grea (Grid-based Evolutionary Algorithm)
Yang, Li, Liu & Zheng 2013 GrEA: many-objective MOEA whose secondary
ranking is a grid-based diversity score instead of crowding distance
or reference vectors.

Each generation:
- NSGA-II-like loop with offspring + non_dominated_sort
- For the splitting front:
  - Translate by ideal/nadir; partition objective space into a
    (`grid_divisions` per axis) grid
  - For every member compute three grid scores:
    - GR (grid rank)         = sum of grid coordinates (closer to ideal = lower)
    - GCD (grid crowding distance) = #neighbors within 1 grid unit (in any axis)
    - GCPD (grid coordinate point distance) = max coord - min coord
  - Sort F_l ascending by GR, then by GCD, then by GCPD
  - Take the top `n - already_selected` survivors

GrEA's grid-based niching is a different lens from NSGA-III's reference
points and RVEA's reference vectors — particularly effective on
non-convex fronts where reference-vector approaches struggle.
2026-05-05 09:51:12 -06:00
swaits 6bfa52c149 feat(algorithms): add AgeMoea (Adaptive Geometry Estimation MOEA)
Panichella 2019 AGE-MOEA: a many-objective MOEA that *infers* the
front's geometry (its L_p shape, where p = 1 is linear, p = 2 is
spherical, p < 1 is convex etc.) from the current non-dominated set
and uses that estimate to drive both proximity and diversity in
survival selection.

Each generation:
- NSGA-II-like loop: random parent selection + variation + evaluation
- Combine + non_dominated_sort
- Fill front-by-front; for the splitting front:
  - Translate by ideal point z*
  - Find extreme points by ASF (same as NSGA-III) and intercepts
  - Estimate the geometry parameter p by minimizing
    \|f − ideal\|_p constancy on the extreme points
  - Score every member by survival_score = (proximity_to_ideal) +
    (1 / nearest-neighbor distance in the same L_p frame)
  - Keep the top scorers

The geometry estimation is the novel contribution; with 3+ objectives
it produces fronts whose spread better matches the true shape than
NSGA-III's reference points (which assume a known geometry).
2026-05-05 09:51:12 -06:00
swaits 9a336da43e feat(algorithms): add Tlbo (Teaching-Learning-Based Optimization)
Rao 2011 TLBO: parameter-free single-objective optimizer for Vec<f64>.
The selling point — uniquely among the metaheuristics we ship — is that
it has NO algorithm-specific hyperparameters: no F, CR, w, c1, c2, σ,
mutation rate, etc. Just population_size and generations.

Each generation has two phases:
- **Teacher phase**: identify the best individual (the 'teacher'). For
  every learner, compute a 'mean' learner and try replacing it with a
  candidate moved toward the teacher by a random fraction, scaled by
  the gap between teacher and (TF · mean), where TF ∈ {1, 2}.
- **Learner phase**: each learner picks a random partner and tries
  moving toward the better one of the pair. Only successful moves are
  kept.

Single-objective only, Vec<f64> only, bounds enforced via clamping.
Tests cover Sphere1D convergence, deterministic reruns, and panic on
multi-objective.
2026-05-05 09:51:11 -06:00
swaits 1b8070476b feat(operators): add LevyMutation real-valued heavy-tailed mutation
Lévy-flight perturbation: each variable receives a step drawn from a
heavy-tailed Lévy(α) distribution rather than a Normal. The result is
"mostly small steps with rare big jumps," which gives a more
exploratory mutation than Gaussian without abandoning local search.

Decision type: Vec<f64>, with optional bounds (clamped per-axis if
`bounds` is non-empty). The step is sampled via Mantegna's algorithm
which generates Lévy(α) by combining two Normal samples and taking
the right power, controlled by the tail exponent `alpha` (typical
1.5; 1 is heavy, 2 collapses to Normal).

This is the only genuinely-different mutation kernel from Cuckoo
Search and other Lévy-flight metaheuristics; ship it as a Variation
operator usable from any algorithm rather than as a separate
algorithm.
2026-05-05 09:51:11 -06:00
swaits 3400124541 feat(examples): wire SMS-EMOA, HypE, RVEA, PESA-II, ε-MOEA into compare harness
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.
2026-05-05 09:51:11 -06:00
swaits 4fa8250c24 feat(algorithms): add EpsilonMoea (ε-dominance MOEA, Deb et al. 2003)
Replaces strict Pareto dominance with ε-dominance: A ε-dominates B when
`floor(A_i / ε) ≤ floor(B_i / ε)` for every objective and strictly
less in at least one (minimization frame). The result is a regular
discretization of objective space — at most one archive member per
ε-box — so the front spreads out automatically and the archive size
self-limits without truncation tricks.

Steady-state design: each generation samples one parent from the main
population and one from the ε-archive, applies variation, evaluates
the child, and offers it to both archives. Every member's
ε-coordinates and the box-tie rules are precomputed each insertion.

Tests: produces a front on Schaffer N.1 with reasonable spread,
deterministic reruns, panic on `epsilon[i] <= 0.0` and on
`epsilon.len() != objectives.len()`.
2026-05-05 09:51:11 -06:00
swaits f8fd3880ac 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`.
2026-05-05 09:51:11 -06:00
swaits 283d7429bb feat(algorithms): add Rvea (Reference Vector-guided EA)
Cheng, Jin, Olhofer & Sendhoff 2016 RVEA: many-objective MOEA built
around a fixed set of Das–Dennis reference vectors. Each generation:
- Generate offspring via random parent selection + variation +
  evaluation
- Combine population + offspring; translate by ideal point z*
- Associate every member with the reference vector whose angle to
  the translated objective vector is smallest
- For each occupied vector, keep the member with the smallest
  Angle-Penalized Distance (APD) score; the rest are dropped
- APD = (1 + α(t)·θ_max·γ) · |f − z*| where γ is the angle to the
  associated reference and α(t) = (t / t_max)^2 anneals the angle
  penalty over the run

This produces well-spread fronts at high objective counts where
Pareto-rank methods (NSGA-II, SPEA2) lose discrimination.
2026-05-05 09:51:11 -06:00
swaits d8d580e414 feat(algorithms): add HypE (Hypervolume Estimation)
Bader & Zitzler 2011: HypE estimates hypervolume contributions via
Monte Carlo sampling instead of computing them exactly. The point of
the trick is that exact hypervolume becomes prohibitively expensive
beyond ~5 objectives, while MC sampling stays cheap and accurate
enough at any dimension.

Each generation:
- Generate offspring via parent selection + variation + evaluation
- Combine, run non_dominated_sort, fill front-by-front
- For the splitting front, estimate each member's HV contribution
  by drawing `n_samples` uniform points in the box [ideal, reference]
  and counting how many points are dominated by *exactly* one front
  member — that count, divided by n_samples and multiplied by the
  box volume, is the member's expected unique HV contribution.
- Drop members one at a time from the splitting front by smallest
  estimated contribution.

Public API matches the rest of the MO algorithms (Config + Optimizer).
The reference point is supplied in the config so the user controls
the integration domain. Tests cover non-empty front, deterministic
reruns, and panic on dim-mismatched reference.
2026-05-05 09:51:11 -06:00
swaits cfc241980c feat(algorithms): add SmsEmoa (S-Metric Selection EMOA)
Beume, Naujoks & Emmerich 2007: a steady-state MOEA that uses
hypervolume contribution as the secondary survival selection criterion.

Each generation:
- Generate ONE child via parent selection + variation + evaluation.
- Combine population + child, run non_dominated_sort.
- The discarded individual is the worst-front member with the
  smallest hypervolume contribution (computed via the new
  hypervolume_nd_from_evaluations helper).

Selection-quality is excellent at moderate objective counts (2–4) at
the cost of higher per-step compute (each survival selection requires
N+1 hypervolume evaluations of size ≤ N each). Best paired with a
tightly-bounded objective space — the user supplies a fixed reference
point in the config.

Tests: produces a non-empty front on Schaffer N.1, deterministic
reruns, panic on `population_size == 0`, panic on
`reference_point.len() != objectives.len()`.
2026-05-05 09:51:11 -06:00
swaits e2d8b4e4c2 feat(metrics): add hypervolume_nd via Hypervolume-by-Slicing-Objectives (HSO)
Generalizes the existing 2-D hypervolume to arbitrary M ≥ 1 dimensions
using the standard recursive Hypervolume-by-Slicing-Objectives (HSO)
algorithm from While et al. 2006:

- For M = 1: return reference[0] - min(points[0])
- For M = 2: sort by axis 0, sweep accumulating rectangles (matches
  hypervolume_2d's existing exact behavior)
- For M ≥ 3: sort by the last axis, peel off slices of increasing
  thickness and recursively compute the (M−1)-dimensional HV of each
  slice's projected non-dominated subset

Direction-aware: minimization-oriented input is the entry point, so
maximize objectives are negated by the caller via
`ObjectiveSpace::as_minimization` before the recursion runs.

Tested against:
- the existing 2-D analytical case (3 points → area 6)
- a known 3-D unit-cube case (1 point at origin, ref [1,1,1] → 1)
- empty front → 0
- agreement with hypervolume_2d on random 2-D fronts
2026-05-05 09:51:11 -06:00
swaits 6c2b989c4a docs(readme): add explanatory algorithm-selection decision tree
A substantial README section walking newcomers through choosing an
optimizer. Defines the terminology as it comes up — single- vs multi-
vs many-objective, Pareto front, dominance, multimodality, evaluation
cost — so a reader who has never touched heuristic optimization can
still pick a sensible starting algorithm.

Five-step decision flow:
1. What is the decision?
2. How many objectives?
3. What's the landscape like? (multimodal, smooth, discrete)
4. How expensive is each evaluation?
5. Are there constraints?

Each branch ends with 1–3 algorithm recommendations and a one-line
rationale, plus a compact "quick reference" table at the bottom for
returning users.
2026-05-05 09:51:11 -06:00
swaits 7f67e58b27 feat(examples): wire new SO algorithms into the compare harness
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.
2026-05-05 09:51:11 -06:00
swaits 8c4b8013b8 feat(algorithms): add Umda Univariate Marginal Distribution EDA for binary problems
Mühlenbein 1997 UMDA: simplest Estimation-of-Distribution Algorithm for
`Vec<bool>` problems. Each generation:
- Evaluate the current population
- Select the top μ members by fitness
- Estimate per-bit marginal probability p_i = (count of 1s at bit i in
  the μ-best) / μ
- Sample population_size new individuals from the resulting product-of-
  Bernoullis distribution

Single-objective only. Bit-wise probabilities are clamped to
`[1 / (2 · μ), 1 - 1 / (2 · μ)]` to keep the population from collapsing
to a deterministic single string before convergence is meaningful
(standard Laplace-style smoothing for UMDA).

Tests: solves OneMax (maximize Σ bits) on a 20-bit instance,
deterministic reruns, panic on multi-objective.
2026-05-05 09:51:11 -06:00
swaits 974011796e feat(algorithms): add AntColonyTsp ant colony optimization for TSP-style permutations
Dorigo-style Ant System for permutation problems on a complete graph:
each generation, every ant constructs a tour by probabilistically
picking the next node from those it has not yet visited, weighted by
`τ_ij^α · η_ij^β` where τ is the pheromone level on edge (i, j) and
η is the heuristic desirability (1 / distance, here). After all ants
finish, pheromone evaporates by a factor `(1 - ρ)` and is reinforced
on each ant's tour proportional to that tour's quality.

Decision type is `Vec<usize>` (a permutation of 0..n_cities). The user
supplies a distance matrix and the n_cities is inferred. Single-objective
only (the cost is total tour length, which the Problem evaluates).

Tests build a 5-city ring and verify ACO finds a near-optimal tour,
plus deterministic reruns and panic on multi-objective.
2026-05-05 09:51:11 -06:00
swaits 7213bdd148 feat(algorithms): add IBEA (Indicator-Based Evolutionary Algorithm)
Zitzler & Künzli 2004 IBEA: replaces Pareto-rank + crowding fitness
with a single scalar fitness derived from a binary quality indicator
(here, the additive ε-indicator). Loses no information at three or
more objectives the way crowding distance does.

Algorithm:
- For every (i, j) pair compute I(i, j) = max_k (f_k(i) - f_k(j)) on
  minimization-oriented objectives.
- Fitness F(i) = -Σ_{j≠i} exp(-I(j, i) / κ).
- Each generation: combine parents + offspring, iteratively remove the
  lowest-F member (cleanly recomputing the contribution of the dropped
  member from each surviving member's fitness) until population_size
  remain.
- Parent selection: binary tournament on F (higher wins).

Bounds-aware operators recommended (SBX + PolyMut).
Tests: produces a non-empty front on Schaffer N.1, deterministic
reruns, panic on `population_size == 0`.
2026-05-05 09:51:11 -06:00
swaits d16e0379a3 feat(algorithms): add MOPSO (Multi-Objective Particle Swarm)
Coello, Pulido & Lechuga 2004 MOPSO: PSO adapted for multi-objective
optimization via an external Pareto archive used as the source of
swarm leaders.

Each generation:
- Evaluate every particle's current position
- Insert non-dominated members into the archive (using ParetoArchive)
- For each particle, pick a leader from the archive (uniform random
  among archive members)
- Update velocity using inertia + cognitive (toward pbest) + social
  (toward leader)
- Update positions, clamp to bounds
- Refresh personal bests using Pareto comparison: pbest is replaced
  only when the new position dominates it; on non-dominated, keep
  with 50/50 random tiebreak

Vec<f64> decisions only. Truncates the archive to `archive_size` via
the existing simple-tail truncation. Tests: produces a non-empty
front on Schaffer N.1, deterministic reruns, panic on
single-objective.
2026-05-05 09:51:11 -06:00
swaits c04420851e feat(algorithms): add CMA-ES (Covariance Matrix Adaptation Evolution Strategy)
Hansen & Ostermeier 2001 CMA-ES, the canonical real-valued
single-objective stochastic optimizer. Implements the full (μ/μ_w, λ)
update with rank-μ + rank-1 covariance updates and cumulative step-size
adaptation:

- Sample λ offspring from N(mean, σ² · C)
- Select the μ best, weight them, recompute mean
- Update evolution paths p_σ (step size) and p_c (covariance)
- Rank-1 update of C from p_c, plus rank-μ update from selected offspring
- Adapt σ via |p_σ| / E‖N(0,I)‖

Eigendecomposition (used to convert C into its B·D form for sampling
N(0, σ²·C)) goes through the new internal Jacobi helper, recomputed
every `eigen_decomposition_period` generations to amortize cost.

Vec<f64> decisions only. Bounds taken from a `RealBounds` field; mean
and offspring are clamped per dimension. Single-objective only.

Hyperparameters use the standard CMA-ES defaults (μ=λ/2, weights from
Hansen's tutorial, c_σ, c_c, c_1, c_μ, d_σ all formulae from §7.1).

Tests cover: convergence on Sphere1D and 5-D Rosenbrock, deterministic
reruns, panic on multi-objective, panic on `population_size < 4`.
2026-05-05 09:51:11 -06:00
swaits 325c8cdd37 feat(internal): add Jacobi symmetric-eigendecomposition helper
Hand-rolled symmetric-matrix eigendecomposition via the cyclic Jacobi
rotation method. Returns sorted (eigenvalue, eigenvector) pairs in
descending order. Pure f64 row-major `Vec<Vec<f64>>` interface so we
don't pull in nalgebra for one algorithm.

Lives in `src/internal/eigen.rs` (new module). Used by the upcoming
CMA-ES implementation to maintain the covariance matrix's
eigendecomposition each generation. Tested against the standard
2x2 case, the diagonal case, and a known 3x3 result.
2026-05-05 09:51:11 -06:00
swaits d82fcfc658 feat(algorithms): add TabuSearch with a configurable neighbor generator
Glover 1986 tabu search for single-objective problems. Generic over
decision type — the user supplies a neighbor-generator closure that
produces a finite list of candidate moves from the current incumbent
(e.g. all 2-swaps for a permutation, or N Gaussian-perturbed copies of
a real vector). Each iteration picks the best non-tabu neighbor (with
an aspiration override that lets a tabu move through if it beats the
best-seen-ever incumbent) and adds the chosen move's decision to a
fixed-size FIFO tabu list.

Single-objective only. Tracks the best-seen-ever incumbent across the
run, returned as the result. Generic over the decision `D: Hash + Eq`
so the tabu list can match by full decision (simple and correct;
move-based tabu is left for users to implement themselves via a
custom decision wrapper).
2026-05-05 09:51:11 -06:00
swaits ba07361439 feat(algorithms): add ParticleSwarm (canonical PSO) for Vec<f64>
Eberhart & Kennedy 1995 PSO with the standard inertia-weight update:

  v[i,t+1] = w·v[i,t] + c1·r1·(pbest[i] - x[i,t]) + c2·r2·(gbest - x[i,t])
  x[i,t+1] = clamp(x[i,t] + v[i,t+1], bounds)

Single-objective only, `Vec<f64>` decisions only (PSO's velocity vector
needs a Euclidean structure that doesn't generalize cleanly to bool/perm).
Velocities are clamped to ±(hi - lo) per dim to keep particles from
exploding off into space.

Config exposes the four standard knobs — swarm size, generations,
inertia w, cognitive c1, social c2 — plus a seed. Tests cover
convergence on Sphere1D, deterministic reruns, and panic on
multi-objective.
2026-05-05 09:51:11 -06:00
swaits f77e163ac4 feat(algorithms): add GeneticAlgorithm — single-objective generational GA
Canonical generational GA with elitism: each generation runs binary
tournament selection (using `tournament_select_single_objective`) on
the current population, applies the variation operator pair-wise to
produce offspring, evaluates them, then replaces the population while
preserving the top `elitism` members from the previous generation
(elitism prevents fitness regression on a single seed).

Single-objective only. Generic over decision type — pair with
`SimulatedBinaryCrossover + PolynomialMutation` for real-valued,
single-point crossover + bit-flip for binary, etc.

Tests: convergence on Sphere1D, deterministic reruns, panic on
multi-objective, panic on `population_size < 2`, panic on
`elitism > population_size`.
2026-05-05 09:51:11 -06:00
swaits 35fbf622f2 feat(algorithms): add SimulatedAnnealing single-objective local search
Classic Kirkpatrick et al. 1983 SA: hill climber that also accepts
worse moves with probability `exp(-Δ/T)` where T anneals geometrically
from `initial_temperature` to `final_temperature` over the iteration
count.

Single-objective only. Generic over decision type — works on real
vectors, bool vectors, permutations, anything. Tracks the best-seen
incumbent across the run (not just the last accepted move) so the
result reflects the actual best ever visited, not where the random
walk happened to end.

Tests cover: convergence on Sphere1D under reasonable hyperparameters,
deterministic reruns, panic on multi-objective, panic on
non-positive temperatures.
2026-05-05 09:51:10 -06:00
swaits a93d0df858 feat(algorithms): add HillClimber single-objective greedy local search
The simplest possible local search: start from one initializer-sampled
decision, repeatedly mutate it via the variation operator, and keep the
child only when it is strictly better than the current incumbent (with
the standard feasible-beats-infeasible / lower-violation tiebreaks
when relevant).

Single-objective only — panics with a clear message if the problem
exposes more than one objective. Deterministic under a seed. Returns
a population/front of size one (the current incumbent) so it slots
into the comparison harness like any other optimizer.
2026-05-05 09:51:10 -06:00
swaits cf3b6acd10 fix(examples): jiggly mean_presses now counts every daily press
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.
2026-05-05 09:51:10 -06:00
swaits e42514087c feat(examples): personalize jiggly weights with hinge press term and balance bonus
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.
2026-05-05 09:51:10 -06:00
129 changed files with 21437 additions and 360 deletions
+33
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# cargo-mutants configuration for heuropt.
#
# Run with:
# cargo install cargo-mutants
# cargo mutants # full sweep (slow)
# cargo mutants --in-diff HEAD~1 # only mutate recently-changed lines
#
# A *surviving* mutation = the test suite passed despite a code change,
# which usually means a missing test or a missing invariant.
#
# This isn't gated CI; it's an advisory tool. The property tests in
# tests/properties.rs are the natural place to land new invariants
# discovered via mutation runs.
# Files to skip mutating. We skip:
# - examples (illustrative, not core algorithm correctness)
# - benches (microbench harness, not behavior)
# - the docs/* spec markdown
# - tests_support (test helpers; mutating them changes test inputs,
# not behavior under test)
exclude_globs = [
"examples/**/*.rs",
"benches/**/*.rs",
"src/tests_support/**/*.rs",
]
# `cargo-mutants` defaults to `cargo test` for the suite. Keep that.
# `--no-shuffle` makes failure attribution deterministic.
additional_cargo_test_args = ["--", "--test-threads=1"]
# Time-out per mutated build+test cycle. Big enough for a slow test
# (proptest can take ~10s) but short enough to detect infinite loops.
timeout_multiplier = 5.0
+1
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@@ -0,0 +1 @@
{"sessionId":"ac44d107-52ca-4cd4-9586-ae2fe91bc9f7","pid":2366937,"procStart":"77336928","acquiredAt":1778002505967}
+40
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@@ -0,0 +1,40 @@
---
name: Bug report
about: A correctness, performance, or panic bug in heuropt
title: "bug: <one-line summary>"
labels: bug
---
## What happened
<Concise description of the bug.>
## Reproducer
```rust
// Smallest example that demonstrates the bug. Ideally <30 lines and
// runnable as a fresh `examples/repro.rs`. Include the Cargo.toml
// `[features]` you used.
```
Command used:
```sh
cargo run --release --example repro
```
## Expected vs observed
- **Expected:** <what should happen>
- **Observed:** <what actually happens>
## Environment
- heuropt version:
- `rustc --version`:
- OS / arch:
- Feature flags enabled:
## Additional context
<Anything else — fuzz artifact path, screenshots, profiler output.>
+8
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@@ -0,0 +1,8 @@
blank_issues_enabled: false
contact_links:
- name: Security vulnerability
url: https://github.com/swaits/heuropt/security/advisories/new
about: Please use private vulnerability reporting — do not open a public issue. See SECURITY.md.
- name: Question / discussion
url: https://github.com/swaits/heuropt/discussions
about: For open-ended questions or design discussions.
+24
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@@ -0,0 +1,24 @@
---
name: Docs issue
about: Something in the README, mdbook guide, or rustdoc is wrong, missing, or unclear
title: "docs: <one-line summary>"
labels: documentation
---
## Where
- [ ] `README.md`
- [ ] mdbook user guide (chapter / section: ____ )
- [ ] rustdoc on a specific item (path: ____ )
- [ ] Examples (`examples/____.rs`)
- [ ] CHANGELOG / migration guide
- [ ] Other: ____
## What's wrong
<Concrete description: typo, broken link, outdated code sample,
missing topic, unclear explanation, etc.>
## What it should say (if you know)
<Optional: proposed wording or correct content. Even a sketch helps.>
+39
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@@ -0,0 +1,39 @@
---
name: Feature request
about: Propose a new algorithm, operator, metric, or API addition
title: "feat: <one-line summary>"
labels: enhancement
---
## What and why
<What you want, and the problem it solves. If this is a new algorithm
or operator, cite the paper or canonical reference.>
## Proposed API sketch
```rust
// What the public surface would look like — config struct fields,
// trait impl, etc. Doesn't need to be final, just enough to discuss.
```
## Alternatives considered
<Other approaches you thought about and why this one wins. If a
similar feature already exists in heuropt or another Rust crate,
explain how this differs.>
## Scope
- [ ] New trait (will need API discussion)
- [ ] New algorithm
- [ ] New operator
- [ ] New metric / Pareto utility
- [ ] New optional feature flag
- [ ] Change to existing public API (potentially breaking)
## Willing to implement?
- [ ] Yes, I'll send a PR.
- [ ] Yes, but I'd like guidance on the design first.
- [ ] No, I'm reporting the need.
+32
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@@ -0,0 +1,32 @@
<!--
Thanks for the contribution! Please skim CONTRIBUTING.md if you
haven't yet — it has the local-test checklist and the conventional-
commits requirement.
-->
## What
<One- or two-sentence summary. Focus on the *what* and *why*, not
the *how*.>
## Why
<Motivation. Link the issue this resolves with `Closes #N` if
applicable.>
## Checklist
- [ ] `cargo fmt --all`
- [ ] `cargo clippy --all-targets --all-features -- -D warnings`
- [ ] `cargo test` and `cargo test --all-features`
- [ ] `cargo doc --no-deps --all-features` (with `-D warnings`)
- [ ] Conventional-commit subject(s) (`<type>(<scope>): <summary>`)
- [ ] If touching algorithm output: confirmed bit-identical results
via `cargo run --release --example compare`
- [ ] If perf change: included gungraun before/after numbers in the
commit message
- [ ] Updated CHANGELOG.md under `[Unreleased]` if user-visible
## Anything else
<Caveats, follow-ups, screenshots, perf numbers, etc.>
+113
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@@ -0,0 +1,113 @@
name: CI
on:
push:
branches: [main]
pull_request:
branches: [main]
env:
CARGO_TERM_COLOR: always
RUSTFLAGS: "-D warnings"
jobs:
fmt:
name: rustfmt
runs-on: ubuntu-latest
steps:
- uses: actions/checkout@v4
- uses: dtolnay/rust-toolchain@stable
with:
components: rustfmt
- run: cargo fmt --all -- --check
clippy:
name: clippy --all-features
runs-on: ubuntu-latest
steps:
- uses: actions/checkout@v4
- uses: dtolnay/rust-toolchain@stable
with:
components: clippy
- uses: Swatinem/rust-cache@v2
- run: cargo clippy --all-targets --all-features -- -D warnings
test:
name: test (${{ matrix.features }})
runs-on: ubuntu-latest
strategy:
fail-fast: false
matrix:
features:
- "default"
- "serde"
- "parallel"
- "serde,parallel"
steps:
- uses: actions/checkout@v4
- uses: dtolnay/rust-toolchain@stable
- uses: Swatinem/rust-cache@v2
- name: Run unit + integration + property tests
run: |
if [ "${{ matrix.features }}" = "default" ]; then
cargo test
else
cargo test --features ${{ matrix.features }}
fi
- name: Run doctests
run: |
if [ "${{ matrix.features }}" = "default" ]; then
cargo test --doc
else
cargo test --doc --features ${{ matrix.features }}
fi
doc:
name: cargo doc
runs-on: ubuntu-latest
env:
RUSTDOCFLAGS: "-D warnings"
steps:
- uses: actions/checkout@v4
- uses: dtolnay/rust-toolchain@stable
- uses: Swatinem/rust-cache@v2
- run: cargo doc --no-deps --all-features
msrv:
name: minimum supported Rust version (1.85)
runs-on: ubuntu-latest
steps:
- uses: actions/checkout@v4
- uses: dtolnay/rust-toolchain@1.85
- uses: Swatinem/rust-cache@v2
- run: cargo build --all-features
fuzz:
name: fuzz smoke (${{ matrix.target }})
runs-on: ubuntu-latest
strategy:
fail-fast: false
matrix:
target:
- pareto_compare
- non_dominated_sort
- hypervolume_2d
- pareto_archive
- crowding_distance
- spacing
- sbx_polymut
- clamp_to_bounds
steps:
- uses: actions/checkout@v4
- uses: dtolnay/rust-toolchain@nightly
- uses: Swatinem/rust-cache@v2
with:
workspaces: fuzz -> target
- name: Install cargo-fuzz
# No `--locked`: cargo-fuzz's bundled Cargo.lock pins
# rustix=0.36.5, which uses the now-removed `rustc_attrs` cfg
# name and fails to build on current nightly. Letting cargo
# resolve fresh picks a recent rustix that builds cleanly.
run: cargo install cargo-fuzz
- name: 60-second soak
run: cargo fuzz run ${{ matrix.target }} -- -max_total_time=60
+48
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@@ -0,0 +1,48 @@
name: Docs
on:
push:
branches: [main]
tags: ["v*.*.*"]
workflow_dispatch:
permissions:
contents: read
pages: write
id-token: write
concurrency:
group: pages
cancel-in-progress: false
jobs:
build:
name: Build mdbook
runs-on: ubuntu-latest
steps:
- uses: actions/checkout@v4
- name: Install mdbook
run: |
mkdir -p ~/.local/bin
curl -sSL "https://github.com/rust-lang/mdBook/releases/download/v0.4.40/mdbook-v0.4.40-x86_64-unknown-linux-musl.tar.gz" \
| tar -xz -C ~/.local/bin
echo "$HOME/.local/bin" >> "$GITHUB_PATH"
- name: Build
run: |
cd docs/book
mdbook build
- uses: actions/configure-pages@v5
- uses: actions/upload-pages-artifact@v3
with:
path: target/book
deploy:
name: Deploy to GitHub Pages
needs: build
runs-on: ubuntu-latest
environment:
name: github-pages
url: ${{ steps.deployment.outputs.page_url }}
steps:
- id: deployment
uses: actions/deploy-pages@v4
+469 -1
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@@ -7,6 +7,474 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
## [Unreleased]
## [0.6.0] — 2026-05-05
Theme: production lifecycle. heuropt becomes deployable for long-
running, real-world optimization workloads — callbacks, stop
conditions, tracing, and two new performance indicators.
No breaking changes to the public API. Existing `Optimizer<P>` impls
keep compiling — `run_with` is added as a default-impl method that
falls back to `run` plus a single final notification.
### Added
#### Observer + stop-conditions API
A new module `heuropt::observer` introduces:
- `Snapshot<'a, D>` — per-generation observation payload with
`iteration`, `evaluations`, `elapsed`, `population`,
`pareto_front`, `best`, and `objectives`.
- `Observer<D>` trait — single method `observe(&Snapshot) ->
ControlFlow<()>`. Closures of the right shape implement it
automatically. `()` is the no-op observer.
- `Optimizer::run_with(problem, observer)` — new method on the
`Optimizer` trait with a default impl that falls back to `run`.
Algorithms that override `run_with` (so far: `Nsga2`,
`RandomSearch`, `DifferentialEvolution`) call the observer once
per generation; others call it once at the end. Returning
`ControlFlow::Break` halts the optimizer and returns the partial
result.
#### Built-in observers (`observer::builtin`)
- `MaxTime(Duration)` — wall-clock cap.
- `MaxIterations(usize)` — generation cap.
- `TargetFitness(f64)` — direction-aware single-objective target.
- `Stagnation { window, tolerance }` — halt when the best fitness
hasn't improved by `tolerance` over `window` generations.
- `Periodic::new(every, |snap| { … })` — call a user closure every
`every` generations.
- `AnyOf` / `AllOf` plus `Observer::or` / `Observer::and` for
composition.
- `TracingObserver` (behind the new `tracing` feature) — emits
structured `debug!` events per generation.
#### Tracing feature
New optional feature `tracing`, gated on the
[`tracing`](https://crates.io/crates/tracing) crate. Adds
`TracingObserver` to the prelude when enabled.
#### Performance indicators
- `metrics::igd::igd` — Inverted Generational Distance against a
reference set (typically the true Pareto front).
- `metrics::igd::igd_plus` — Pareto-compliant IGD+ variant; adding
a dominated point never improves the score.
- `metrics::r2::r2` — R2 indicator using the weighted Tchebycheff
utility. Pair with `pareto::das_dennis` for the canonical weight
set.
#### Constrained example
`examples/constrained.rs` — solves the BNH constrained 2-objective
problem (Binh & Korn 1996) with NSGA-II + the new observer API,
demonstrating `Periodic` progress logging and `MaxTime` /
composition.
### Changed
- `Population::as_slice()` — new convenience accessor.
[0.6.0]: https://github.com/swaits/heuropt/releases/tag/v0.6.0
## [0.5.0] — 2026-05-05
Theme: comprehensive documentation and project polish. No public-API
changes — bumping `heuropt = "0.5"` in your `Cargo.toml` is enough.
### Added
#### User guide (mdbook)
A new mdbook user guide at `docs/book/`, deployed to
<https://swaits.github.io/heuropt/> via a CI workflow on tag pushes.
Chapters:
- **Introduction** — what heuropt is, who it's for, what's in the box.
- **Five-minute walkthrough** — install, define a problem, run an
optimizer, look at the result.
- **Defining a problem** — the `Problem` trait in depth: single- vs
multi-objective, constraints, custom decision types
(`Vec<f64>`, `Vec<bool>`, `Vec<usize>`, custom structs).
- **Choosing an algorithm** — the README's decision tree, expanded
to a full chapter with the reasoning behind every branch.
- **Cookbook** — seven recipes covering parallelism, expensive
evaluations, comparison harnesses, permutation problems,
constraint repair, picking one answer off a Pareto front, and
writing your own optimizer.
- **Comparison with other libraries** — heuropt vs pymoo, hyperopt,
optuna, MOEA Framework, metaheuristics-rs, argmin. Honest about
when *not* to pick heuropt.
- **Stability and SemVer** — explicit guarantees about which surfaces
are stable; what's likely to change before 1.0; bit-identical
determinism contract.
- **Migration guides** — per-release upgrade notes.
#### Runnable rustdoc examples
Every algorithm now has a runnable ` ```rust ` example block in its
rustdoc — 35 algorithms, all exercised by `cargo test --doc`. Plus
the existing crate-level example in `lib.rs` and the
`CompositeVariation` operator example.
#### Real-world examples
Three new polished examples covering distinct domains:
- `examples/portfolio.rs` — multi-objective portfolio optimization
with budget constraint via `ProjectToSimplex`. Pareto front of
return-vs-risk trade-offs, plus a-posteriori weighted decision.
- `examples/hyperparam_tuning.rs` — sample-efficient hyperparameter
tuning with `BayesianOpt` and `Tpe`, demonstrating mixed-scale
decoding (log-uniform learning rate, integer depth) and a 60-eval
budget.
- `examples/scheduling.rs` — single-machine weighted-completion-time
scheduling: permutation decisions optimized via
`SimulatedAnnealing` + `SwapMutation`, comparing against the
Smith's-rule oracle.
#### Governance docs
- `CONTRIBUTING.md` — local-test checklist, conventional-commits
requirement, contribution areas that land easily vs. those that
need prior discussion.
- `SECURITY.md` — disclosure policy, supported versions, what counts
as a security issue.
- `CODE_OF_CONDUCT.md` — adopts the
[Builder's Code of Conduct](https://builderscode.org/) (CC0).
- `.github/ISSUE_TEMPLATE/` — bug, feature, docs templates plus a
`config.yml` that points security reports to the private
vulnerability-disclosure flow.
- `.github/PULL_REQUEST_TEMPLATE.md` — short, opinionated PR
template.
#### CI / tooling
- `.github/workflows/docs.yml` — builds the mdbook user guide and
deploys it to GitHub Pages on `main` pushes and tag pushes.
### Changed
- README hero block expanded with badges and a punchier opening;
added explicit links to the user guide, the docs.rs API reference,
and the testing-coverage breakdown.
- `lib.rs` crate-level docs polished — better intro, points readers
at the user guide and the design spec.
[0.5.0]: https://github.com/swaits/heuropt/releases/tag/v0.5.0
## [0.4.0] — 2026-05-05
Theme: testing infrastructure, two real bug fixes surfaced by that
infrastructure, and a CPU-time optimization pass that made the
comparison harness 3.27× faster end-to-end. No breaking changes to
the v0.3.0 public API.
### Performance
A focused, measure-and-iterate optimization pass on the Pareto-based
multi-objective hot paths. Every change verified bit-identical against
the v0.3.0 comparison-harness snapshot — quality metrics
(hypervolume, spacing, mean L2, mean dist, front size) match to the
last decimal in every benchmark.
**Cumulative wall-clock impact (compare harness, 10-seed mean):**
| Algorithm / Problem | v0.3.0 | v0.4.0 | Speedup |
|----------------------|--------:|--------:|--------:|
| AGE-MOEA / DTLZ1 | 2299 ms | 229 ms | 10× |
| SPEA2 / DTLZ2 | 4304 ms | 513 ms | 8.4× |
| AGE-MOEA / ZDT3 | 932 ms | 193 ms | 4.8× |
| NSGA-II / ZDT1 | 268 ms | 65 ms | 4.1× |
| NSGA-II / ZDT3 | 267 ms | 65 ms | 4.1× |
| SMS-EMOA / DTLZ2 | 5643 ms | 1369 ms | 4.1× |
| NSGA-II / Rastrigin | 260 ms | 71 ms | 3.7× |
| NSGA-II / DTLZ2 | 344 ms | 106 ms | 3.2× |
| NSGA-III / DTLZ2 | 318 ms | 122 ms | 2.6× |
| NSGA-III / DTLZ1 | 303 ms | 122 ms | 2.5× |
| HypE / DTLZ2 | 80 ms | 44 ms | 1.8× |
| **Total compare** | **18 629 ms** | **5688 ms** | **3.27×** |
**Hot-path instruction counts (gungraun):**
| Benchmark | v0.3.0 | v0.4.0 | Speedup |
|-------------------------|------------:|---------:|--------:|
| `hypervolume_nd_3d` n=100 | 13 523 760 | 367 767 | 37× |
| `hypervolume_nd_3d` n=30 | 676 902 | 70 334 | 9.6× |
| `non_dominated_sort_2d` n=200 | 13 513 271 | 2 601 813 | 5.2× |
| `non_dominated_sort_2d` n=50 | 852 317 | 198 574 | 4.3× |
| `spea2_short` | 179 113 | 133 783 | 1.34× |
**Changes (in commit order):**
- `perf(hypervolume)` — Rewrote the M≥3 HSO recursion in
`hypervolume_nd`. The original cloned the active set into a fresh
Vec<Vec<f64>> at the top of every recursive call, used a linear-scan
`position` lookup to remove the just-processed point each band, and
re-projected onto M-1 axes inside every band. Now: sort-by-index,
pre-project once, slice prefixes for the active set, and skip
`non_dominated_projection` when recursing into the M=2 base case
(whose sweep already filters dominated points internally).
- `perf(non_dominated_sort)` — Cache `as_minimization` /
feasibility / violation per individual once at the top of the
Deb fast-non-dominated-sort, then inline the dominance test against
those arrays. The naïve formulation called `pareto_compare` twice
per pair, each call allocating two fresh Vec<f64>s — 4N(N-1)
allocations per sort. Propagates to every Pareto-based MOEA.
- `perf(age_moea)` — Cache `lp_norm(translated[i], p)` once per
candidate at function entry; maintain a `nearest[]` array updated
incrementally on each pick (single `min` per remaining instead of
a fresh full scan over the keep list). Cuts the splitting-front
scoring loop from O(R · K · M) per iteration to O(R · M).
- `perf(spea2)` — Two wins. (1) `compute_fitness` (called twice per
generation): inline dominance against cached oriented arrays,
symmetric distance matrix built once. (2) `build_archive` truncation:
compute pairwise distances + sorted neighbor vectors once, then on
victim removal use binary-search-remove on every survivor's
still-sorted vector — total truncation cost O(K³ log K) → O(K² log K).
- `perf(hypervolume)` — Index-sort instead of cloning point vectors
in the M≥3 recursion. The N inner-Vec clones per HV call were
redundant once we'd already sorted by last-axis. Big bench win
(32×→37× cumulative on n=100/3D), modest wall-clock impact because
SMS-EMOA's worst-front HV calls operate on small fronts.
- `build(release)` — Enable thin LTO + codegen-units=1 in the
release profile. Worth ~150 ms across the harness; only applies
when heuropt is the workspace root, so downstream consumers see
whatever profile their own Cargo.toml configures.
- `perf(pareto_archive)` — Cache the candidate's oriented +
feasibility once per `insert`, build each member's oriented vector
once, and inline the two-pass dominance checks. Used by PESA-II
(most impact), PAES, ε-MOEA, and any user code working through the
archive directly.
### Added
- **Decision tree update** in README to cover all v0.3.0 algorithms,
with a new top-level branch on "is each evaluation expensive?" so
`BayesianOpt` / `Tpe` / `Hyperband` have a clear home.
- **Comparison results snapshot** at `examples/compare-results.md`
reference output of the harness across 7 benchmark problems and ~20
algorithms, captured after v0.3.0 landed.
- **Instruction-count benchmarks** via `gungraun` (the Rust 2026
rename of `iai-callgrind`) at `benches/hot_paths.rs`. Covers
`non_dominated_sort`, `crowding_distance`, `hypervolume_2d`,
`hypervolume_nd` (HSO), and one-generation costs of NSGA-II and
CMA-ES, plus a short-run bench for every algorithm. Stable across
machines via callgrind.
- **Property-based test suite expansion**: `tests/properties.rs`
(Pareto-comparison antisymmetry, partitioning, operator bounds),
`tests/algorithm_properties.rs` (per-algorithm determinism +
population-size invariants — 32 tests, one per algorithm),
`tests/operator_properties.rs` (every `Variation` / `Initializer` /
`Repair` impl), `tests/metric_properties.rs` (HV / spacing
invariants), and `tests/numerical_stability.rs` (empty / singleton /
duplicate / flat-fitness / zero-width-bounds populations).
- **Coverage-guided fuzz harness** at `fuzz/` (cargo-fuzz +
libFuzzer). Eight targets covering `pareto_compare`,
`non_dominated_sort`, `hypervolume_2d`, `ParetoArchive`,
`crowding_distance`, `spacing`, SBX/PolyMut, and the `Repair`
operators. Runs in CI for a short soak per PR; longer runs locally
via `cargo +nightly fuzz run <target>`.
- **cargo-mutants config** at `.cargo/mutants.toml` for advisory
mutation testing. Not gated in CI; run with `cargo mutants` to
surface tests that don't actually check the behavior they look like
they do.
- **GitHub Actions CI** at `.github/workflows/ci.yml` with fmt /
clippy / test (4-feature matrix) / doc / MSRV / fuzz-smoke jobs,
all gated on `-D warnings`.
### Fixed
- `pareto::sort::non_dominated_sort` previously dropped indices when
the dominance graph contained a cycle (which arises when objectives
contain NaN — `pareto_compare` becomes intransitive). Fuzzing the
partition invariant surfaced the bug; orphans now go into a final
residual front.
- `operators::repair::ProjectToSimplex` could silently return the
all-zero vector when the input vector's magnitude dwarfed `total`
(the standard Duchi/Held-Wolfe τ computation lost precision and
τ ≈ max(x), so `max(x_i - τ, 0)` rounded to zero everywhere).
Detected by the `clamp_to_bounds` fuzzer; now falls through to a
degenerate "all mass on argmax" projection above a 1e15 magnitude
ratio, and is robust to floating-point precision loss in the
algorithm's inner loop.
[0.4.0]: https://github.com/swaits/heuropt/releases/tag/v0.4.0
## [0.3.0] — 2026-05-05
Theme: filling heuropt's expensive-evaluation, gradient-free, and
constraint-handling gaps. No breaking changes to the v0.2.0 public API.
### Added
#### New algorithms (9)
**Sample-efficient / surrogate-based:**
- `BayesianOpt` — Gaussian-process Bayesian Optimization with Expected
Improvement acquisition. heuropt's first sample-efficient algorithm:
targets the 50500 evaluation regime.
- `Tpe` — Bergstra et al. 2011 Tree-structured Parzen Estimator
(workhorse of Hyperopt and Optuna). KDE-based surrogate; cheaper
per-step than BO and more robust without hyperparameter tuning.
**Classical and modern evolution strategies:**
- `OnePlusOneEs` — Rechenberg 1973 (1+1)-ES with the one-fifth success
rule. Smallest possible self-adapting evolution strategy.
- `IpopCmaEs` — Auger & Hansen 2005 increasing-population CMA-ES with
restart. Specifically fixes vanilla CMA-ES's known weakness on
multimodal problems.
- `SeparableNes` — Wierstra et al. 2008/2014 Natural Evolution Strategy
with diagonal covariance (sNES). Different theoretical foundation
than CMA-ES; cheaper per-step at the cost of being unable to model
rotated landscapes.
**Direct search:**
- `NelderMead` — Nelder & Mead 1965 simplex method. Classical gradient-
free local optimizer; superb on low-dim smooth problems
(Rosenbrock 5-D: f = 0 exactly).
**Multi-fidelity:**
- `Hyperband` — Li et al. 2017 multi-fidelity hyperparameter optimizer
built on Successive Halving. Operates on a new `PartialProblem`
trait so configurations can be evaluated at adjustable fidelity
budgets.
#### New operators
- `LevyMutation` — heavy-tailed Lévy-flight mutation via Mantegna's
algorithm. The actual algorithmic contribution from Cuckoo Search
packaged as a reusable `Variation` operator.
#### New traits + impls
- `PartialProblem` — multi-fidelity problem contract:
`evaluate_at_budget(decision, budget) -> Evaluation`. Used by
`Hyperband`. Intentionally not a sub-trait of `Problem`.
- `Repair<D>` — in-place projection trait for restoring decisions to
feasibility. Pair with `Variation` operators to get bounds-aware
variants. Provided impls:
- `ClampToBounds` for `Vec<f64>` per-axis clamping
- `ProjectToSimplex` for L1-budget / probability-simplex projection
#### New selection helpers
- `stochastic_ranking_select` — Runarsson & Yao 2000 stochastic
ranking. Better than strict feasibility-first tournament selection
on heavily-constrained problems.
#### Internal helpers
- `internal::cholesky` — Cholesky factorization + triangular solves
for SPD matrices, used by the GP posterior in `BayesianOpt`.
### Changed
- `CmaEsConfig` gained `initial_mean: Option<Vec<f64>>`. `None`
preserves the existing midpoint-of-bounds default; `IpopCmaEs` sets
it to inject restart diversity without shrinking the search box.
[0.3.0]: https://github.com/swaits/heuropt/releases/tag/v0.3.0
## [0.2.0] — 2026-05-05
A substantial expansion of the algorithm catalog (21 new algorithms),
five new operators, an n-D hypervolume utility, an algorithm-selection
guide in the README, and a multi-seed comparison harness covering seven
benchmark problems. No breaking changes to the v0.1.0 public API.
### Added
#### New algorithms
**Single-objective:**
- `HillClimber` — simplest greedy local search.
- `SimulatedAnnealing` — Kirkpatrick et al. 1983, generic over decision type.
- `GeneticAlgorithm` — generational SO GA with tournament selection + elitism.
- `ParticleSwarm` — Eberhart & Kennedy 1995 PSO for `Vec<f64>`.
- `CmaEs` — Hansen & Ostermeier 2001 covariance-matrix adaptation.
- `TabuSearch` — Glover 1986, with a user-supplied neighbor generator.
- `AntColonyTsp` — Dorigo Ant System for permutation problems.
- `Umda` — Mühlenbein 1997 univariate marginal-distribution EDA for
`Vec<bool>`.
- `Tlbo` — Rao 2011 Teaching-Learning-Based Optimization (parameter-free).
**Multi-objective:**
- `Mopso` — Coello, Pulido & Lechuga 2004 multi-objective PSO.
- `Ibea` — Zitzler & Künzli 2004 indicator-based EA.
- `SmsEmoa` — Beume, Naujoks & Emmerich 2007 S-metric selection EMOA.
- `Hype` — Bader & Zitzler 2011 Hypervolume Estimation Algorithm.
- `Rvea` — Cheng et al. 2016 Reference Vector-guided EA.
- `PesaII` — Corne et al. 2001 Pareto Envelope-based Selection II.
- `EpsilonMoea` — Deb, Mohan & Mishra 2003 ε-dominance MOEA.
- `AgeMoea` — Panichella 2019 Adaptive Geometry Estimation MOEA.
- `Grea` — Yang et al. 2013 Grid-based EA.
- `Knea` — Zhang, Tian & Jin 2015 Knee point-driven EA.
#### New operators
- `BoundedGaussianMutation` — Gaussian noise + per-axis clamping.
- `SimulatedBinaryCrossover` (SBX) — Deb & Agrawal 1995 canonical
real-valued crossover.
- `PolynomialMutation` — Deb's polynomial mutation, the standard NSGA-II
pair to SBX.
- `CompositeVariation` — pipeline two `Variation` operators
(typically crossover → mutation).
- `LevyMutation` — heavy-tailed Lévy-flight mutation via Mantegna's
algorithm.
#### New metrics / utilities
- `hypervolume_nd` — exact N-dimensional dominated hypervolume via the
Hypervolume-by-Slicing-Objectives (HSO) algorithm, plus an internal
Jacobi symmetric eigendecomposition helper used by CMA-ES.
#### New examples
- `compare` — multi-seed comparison harness running every applicable
algorithm across ZDT1, ZDT3, DTLZ1, DTLZ2 (multi/many-objective) and
Rastrigin, Rosenbrock, Ackley (single-objective). Reports
hypervolume, spacing, mean L2/dist, front size, and wall-clock ms.
- `benchmarks` — canonical reference runs of NSGA-II on ZDT1 and DE on
Rastrigin.
- `jiggly_tuning` — real-world 4-objective NSGA-III firmware tuning
for the [`jiggly`](https://github.com/swaits/jiggly) USB-mouse-jiggler,
with an a-posteriori weighted-decision step that picks one
recommendation off the Pareto front.
#### New optional feature
- `parallel` — rayon-backed parallel population evaluation in
`RandomSearch`, `Nsga2`, `DifferentialEvolution`, `Spea2`, `Ibea`,
`Mopso`, and most other algorithms with batchable inner loops.
Seeded runs stay bit-identical to serial mode.
#### Documentation
- README gained an explanatory algorithm-selection decision tree that
walks newcomers through choosing an optimizer, defining the
terminology (multi-objective, Pareto front, dominance, multimodality,
evaluation cost) as it goes.
### Changed
- Minimum supported Rust version remains 1.85 (edition 2024).
- Algorithm impls now require `P: Sync` and `P::Decision: Send` so the
same impl serves both `parallel` and serial feature builds. Any
`Problem` / decision type without exotic interior mutability already
satisfies these.
[0.2.0]: https://github.com/swaits/heuropt/releases/tag/v0.2.0
## [0.1.0] — 2026-05-04
Initial release.
@@ -74,5 +542,5 @@ Initial release.
`RandomSearch`, `Nsga2`, and `DifferentialEvolution`. Seeded runs stay
bit-identical to serial mode.
[Unreleased]: https://github.com/swaits/heuropt/compare/v0.1.0...HEAD
[Unreleased]: https://github.com/swaits/heuropt/compare/v0.6.0...HEAD
[0.1.0]: https://github.com/swaits/heuropt/releases/tag/v0.1.0
+43
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@@ -0,0 +1,43 @@
# Code of Conduct
heuropt adopts the [Builder's Code of Conduct](https://builderscode.org/),
version 1.0.
A Code of Conduct for people who build things.
## The Rule
> "Stay professional. Stay technical."
## Expected
- Contribute constructively.
- Respect others' time and work.
- Focus on the work and its technical merit.
## Not Welcome
- Harassment, name-calling, or personal attacks.
- Trolling, spamming, or derailing discussions.
- Discussions about contributors rather than their contributions.
## Enforcement
Violations result in:
1. **Warning** — first offense.
2. **Temporary suspension** — repeated or serious violations.
3. **Permanent ban** — continued violations.
Maintainers can remove, block, or ban anyone who disrupts the project.
## Reporting
Email **steve@waits.net** with `[heuropt CoC]` in the subject line.
Reports are handled confidentially.
---
The Builder's Code of Conduct is dedicated to the public domain under
CC0 1.0 Universal. You may use, modify, and distribute it freely
without attribution.
+117
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@@ -0,0 +1,117 @@
# Contributing to heuropt
Thanks for considering a contribution. heuropt is a small, opinionated
crate, but careful additions are welcome.
## Quick checklist
Before opening a pull request:
- [ ] `cargo fmt --all`
- [ ] `cargo clippy --all-targets --all-features -- -D warnings`
- [ ] `cargo test` (default features) and `cargo test --all-features`
- [ ] `cargo doc --no-deps --all-features` with `RUSTDOCFLAGS="-D warnings"`
- [ ] If you touched algorithm output: re-run `cargo run --release --example compare`
and confirm the quality metrics did not change. Speed-only changes
are required to be **bit-identical** against the prior snapshot.
CI runs all of the above on every PR; the matrix covers MSRV (1.85),
the default / serde / parallel / serde+parallel feature combinations,
and a 60-second fuzz soak per target.
## Commit style
Conventional Commits (https://www.conventionalcommits.org/) are
required. The first line follows `<type>(<scope>): <summary>` where
`<type>` is one of `feat`, `fix`, `perf`, `refactor`, `docs`, `test`,
`chore`, `ci`, `build`, `style`. `<scope>` is the most specific module
the change touches (e.g. `nsga2`, `hypervolume`, `pareto_archive`).
Bad: `Phase 1.1: Add core data types`
Good: `feat(core): add data types and Rng alias`
Multiple logical changes in a single PR should be split into multiple
commits, each on a single concern.
## What kinds of contributions land easily
- **Bug fixes** with a regression test that fails on `main` and passes
on the fix.
- **Performance wins** that preserve bit-identical output and include
a `cargo bench` (gungraun) before/after, plus a `cargo run --release
--example compare` diff confirming no quality regression.
- **Documentation improvements** — missing rustdoc examples, README
clarifications, mdbook chapters.
- **New algorithms** that fit the established `Optimizer<P>` shape and
ship with: a unit test, a property test (determinism + invariants),
a comparison-harness entry, and rustdoc.
- **New operators / metrics / Pareto utilities** with the same
hygiene.
## What needs prior discussion
Open an issue before starting on:
- New traits or breaking changes to the public API surface.
- A new optional feature flag.
- Anything that depends on a heavy new dependency.
- Restructuring of `src/algorithms/` or `src/pareto/`.
The crate intentionally keeps the trait surface small (`Problem`,
`Optimizer`, `Initializer`, `Variation`, `Repair`); changes there
are not refused but they need a clear motivation.
## Running the test suites locally
```sh
# unit + integration + property tests
cargo test
# all feature combinations
cargo test --features serde
cargo test --features parallel
cargo test --all-features
# instruction-count benchmarks (needs valgrind installed)
cargo bench
# coverage-guided fuzzing (needs nightly + cargo-fuzz)
cd fuzz
cargo +nightly fuzz run pareto_compare -- -max_total_time=60
# mutation testing (slow, optional)
cargo install cargo-mutants
cargo mutants
```
## Reporting bugs
Please include:
1. The smallest reproducing input you can produce — ideally a 20-line
`examples/repro.rs`.
2. The exact command (`cargo run --release --example repro` etc.) and
the observed vs expected output.
3. The Rust toolchain (`rustc --version`) and feature flags.
4. The heuropt version you saw the bug on.
Bugs that surface fuzz-target panics are particularly welcome; please
attach the failing artifact (`fuzz/artifacts/<target>/crash-...`) so
we can add it to the regression-test corpus.
## Security
For security concerns please follow the disclosure policy in
[SECURITY.md](SECURITY.md). Don't open public issues for security
bugs.
## Code of conduct
This project follows the [Builder's Code of Conduct](CODE_OF_CONDUCT.md).
The short version: stay professional, stay technical, focus on the
work and its merit.
## License
By submitting a contribution, you agree that your work is licensed
under the same MIT license as the rest of heuropt.
+18 -1
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@@ -1,6 +1,6 @@
[package]
name = "heuropt"
version = "0.1.0"
version = "0.6.0"
edition = "2024"
rust-version = "1.85"
authors = ["Stephen Waits <steve@waits.net>"]
@@ -17,9 +17,26 @@ categories = ["algorithms", "science", "mathematics", "simulation"]
default = []
serde = ["dep:serde"]
parallel = ["dep:rayon"]
tracing = ["dep:tracing"]
[dependencies]
rand = "0.9"
rand_distr = "0.5"
rayon = { version = "1", optional = true }
serde = { version = "1", features = ["derive"], optional = true }
tracing = { version = "0.1", optional = true, default-features = false, features = ["std", "attributes"] }
[dev-dependencies]
gungraun = "0.18"
proptest = "1"
[[bench]]
name = "hot_paths"
harness = false
# Tighten release codegen for the compare harness and downstream binaries
# that build heuropt directly (i.e. when this crate is the workspace root).
# When heuropt is used as a dependency the consumer's profile wins.
[profile.release]
lto = "thin"
codegen-units = 1
+404 -17
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@@ -2,28 +2,39 @@
[![Crates.io](https://img.shields.io/crates/v/heuropt.svg)](https://crates.io/crates/heuropt)
[![Documentation](https://docs.rs/heuropt/badge.svg)](https://docs.rs/heuropt)
[![Book](https://img.shields.io/badge/book-online-blue.svg)](https://swaits.github.io/heuropt/)
[![License: MIT](https://img.shields.io/badge/license-MIT-blue.svg)](LICENSE)
[![CI](https://github.com/swaits/heuropt/actions/workflows/ci.yml/badge.svg)](https://github.com/swaits/heuropt/actions/workflows/ci.yml)
A practical Rust toolkit for implementing heuristic single-objective,
multi-objective, and many-objective optimization algorithms.
**A practical Rust toolkit for heuristic optimization.** Single-objective.
Multi-objective. Many-objective. 35 algorithms. One small set of traits.
Bit-identical seeded determinism. No trait objects, no GATs, no generic-RNG
plumbing in the public API.
`heuropt` is **not** a research framework full of abstract machinery — it is a
small set of concrete types, a handful of simple traits, and a few reference
algorithms. The goal: an entry-level Rust engineer can define a problem, run a
built-in optimizer, or implement a new optimizer without learning any
framework concepts.
If you can write a `Problem` impl and read `RandomSearch`, you can write your
own optimizer. That's the whole pitch.
- 📖 **Read the [user guide](https://swaits.github.io/heuropt/)** for tutorials,
cookbook recipes, comparison with pymoo / hyperopt / MOEA Framework, and
stability policy.
- 🔧 **[API reference on docs.rs](https://docs.rs/heuropt)** has runnable
` ```rust ` examples on every algorithm.
- 🧪 Tested with **316+ unit / integration / property tests** plus 8
cargo-fuzz targets running on every PR.
- ⚡ Hot paths heavily optimized — comparison harness 3.27× faster as of
v0.4.0, all bit-identical to the reference output.
## Installation
```toml
[dependencies]
heuropt = "0.1"
heuropt = "0.5"
# Optional features:
# - "serde": derive Serialize/Deserialize on the core data types.
# - "parallel": evaluate populations across rayon's thread pool.
# Seeded runs stay bit-identical to serial mode.
# heuropt = { version = "0.1", features = ["serde", "parallel"] }
# heuropt = { version = "0.5", features = ["serde", "parallel"] }
```
## Define a problem
@@ -107,17 +118,361 @@ where
A complete worked example is in `examples/custom_optimizer.rs`.
## Choosing an algorithm
Optimization is a noisy field with a lot of jargon. This section walks you
through picking a starting algorithm for a real problem, defining the terms
as they come up. If you already know the vocabulary, jump to the
[quick-reference table](#quick-reference) at the bottom.
### Step 1: What is your problem?
Three ingredients describe any optimization problem:
- A **decision** — the thing the algorithm is allowed to change. Examples:
five real numbers (`Vec<f64>`), a yes/no flag for each of 100 features
(`Vec<bool>`), or an ordering of cities to visit (`Vec<usize>`).
- One or more **objectives** — numbers you want to make small (or large).
Examples: a model's prediction error, a tour's total length, a circuit's
power draw.
- An optional set of **constraints** — conditions a decision must satisfy
to be valid. Examples: "the budget cannot exceed $1M," or "every car
must be visited exactly once."
Your job is to express the problem; heuropt's job is to search for
decisions that score well on the objectives without violating the
constraints.
### Step 2: How many objectives?
The biggest fork in the road. Algorithms specialize sharply by
objective count:
- **Single-objective (1)** — one number to optimize. There's a clear
"best" answer. Examples: minimize loss, maximize throughput.
- **Multi-objective (2 or 3)** — several conflicting goals. There is no
single best; instead there is a **Pareto front**: the set of decisions
where you cannot improve any objective without sacrificing another.
Each point on the front is a different tradeoff.
- **Many-objective (4+)** — same idea, but classical multi-objective
algorithms break down because almost every pair of points is
*non-dominated* (neither one is strictly better) once you have lots
of objectives.
> **Dominance:** Decision A *dominates* decision B if A is at least as
> good as B on every objective and strictly better on at least one. The
> Pareto front is what you get after deleting every dominated decision.
If you found yourself staring at a single composite score that's a
weighted sum of conflicting goals, you probably actually have a
multi-objective problem in disguise.
### Step 3: What does the search space look like?
A few questions about the geometry of your problem:
- Is the **decision continuous** (real numbers), **discrete** (integers,
bits), or a **permutation** (an ordering)?
- Is the landscape **unimodal** (one hill, easy to climb) or
**multimodal** (lots of local optima that aren't the global one)?
Rastrigin and Ackley are classic multimodal traps.
- How **smooth** is it? Smooth landscapes (e.g., a quadratic bowl)
reward gradient-like methods (CMA-ES); jagged or noisy ones reward
population-based methods (DE, GA).
If you don't know, treat it as multimodal — it's the cautious default.
### Step 4: How expensive is each evaluation?
Cheap evaluations (a few microseconds — pure math, simple simulation)
let you afford 100k+ evaluations per run. Expensive evaluations (a
training run, a CFD simulation, a real-world measurement that costs
money) force you to be sample-efficient: 50500 evaluations total.
This decides whether you can afford a **population-based** algorithm
that throws hundreds of evaluations at each generation, or whether
you need a **sample-efficient** or **multi-fidelity** approach:
- **Cheap (1k+ evals affordable):** any of the population-based
algorithms — DE, GA, CMA-ES, NSGA-II, etc.
- **Expensive (50500 evals):** `BayesianOpt` (Gaussian-process
surrogate + Expected Improvement) or `Tpe` (Parzen-density
surrogate, cheaper per step, more robust without hyperparameter
tuning).
- **Multi-fidelity (each eval has a tunable budget — epochs, sim
steps, MC samples):** `Hyperband`. Implement the `PartialProblem`
trait on your problem and Hyperband allocates compute aggressively
across promising configs.
The `parallel` feature flag also matters here — if your `evaluate`
function takes more than ~50 µs, enabling rayon-backed parallel
population evaluation will speed runs up significantly.
### Step 5: Are there hard constraints?
heuropt models constraints as a single scalar **constraint violation**
on each `Evaluation`. The convention: `0.0` (or negative) means
feasible; positive means infeasible, and bigger numbers are worse
violations. Every Pareto-comparison and tournament-selection helper
in the crate prefers feasible candidates and breaks ties on
violation magnitude, so the rule "feasibility comes first" is
enforced automatically.
If your constraints are very tight and the search keeps hitting them,
you have three options:
- **Repair**: implement the `Repair<D>` trait (or use the provided
`ClampToBounds` / `ProjectToSimplex` impls) to in-place project
infeasible decisions back into the feasible region. Pair with a
`Variation` operator to get bounds-aware variants without writing a
custom `Variation` impl.
- **Stochastic ranking**: use `stochastic_ranking_select` instead of
`tournament_select_single_objective`. It probabilistically explores
near-feasibility instead of strict feasibility-first ordering, which
helps when feasible regions are narrow.
- **Penalty-only**: stick with `constraint_violation` — the simplest,
works well when the feasible region is large and convex.
---
### The decision tree
A flow you can run mentally:
```
START
├─ Is each evaluation EXPENSIVE (>1 sec) or BUDGETED (50500 total)?
│ │
│ ├─ Yes → sample-efficient regime
│ │ ├─ Standard expensive black-box, single-objective
│ │ │ → BayesianOpt (GP + Expected Improvement; gold
│ │ │ standard *with* per-problem kernel
│ │ │ tuning. The default RBF kernel at
│ │ │ 60 evals is honestly bad — give it
│ │ │ more evals or tune the kernel.)
│ │ │ → Tpe (KDE-based; cheaper per-step,
│ │ │ more robust without tuning)
│ │ │
│ │ └─ Each eval has a tunable fidelity (epochs, sim steps, …)
│ │ → Hyperband (implement PartialProblem; allocates
│ │ compute across configs adaptively)
│ │
│ └─ No → continue to the population-based branches below
└─ How many objectives?
├─ 1 (single-objective)
│ │
│ ├─ Decision is Vec<f64> (continuous)
│ │ ├─ Smooth landscape (well-conditioned)
│ │ │ → CmaEs (full-cov adaptive Gaussian)
│ │ │ → SeparableNes (cheaper diag-cov; high-dim)
│ │ │ → NelderMead (low-dim, deterministic, simple)
│ │ ├─ Multimodal landscape
│ │ │ → IpopCmaEs (CMA-ES with restart;
│ │ │ fixes vanilla CMA-ES's
│ │ │ multimodal failure)
│ │ │ → DifferentialEvolution (rarely beaten on cheap
│ │ │ multimodal continuous)
│ │ │ → SimulatedAnnealing (cheap & generic)
│ │ ├─ Want parameter-free (no F, CR, w, σ to tune)
│ │ │ → Tlbo
│ │ ├─ Want minimum self-adapting baseline
│ │ │ → OnePlusOneEs (one-fifth rule,
│ │ │ smallest possible ES)
│ │ ├─ Just want a strong default for cheap continuous
│ │ │ → DifferentialEvolution
│ │ └─ Just want a baseline
│ │ → RandomSearch
│ │
│ ├─ Decision is Vec<bool> (binary)
│ │ ├─ Independent bits, smooth fitness
│ │ │ → Umda (per-bit marginal EDA)
│ │ └─ Bit interactions matter
│ │ → GeneticAlgorithm with BitFlipMutation +
│ │ a bit-string crossover
│ │
│ ├─ Decision is Vec<usize> (permutation, e.g., TSP)
│ │ → AntColonyTsp (with a distance matrix)
│ │ → TabuSearch (with your own neighbor function)
│ │ → SimulatedAnnealing with SwapMutation
│ │
│ └─ Custom decision type (a struct, a tree, …)
│ → SimulatedAnnealing or HillClimber
│ with your own Variation impl
├─ 2 or 3 (multi-objective)
│ │
│ ├─ Strong default, fast, well-understood
│ │ → Nsga2
│ │
│ ├─ Real-valued, smooth front, want best convergence
│ │ → Mopso (multi-objective PSO; on the benches
│ │ here it wins ZDT1 on both HV and
│ │ convergence by 100× over the
│ │ dominance-based methods)
│ │
│ ├─ Want better front quality than NSGA-II
│ │ → Ibea (indicator-based; consistently the best
│ │ of the dominance-based methods on these
│ │ benches — wins ZDT3 HV and DTLZ2 mean
│ │ dist by 24×)
│ │ → Spea2 (strength + density)
│ │ → SmsEmoa (hypervolume-contribution selection;
│ │ elegant in theory but underperforms
│ │ NSGA-II on these benches at our budgets —
│ │ only worth its higher per-step cost on
│ │ fronts where exact HV-contribution is
│ │ the right discriminator)
│ │
│ ├─ Want decomposition / weight-vector style
│ │ → Moead (very fast per generation, scales well)
│ │
│ ├─ Disconnected or non-convex front
│ │ → AgeMoea (estimates front geometry adaptively)
│ │ → Knea (favors knee points)
│ │ → Ibea
│ │
│ ├─ Want region-based diversity
│ │ → PesaII (grid hyperboxes drive selection)
│ │ → EpsilonMoea (ε-grid archive,
│ │ archive size auto-limits)
│ │
│ └─ Just one starting decision (no population budget)
│ → Paes (1+1 ES with a Pareto archive)
└─ 4+ (many-objective)
├─ Linear / simplex-shaped front (e.g., DTLZ1)
│ → Grea (grid coords drive ranking; on DTLZ1
│ here it beats NSGA-III by 3× and
│ AGE-MOEA by 2.5×)
│ → Moead (decomposition shines on linear fronts;
│ second on DTLZ1, also among the
│ fastest per generation)
├─ Curved / unknown front geometry
│ → Nsga3 (reference-point niching, canonical;
│ a strong default when the front
│ isn't simplex-shaped)
│ → AgeMoea (estimates L_p geometry per generation)
│ → Rvea (reference vectors with adaptive penalty)
├─ Want indicator-based selection
│ → Ibea (additive ε-indicator; doesn't degrade
│ at high obj count)
│ → Hype (Monte Carlo HV estimation; scales
│ to arbitrary M)
```
### Quick reference
**Sample-efficient / expensive evaluation (50500 evals):**
| Algorithm | Objectives | Decision | Strengths |
|---|---|---|---|
| `BayesianOpt` | 1 | `Vec<f64>` | GP surrogate + EI; gold standard *with* per-problem kernel tuning (default RBF at 60 evals is honestly bad) |
| `Tpe` | 1 | `Vec<f64>` | KDE surrogate; robust without hyperparameter tuning |
| `Hyperband` | 1 | any | multi-fidelity; needs `PartialProblem` |
**Single-objective continuous (`Vec<f64>`):**
| Algorithm | Strengths |
|---|---|
| `RandomSearch` | sanity baseline |
| `HillClimber` | simplest greedy local search |
| `OnePlusOneEs` | one-fifth-rule self-adapting baseline |
| `SimulatedAnnealing` | escapes local optima |
| `GeneticAlgorithm` | classic SO GA with elitism |
| `ParticleSwarm` | simple swarm baseline |
| `DifferentialEvolution` | strong default for cheap continuous |
| `Tlbo` | parameter-free (no F, CR, w, σ) |
| `CmaEs` | smooth landscapes; full covariance |
| `IpopCmaEs` | CMA-ES + restart for multimodal |
| `SeparableNes` | diagonal-cov NES; cheap per-step |
| `NelderMead` | classical simplex; deterministic |
**Single-objective other decision types:**
| Algorithm | Decision | Strengths |
|---|---|---|
| `Umda` | `Vec<bool>` | independent-bit EDA |
| `TabuSearch` | any | discrete, you supply neighbors |
| `AntColonyTsp` | `Vec<usize>` | TSP / permutation |
**Multi-objective (23) and many-objective (4+):**
| Algorithm | Objectives | Strengths |
|---|---|---|
| `Paes` | 23 | 1+1 ES with Pareto archive |
| `Nsga2` | 23 | canonical Pareto-based EA |
| `Spea2` | 23 | strength + density |
| `Mopso` | 23 | multi-objective PSO; best convergence on smooth real-valued 2-obj fronts |
| `Ibea` | 2+ | indicator-based; consistently best of the dominance-based methods |
| `SmsEmoa` | 2+ | exact HV-contribution selection; high per-step cost, modest gain |
| `Hype` | 2+ | Monte Carlo HV estimation |
| `EpsilonMoea` | 2+ | ε-grid archive; auto-sized |
| `PesaII` | 2+ | grid-based region selection |
| `AgeMoea` | 2+ | adaptive front-geometry estimation |
| `Knea` | 2+ | knee-point favored survival |
| `Moead` | 2+ | decomposition; fast per-gen |
| `Nsga3` | 4+ | reference-point niching; strong on curved fronts |
| `Rvea` | 4+ | reference vectors with penalty |
| `Grea` | 4+ | grid coords drive selection; particularly strong on linear/simplex fronts |
## Current algorithms
- `RandomSearch` — sample-evaluate-keep baseline.
- `Paes` — a small (1+1) Pareto Archived Evolution Strategy.
- `Nsga2` — the canonical Pareto-based evolutionary algorithm.
- `DifferentialEvolution` — DE/rand/1/bin for single-objective real-valued
problems.
The full list with one-line descriptions:
Plus reusable utilities: `pareto_compare`, `pareto_front`, `best_candidate`,
`non_dominated_sort`, `crowding_distance`, `ParetoArchive`, and the metrics
`spacing` and `hypervolume_2d`.
**Sample-efficient / multi-fidelity:**
- `BayesianOpt` — Gaussian-process surrogate + Expected Improvement.
- `Tpe` — Bergstra et al. 2011 Tree-structured Parzen Estimator.
- `Hyperband` — Li et al. 2017 multi-fidelity (uses `PartialProblem`).
**Single-objective:**
- `RandomSearch` — sample-evaluate-keep baseline.
- `HillClimber` — greedy single-step local search.
- `OnePlusOneEs` — Rechenberg 1973 (1+1)-ES with one-fifth rule.
- `SimulatedAnnealing` — Kirkpatrick et al. 1983, generic over decision type.
- `TabuSearch` — Glover 1986, with a user-supplied neighbor generator.
- `GeneticAlgorithm` — generational GA with tournament selection + elitism.
- `ParticleSwarm` — Eberhart & Kennedy 1995 PSO for `Vec<f64>`.
- `DifferentialEvolution` — Storn & Price DE/rand/1/bin for `Vec<f64>`.
- `Tlbo` — Rao 2011 Teaching-Learning-Based Optimization (parameter-free).
- `CmaEs` — Hansen & Ostermeier 2001 covariance-matrix adaptation.
- `IpopCmaEs` — Auger & Hansen 2005 CMA-ES with restart, for multimodal.
- `SeparableNes` — Wierstra et al. 2008/2014 diagonal-cov NES.
- `NelderMead` — Nelder & Mead 1965 simplex direct search.
- `Umda` — Mühlenbein 1997 univariate marginal-distribution EDA for `Vec<bool>`.
- `AntColonyTsp` — Dorigo Ant System for permutation problems.
**Multi-objective:**
- `Paes` — Knowles & Corne 1999 Pareto Archived Evolution Strategy.
- `Nsga2` — Deb et al. 2002, the canonical Pareto-based EA.
- `Spea2` — Zitzler, Laumanns & Thiele 2001 strength-Pareto EA.
- `Moead` — Zhang & Li 2007 decomposition-based MOEA with Tchebycheff scalarization.
- `Mopso` — Coello, Pulido & Lechuga 2004 multi-objective PSO.
- `Ibea` — Zitzler & Künzli 2004 indicator-based EA.
- `SmsEmoa` — Beume, Naujoks & Emmerich 2007 hypervolume-selection EMOA.
- `Hype` — Bader & Zitzler 2011 Hypervolume Estimation Algorithm.
- `EpsilonMoea` — Deb, Mohan & Mishra 2003 ε-dominance MOEA.
- `PesaII` — Corne et al. 2001 Pareto Envelope Selection II.
- `AgeMoea` — Panichella 2019 Adaptive Geometry Estimation MOEA.
- `Knea` — Zhang, Tian & Jin 2015 Knee point-driven EA.
**Many-objective (4+):**
- `Nsga3` — Deb & Jain 2014 reference-point NSGA-III.
- `Rvea` — Cheng et al. 2016 Reference Vector-guided EA.
- `Grea` — Yang et al. 2013 Grid-based EA.
**Reusable utilities:** `pareto_compare`, `pareto_front`, `best_candidate`,
`non_dominated_sort`, `crowding_distance`, `ParetoArchive`, `das_dennis`,
and the metrics `spacing` and `hypervolume_2d`.
## Design philosophy
@@ -138,6 +493,38 @@ Plus reusable utilities: `pareto_compare`, `pareto_front`, `best_candidate`,
See `docs/heuropt_tech_design_spec.md` for the full design rationale.
## Testing
heuropt is exhaustively tested across several layers:
- **Unit + integration tests** (`cargo test`) — 313 tests covering
every algorithm, operator, metric, Pareto utility, and edge case
(empty/singleton/duplicate populations, flat fitness, zero-width
bounds, infeasible-only populations).
- **Property-based tests** (`proptest`) — bounds preservation,
Pareto antisymmetry/reflexivity, partition correctness,
determinism, and seed-stability checks for every algorithm.
- **Coverage-guided fuzzing** (`cargo +nightly fuzz run <target>`) —
eight targets at `fuzz/fuzz_targets/`, soaked for 60 s per target
in CI on every PR.
- **Instruction-count benchmarks** (`cargo bench`) — `gungraun`
(callgrind) hot-path benchmarks for every algorithm and Pareto
utility, machine-stable so PR-level regressions show up.
- **Mutation testing** (`cargo mutants`) — advisory; config at
`.cargo/mutants.toml`.
- **CI** (`.github/workflows/ci.yml`) — fmt, clippy
(`-D warnings`), test (4-feature matrix), doc, MSRV (1.85), fuzz.
## Contributing
See [CONTRIBUTING.md](CONTRIBUTING.md) for the local-test checklist,
conventional-commits requirement, and project-governance docs.
This project follows the [Builder's Code of Conduct](CODE_OF_CONDUCT.md):
stay professional, stay technical, focus on the work and its merit.
For security disclosures, see [SECURITY.md](SECURITY.md).
## License
MIT — see [LICENSE](LICENSE).
+62
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@@ -0,0 +1,62 @@
# Security policy
## Supported versions
Security fixes are applied to the latest released minor version on
crates.io. Patch-level releases (`0.x.y``0.x.y+1`) are issued as
needed.
| Version | Supported |
|---------|--------------------|
| 0.5.x | ✅ |
| ≤ 0.4.x | ❌ (please upgrade) |
heuropt is pre-1.0; the public API may change between minor versions.
Once 1.0.0 ships, the support window will be at least the latest two
minor versions.
## Reporting a vulnerability
Please **do not** open a public GitHub issue for a security bug.
Instead use one of these channels:
- GitHub's [private vulnerability reporting](https://github.com/swaits/heuropt/security/advisories/new)
on the repository.
- Email **steve@waits.net** with subject line `[heuropt security]
<short summary>`.
Please include:
1. A description of the vulnerability and the affected versions.
2. The smallest reproducer you can produce — a `cargo run --example
repro` is ideal.
3. Your assessment of impact and exploitability.
4. Any suggested mitigation if you have one.
## What I will do
- Acknowledge the report within **72 hours**.
- Confirm or refute reproducibility within **7 days**.
- Issue a fix in a patch release within **30 days** for confirmed
high-severity issues; less urgent issues may roll into the next
minor release.
- Credit the reporter in the CHANGELOG entry unless you ask
otherwise.
## What counts as a security issue
heuropt is a numerical library, not a network service or sandbox. The
realistic security-relevant categories are:
- **Memory safety**: any unsafe-code-related UB or unwinds-across-FFI
bug. heuropt itself uses no `unsafe`; this category covers
dependencies it transitively pulls in.
- **Denial of service**: an input to a public API that causes
unbounded memory growth, infinite loop, or panic outside its
documented panic conditions. (Documented panics for invalid config
are not bugs.)
- **Supply-chain compromise**: a published heuropt crate that doesn't
match the source on the tagged commit.
Functional correctness bugs (an algorithm produces wrong
hypervolumes, etc.) are tracked as ordinary issues, not security.
+651
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@@ -0,0 +1,651 @@
//! Instruction-count benchmarks for heuropt's algorithmic hot paths.
//!
//! Run with `cargo bench`. Requires `valgrind` installed.
//!
//! The benchmarks here are *not* end-to-end optimizer runs; those are
//! covered by `examples/compare`. These are the inner-loop primitives
//! that every algorithm depends on, so a regression here lights up
//! across the whole crate.
use std::hint::black_box;
use gungraun::prelude::*;
use heuropt::core::candidate::Candidate;
use heuropt::core::evaluation::Evaluation;
use heuropt::core::objective::{Objective, ObjectiveSpace};
use heuropt::core::problem::Problem;
use heuropt::metrics::hypervolume::{hypervolume_2d, hypervolume_nd};
use heuropt::pareto::crowding::crowding_distance;
use heuropt::pareto::sort::non_dominated_sort;
use heuropt::prelude::*;
// -----------------------------------------------------------------------------
// Pareto utilities
// -----------------------------------------------------------------------------
fn make_2d_population(n: usize) -> Vec<Candidate<()>> {
(0..n)
.map(|i| {
let t = i as f64 / n as f64;
Candidate::new((), Evaluation::new(vec![t, 1.0 - t.sqrt()]))
})
.collect()
}
fn space_2d() -> ObjectiveSpace {
ObjectiveSpace::new(vec![Objective::minimize("f1"), Objective::minimize("f2")])
}
#[library_benchmark]
#[bench::n_50(50)]
#[bench::n_200(200)]
fn non_dominated_sort_2d(n: usize) -> Vec<Vec<usize>> {
let pop = make_2d_population(n);
let s = space_2d();
black_box(non_dominated_sort(black_box(&pop), black_box(&s)))
}
#[library_benchmark]
#[bench::n_50(50)]
#[bench::n_200(200)]
fn crowding_distance_2d(n: usize) -> Vec<f64> {
let pop = make_2d_population(n);
let s = space_2d();
let front: Vec<usize> = (0..pop.len()).collect();
black_box(crowding_distance(
black_box(&pop),
black_box(&front),
black_box(&s),
))
}
#[library_benchmark]
#[bench::n_30(30)]
#[bench::n_100(100)]
fn hypervolume_2d_bench(n: usize) -> f64 {
let pop = make_2d_population(n);
let s = space_2d();
black_box(hypervolume_2d(
black_box(&pop),
black_box(&s),
black_box([1.1, 1.1]),
))
}
fn make_3d_population(n: usize) -> (Vec<Candidate<()>>, ObjectiveSpace) {
let s = ObjectiveSpace::new(vec![
Objective::minimize("f1"),
Objective::minimize("f2"),
Objective::minimize("f3"),
]);
let pop = (0..n)
.map(|i| {
let t = i as f64 / n as f64;
let theta = 0.5 * std::f64::consts::PI * t;
Candidate::new((), Evaluation::new(vec![theta.cos(), theta.sin(), 1.0 - t]))
})
.collect();
(pop, s)
}
#[library_benchmark]
#[bench::n_30(30)]
#[bench::n_100(100)]
fn hypervolume_nd_bench_3d(n: usize) -> f64 {
let (pop, s) = make_3d_population(n);
black_box(hypervolume_nd(
black_box(&pop),
black_box(&s),
black_box(&[2.0, 2.0, 2.0]),
))
}
library_benchmark_group!(
name = pareto_group;
benchmarks =
non_dominated_sort_2d,
crowding_distance_2d,
hypervolume_2d_bench,
hypervolume_nd_bench_3d
);
// -----------------------------------------------------------------------------
// End-to-end algorithm smoke benches (single-generation cost)
// -----------------------------------------------------------------------------
/// Schaffer N.1 (2-objective). Inlined here so the bench doesn't need
/// to reach into the crate's `cfg(test)` test support.
struct SchafferN1;
impl Problem for SchafferN1 {
type Decision = Vec<f64>;
fn objectives(&self) -> ObjectiveSpace {
ObjectiveSpace::new(vec![Objective::minimize("f1"), Objective::minimize("f2")])
}
fn evaluate(&self, x: &Vec<f64>) -> Evaluation {
let v = x[0];
Evaluation::new(vec![v * v, (v - 2.0).powi(2)])
}
}
#[library_benchmark]
fn nsga2_one_generation() -> usize {
let bounds = vec![(-5.0, 5.0)];
let initializer = RealBounds::new(bounds.clone());
let variation = CompositeVariation {
crossover: SimulatedBinaryCrossover::new(bounds.clone(), 15.0, 0.5),
mutation: PolynomialMutation::new(bounds, 20.0, 1.0),
};
let mut opt = Nsga2::new(
Nsga2Config {
population_size: 50,
generations: 1,
seed: 0,
},
initializer,
variation,
);
let result = opt.run(black_box(&SchafferN1));
black_box(result.evaluations)
}
#[library_benchmark]
fn cma_es_one_generation() -> usize {
let bounds = RealBounds::new(vec![(-5.0, 5.0); 5]);
let mut opt = CmaEs::new(
CmaEsConfig {
population_size: 16,
generations: 1,
initial_sigma: 0.5,
eigen_decomposition_period: 1,
initial_mean: None,
seed: 0,
},
bounds,
);
struct Sphere5D;
impl Problem for Sphere5D {
type Decision = Vec<f64>;
fn objectives(&self) -> ObjectiveSpace {
ObjectiveSpace::new(vec![Objective::minimize("f")])
}
fn evaluate(&self, x: &Vec<f64>) -> Evaluation {
Evaluation::new(vec![x.iter().map(|v| v * v).sum()])
}
}
let result = opt.run(black_box(&Sphere5D));
black_box(result.evaluations)
}
library_benchmark_group!(
name = algorithm_group;
benchmarks = nsga2_one_generation, cma_es_one_generation
);
// -----------------------------------------------------------------------------
// Wider single-objective sweep
// -----------------------------------------------------------------------------
struct Sphere1D;
impl Problem for Sphere1D {
type Decision = Vec<f64>;
fn objectives(&self) -> ObjectiveSpace {
ObjectiveSpace::new(vec![Objective::minimize("f")])
}
fn evaluate(&self, x: &Vec<f64>) -> Evaluation {
Evaluation::new(vec![x[0] * x[0]])
}
}
fn so_bounds() -> RealBounds {
RealBounds::new(vec![(-3.0, 3.0)])
}
#[library_benchmark]
fn random_search_short() -> usize {
let mut o = RandomSearch::new(
RandomSearchConfig {
iterations: 50,
batch_size: 1,
seed: 0,
},
so_bounds(),
);
black_box(o.run(black_box(&Sphere1D)).evaluations)
}
#[library_benchmark]
fn hill_climber_short() -> usize {
let mut o = HillClimber::new(
HillClimberConfig {
iterations: 50,
seed: 0,
},
so_bounds(),
GaussianMutation { sigma: 0.1 },
);
black_box(o.run(black_box(&Sphere1D)).evaluations)
}
#[library_benchmark]
fn one_plus_one_es_short() -> usize {
let mut o = OnePlusOneEs::new(
OnePlusOneEsConfig {
iterations: 50,
initial_sigma: 0.5,
adaptation_period: 10,
step_increase: 1.22,
seed: 0,
},
so_bounds(),
);
black_box(o.run(black_box(&Sphere1D)).evaluations)
}
#[library_benchmark]
fn simulated_annealing_short() -> usize {
let mut o = SimulatedAnnealing::new(
SimulatedAnnealingConfig {
iterations: 50,
initial_temperature: 1.0,
final_temperature: 1e-3,
seed: 0,
},
so_bounds(),
GaussianMutation { sigma: 0.1 },
);
black_box(o.run(black_box(&Sphere1D)).evaluations)
}
#[library_benchmark]
fn genetic_algorithm_short() -> usize {
let bounds = vec![(-3.0, 3.0)];
let mut o = GeneticAlgorithm::new(
GeneticAlgorithmConfig {
population_size: 10,
generations: 5,
tournament_size: 2,
elitism: 1,
seed: 0,
},
RealBounds::new(bounds.clone()),
CompositeVariation {
crossover: SimulatedBinaryCrossover::new(bounds.clone(), 15.0, 0.5),
mutation: PolynomialMutation::new(bounds, 20.0, 1.0),
},
);
black_box(o.run(black_box(&Sphere1D)).evaluations)
}
#[library_benchmark]
fn particle_swarm_short() -> usize {
let mut o = ParticleSwarm::new(
ParticleSwarmConfig {
swarm_size: 10,
generations: 5,
inertia: 0.7,
cognitive: 1.5,
social: 1.5,
seed: 0,
},
so_bounds(),
);
black_box(o.run(black_box(&Sphere1D)).evaluations)
}
#[library_benchmark]
fn differential_evolution_short() -> usize {
let mut o = DifferentialEvolution::new(
DifferentialEvolutionConfig {
population_size: 10,
generations: 5,
differential_weight: 0.5,
crossover_probability: 0.9,
seed: 0,
},
so_bounds(),
);
black_box(o.run(black_box(&Sphere1D)).evaluations)
}
#[library_benchmark]
fn tlbo_short() -> usize {
let mut o = Tlbo::new(
TlboConfig {
population_size: 10,
generations: 5,
seed: 0,
},
so_bounds(),
);
black_box(o.run(black_box(&Sphere1D)).evaluations)
}
#[library_benchmark]
fn separable_nes_short() -> usize {
let mut o = SeparableNes::new(
SeparableNesConfig {
population_size: 8,
generations: 5,
initial_sigma: 0.5,
mean_learning_rate: 1.0,
sigma_learning_rate: None,
seed: 0,
},
so_bounds(),
);
black_box(o.run(black_box(&Sphere1D)).evaluations)
}
#[library_benchmark]
fn nelder_mead_short() -> usize {
let mut o = NelderMead::new(
NelderMeadConfig {
iterations: 50,
..NelderMeadConfig::default()
},
so_bounds(),
);
black_box(o.run(black_box(&Sphere1D)).evaluations)
}
#[library_benchmark]
fn bayesian_opt_short() -> usize {
let mut o = BayesianOpt::new(
BayesianOptConfig {
initial_samples: 5,
iterations: 10,
length_scales: None,
signal_variance: 1.0,
noise_variance: 1e-6,
acquisition_samples: 100,
seed: 0,
},
so_bounds(),
);
black_box(o.run(black_box(&Sphere1D)).evaluations)
}
#[library_benchmark]
fn tpe_short() -> usize {
let mut o = Tpe::new(
TpeConfig {
initial_samples: 5,
iterations: 10,
good_fraction: 0.25,
candidate_samples: 12,
bandwidth_factor: 1.0,
seed: 0,
},
so_bounds(),
);
black_box(o.run(black_box(&Sphere1D)).evaluations)
}
#[library_benchmark]
fn ipop_cma_es_short() -> usize {
let mut o = IpopCmaEs::new(
IpopCmaEsConfig {
initial_population_size: 8,
total_generations: 30,
initial_sigma: 0.5,
eigen_decomposition_period: 1,
stall_generations: None,
seed: 0,
},
so_bounds(),
);
black_box(o.run(black_box(&Sphere1D)).evaluations)
}
library_benchmark_group!(
name = single_objective_group;
benchmarks =
random_search_short, hill_climber_short, one_plus_one_es_short,
simulated_annealing_short, genetic_algorithm_short,
particle_swarm_short, differential_evolution_short, tlbo_short,
separable_nes_short, nelder_mead_short,
bayesian_opt_short, tpe_short, ipop_cma_es_short
);
// -----------------------------------------------------------------------------
// Multi-objective sweep
// -----------------------------------------------------------------------------
fn schaffer_bounds() -> Vec<(f64, f64)> {
vec![(-3.0, 3.0)]
}
fn mo_variation() -> CompositeVariation<SimulatedBinaryCrossover, PolynomialMutation> {
let bounds = schaffer_bounds();
CompositeVariation {
crossover: SimulatedBinaryCrossover::new(bounds.clone(), 15.0, 0.5),
mutation: PolynomialMutation::new(bounds, 20.0, 1.0),
}
}
#[library_benchmark]
fn nsga3_short() -> usize {
let mut o = Nsga3::new(
Nsga3Config {
population_size: 12,
generations: 1,
reference_divisions: 11,
seed: 0,
},
RealBounds::new(schaffer_bounds()),
mo_variation(),
);
black_box(o.run(black_box(&SchafferN1)).evaluations)
}
#[library_benchmark]
fn spea2_short() -> usize {
let mut o = Spea2::new(
Spea2Config {
population_size: 10,
archive_size: 10,
generations: 1,
seed: 0,
},
RealBounds::new(schaffer_bounds()),
mo_variation(),
);
black_box(o.run(black_box(&SchafferN1)).evaluations)
}
#[library_benchmark]
fn moead_short() -> usize {
let mut o = Moead::new(
MoeadConfig {
generations: 1,
reference_divisions: 9,
neighborhood_size: 4,
seed: 0,
},
RealBounds::new(schaffer_bounds()),
mo_variation(),
);
black_box(o.run(black_box(&SchafferN1)).evaluations)
}
#[library_benchmark]
fn mopso_short() -> usize {
let mut o = Mopso::new(
MopsoConfig {
swarm_size: 10,
generations: 1,
archive_size: 10,
inertia: 0.7,
cognitive: 1.5,
social: 1.5,
seed: 0,
},
RealBounds::new(schaffer_bounds()),
);
black_box(o.run(black_box(&SchafferN1)).evaluations)
}
#[library_benchmark]
fn ibea_short() -> usize {
let mut o = Ibea::new(
IbeaConfig {
population_size: 10,
generations: 1,
kappa: 0.05,
seed: 0,
},
RealBounds::new(schaffer_bounds()),
mo_variation(),
);
black_box(o.run(black_box(&SchafferN1)).evaluations)
}
#[library_benchmark]
fn sms_emoa_short() -> usize {
let mut o = SmsEmoa::new(
SmsEmoaConfig {
population_size: 8,
generations: 5,
reference_point: vec![10.0, 10.0],
seed: 0,
},
RealBounds::new(schaffer_bounds()),
mo_variation(),
);
black_box(o.run(black_box(&SchafferN1)).evaluations)
}
#[library_benchmark]
fn hype_short() -> usize {
let mut o = Hype::new(
HypeConfig {
population_size: 10,
generations: 1,
reference_point: vec![10.0, 10.0],
mc_samples: 100,
seed: 0,
},
RealBounds::new(schaffer_bounds()),
mo_variation(),
);
black_box(o.run(black_box(&SchafferN1)).evaluations)
}
#[library_benchmark]
fn pesa2_short() -> usize {
let mut o = PesaII::new(
PesaIIConfig {
population_size: 10,
archive_size: 10,
generations: 1,
grid_divisions: 4,
seed: 0,
},
RealBounds::new(schaffer_bounds()),
mo_variation(),
);
black_box(o.run(black_box(&SchafferN1)).evaluations)
}
#[library_benchmark]
fn epsilon_moea_short() -> usize {
let mut o = EpsilonMoea::new(
EpsilonMoeaConfig {
population_size: 10,
evaluations: 30,
epsilon: vec![0.05, 0.05],
seed: 0,
},
RealBounds::new(schaffer_bounds()),
mo_variation(),
);
black_box(o.run(black_box(&SchafferN1)).evaluations)
}
#[library_benchmark]
fn age_moea_short() -> usize {
let mut o = AgeMoea::new(
AgeMoeaConfig {
population_size: 10,
generations: 1,
seed: 0,
},
RealBounds::new(schaffer_bounds()),
mo_variation(),
);
black_box(o.run(black_box(&SchafferN1)).evaluations)
}
#[library_benchmark]
fn grea_short() -> usize {
let mut o = Grea::new(
GreaConfig {
population_size: 10,
generations: 1,
grid_divisions: 4,
seed: 0,
},
RealBounds::new(schaffer_bounds()),
mo_variation(),
);
black_box(o.run(black_box(&SchafferN1)).evaluations)
}
#[library_benchmark]
fn knea_short() -> usize {
let mut o = Knea::new(
KneaConfig {
population_size: 10,
generations: 1,
seed: 0,
},
RealBounds::new(schaffer_bounds()),
mo_variation(),
);
black_box(o.run(black_box(&SchafferN1)).evaluations)
}
#[library_benchmark]
fn rvea_short() -> usize {
let mut o = Rvea::new(
RveaConfig {
population_size: 10,
generations: 1,
reference_divisions: 9,
alpha: 2.0,
seed: 0,
},
RealBounds::new(schaffer_bounds()),
mo_variation(),
);
black_box(o.run(black_box(&SchafferN1)).evaluations)
}
#[library_benchmark]
fn paes_short() -> usize {
let mut o = Paes::new(
PaesConfig {
iterations: 30,
archive_size: 10,
seed: 0,
},
RealBounds::new(schaffer_bounds()),
GaussianMutation { sigma: 0.1 },
);
black_box(o.run(black_box(&SchafferN1)).evaluations)
}
library_benchmark_group!(
name = multi_objective_group;
benchmarks =
nsga3_short, spea2_short, moead_short, mopso_short, ibea_short,
sms_emoa_short, hype_short, pesa2_short, epsilon_moea_short,
age_moea_short, grea_short, knea_short, rvea_short, paes_short
);
main!(
library_benchmark_groups = pareto_group,
algorithm_group,
single_objective_group,
multi_objective_group
);
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[book]
title = "heuropt — the user guide"
description = "A practical Rust toolkit for heuristic single-, multi-, and many-objective optimization."
authors = ["Stephen Waits"]
language = "en"
src = "src"
[build]
build-dir = "../../target/book"
create-missing = false
[output.html]
default-theme = "rust"
preferred-dark-theme = "navy"
git-repository-url = "https://github.com/swaits/heuropt"
edit-url-template = "https://github.com/swaits/heuropt/edit/main/docs/book/{path}"
site-url = "/heuropt/"
no-section-label = true
[output.html.fold]
enable = true
level = 1
[output.html.search]
enable = true
limit-results = 30
teaser-word-count = 30
use-boolean-and = true
[output.html.print]
enable = true
[rust]
edition = "2024"
+26
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# Summary
[Introduction](./introduction.md)
# Getting started
- [Five-minute walkthrough](./getting-started.md)
- [Defining a problem](./defining-problems.md)
- [Choosing an algorithm](./choosing-an-algorithm.md)
# Cookbook
- [Recipes](./cookbook.md)
- [Parallelize evaluation with rayon](./cookbook/parallel.md)
- [Tune a model with expensive evaluations](./cookbook/expensive-evaluations.md)
- [Compare two algorithms on your problem](./cookbook/compare.md)
- [Optimize a permutation (TSP-style)](./cookbook/permutation.md)
- [Constrain your search with `Repair`](./cookbook/constraints.md)
- [Pick one answer off a Pareto front](./cookbook/pick-one.md)
- [Write your own algorithm](./cookbook/custom-optimizer.md)
# Reference
- [Comparison with other libraries](./comparison.md)
- [Stability and SemVer](./stability.md)
- [Migration guides](./migration.md)
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# Choosing an algorithm
The README has a compact decision tree. This chapter expands it with
the *reasoning* behind each branch.
## Step 0: How expensive is one evaluation?
This is the first fork because it changes everything that comes
after it.
| Eval cost | Budget you can afford | Algorithm family |
|----------------------------|---------------------------|-----------------------------|
| Microseconds (pure math) | 10 000 1 000 000 evals | Population-based |
| Milliseconds (sim, IO) | 1 000 10 000 evals | Population-based |
| Seconds (small training) | 100 1 000 evals | Sample-efficient (BO, TPE) |
| Minutes+ (full training) | 50 500 evals | Sample-efficient + multi-fidelity |
For the cheap-eval branch, you have the run of the catalog. For the
expensive branch, classical evolutionary methods waste your evaluation
budget — go to [`BayesianOpt`] or [`Tpe`]. For the *very* expensive
branch where each eval has a tunable budget (epochs, MC samples, sim
steps), [`Hyperband`] over the [`PartialProblem`] trait is the move.
## Step 1: How many objectives?
The biggest fork.
- **One** — there's a single best answer. Pick from the
single-objective branch.
- **Two or three** — a Pareto front. Pick from the multi-objective
branch.
- **Four or more** — a many-objective Pareto front; classical
multi-objective methods break down here because almost every pair
of points is non-dominated. Pick from the many-objective branch.
> **Pareto front:** the set of decisions where you cannot improve any
> objective without sacrificing another. In a 2-objective minimize
> problem, plot every solution; the Pareto front is the lower-left
> envelope.
If you found yourself staring at a single composite score that's a
weighted sum of conflicting goals, you probably have a multi-objective
problem in disguise. A weighted sum bakes in your preferences before
you've seen the trade-off; running a multi-objective optimizer first
and picking off the front later is almost always a better workflow
(see [Pick one answer off a Pareto front](./cookbook/pick-one.md)).
## Step 2 — single-objective continuous
These all take `Vec<f64>` decisions.
### Smooth, low-to-moderate dimension
[`CmaEs`] is the strong default. It adapts the search distribution's
covariance to the local landscape. On the comparison harness it
hits machine epsilon on Rosenbrock at 30 000 evaluations.
For very low-dimensional smooth problems (≤ 5 dim), [`NelderMead`] is
deterministic and converges to f = 0 exactly on Rosenbrock.
### High dimension, smooth
[`SeparableNes`] uses a diagonal covariance — cheaper per step than
CmaEs at the cost of being unable to model rotated landscapes. Worth
trying when CmaEs's `O(d²)` per-step cost hurts.
### Multimodal landscapes
Multimodal = many local minima that aren't the global one. Rastrigin
and Ackley are classic traps.
[`IpopCmaEs`] is CmaEs with an increasing-population restart strategy
specifically designed for this. On the harness it drops vanilla CmaEs's
Rastrigin score from f = 2.35 to f = 0.13.
[`DifferentialEvolution`] is rarely beaten on cheap multimodal
continuous problems. On Rastrigin it ties with `(1+1)-ES` at f = 0.
[`SimulatedAnnealing`] is a cheap, generic baseline that escapes local
optima via temperature decay.
### Want parameter-free
[`Tlbo`] (Teaching-Learning-Based Optimization) has no `F`, `CR`, `w`,
or `σ` to tune. Often a respectable middle-of-the-pack performer.
### Smallest possible self-adapting baseline
[`OnePlusOneEs`] — Rechenberg's 1973 `(1+1)`-ES with the one-fifth
success rule. On the harness it hits f = 0 on Rastrigin in 50 000
evaluations.
### Just want a baseline
[`RandomSearch`]. Useful as a sanity check: if your fancy optimizer
can't beat random search, something is wrong (with the fancy
optimizer or with the problem).
## Step 2 — single-objective other types
| Decision type | Algorithm | Notes |
|---|---|---|
| `Vec<bool>` | [`Umda`] | Per-bit marginal EDA. Independent-bit assumption. |
| `Vec<bool>` | [`GeneticAlgorithm`] + [`BitFlipMutation`] | When bit interactions matter. |
| `Vec<usize>` (permutation) | [`AntColonyTsp`] | TSP-style with a distance matrix. |
| `Vec<usize>` (permutation) | [`SimulatedAnnealing`] + [`SwapMutation`] | Generic discrete baseline. |
| `Vec<usize>` or custom | [`TabuSearch`] | You supply the neighbor function. |
| Custom struct | [`SimulatedAnnealing`] / [`HillClimber`] | With your own `Variation` impl. |
## Step 2 — multi-objective (2 or 3)
### Strong default
[`Nsga2`] is the canonical Pareto-based EA. Fast, well-understood,
maintains diversity via crowding distance. On the harness it lands
on the Pareto front of every test problem.
### Real-valued, smooth front, want best convergence
[`Mopso`] (multi-objective PSO with archive). On ZDT1 it wins
hypervolume outright and converges 100× tighter than the
dominance-based methods.
### Better front quality than NSGA-II
[`Ibea`] (indicator-based) is consistently the best of the
dominance-based methods on the harness — wins ZDT3 hypervolume and
DTLZ2 mean distance by 24×. It uses an additive ε-indicator for
selection rather than dominance + crowding.
[`Spea2`] (strength + density) — solid alternative; explicit external
archive separate from the population.
[`SmsEmoa`] uses exact hypervolume contribution for selection. Elegant
in theory; in practice on the harness budgets here it underperforms
NSGA-II. Worth the higher per-step cost only when exact HV
contribution is the right discriminator.
### Decomposition / weight-vector style
[`Moead`] decomposes the multi-objective problem into many scalar
sub-problems (Tchebycheff or weighted sum) and solves them in
parallel. Very fast per generation; scales naturally to many
objectives.
### Disconnected or non-convex front
[`AgeMoea`] estimates the front geometry adaptively (the L_p
parameter `p` is fit from data each generation).
[`Knea`] favors knee points — the regions of the front where small
gains in one objective cost large losses in another.
[`Ibea`] also handles disconnected fronts well.
### Region-based diversity
[`PesaII`] uses grid hyperboxes to drive selection — divide the
objective space into a grid, pick from the least-crowded boxes.
[`EpsilonMoea`] uses an ε-grid archive that auto-limits its size.
### Just one starting decision (no population budget)
[`Paes`] — `(1+1)`-ES with a Pareto archive. Cheap, simple, useful
when your evaluations are expensive enough that you can't afford a
population.
## Step 2 — many-objective (4+)
### Linear / simplex-shaped front (e.g., DTLZ1)
[`Grea`] — grid coords drive ranking. On DTLZ1 it beats NSGA-III by
3× and AGE-MOEA by 2.5×.
[`Moead`] — decomposition shines on linear fronts; second on DTLZ1
and among the fastest per generation.
### Curved / unknown front geometry
[`Nsga3`] — reference-point niching; canonical many-objective method;
strong default when the front isn't simplex-shaped.
[`AgeMoea`] — estimates L_p geometry per generation.
[`Rvea`] — reference vectors with adaptive penalty.
### Indicator-based selection
[`Ibea`] — additive ε-indicator; doesn't degrade at high obj count.
[`HypE`] — Monte Carlo hypervolume estimation; scales to arbitrary
objective count where exact HV is too expensive.
## Step 3: Are there hard constraints?
heuropt models constraints as a single scalar `constraint_violation`
on each `Evaluation`. Three escalations when the feasibility region
is hard to find:
1. **Penalty-only.** Just set `constraint_violation > 0` for
infeasible decisions. The default tournament/Pareto comparisons
prefer feasibles automatically.
2. **Repair.** Implement [`Repair<D>`] (or use the provided
[`ClampToBounds`] / [`ProjectToSimplex`]) to project infeasible
decisions back into the feasible region. Pair with a `Variation`
in a [`CompositeVariation`] for bounds-aware variants.
3. **Stochastic ranking.** Use [`stochastic_ranking_select`] instead
of `tournament_select_single_objective`. It probabilistically
explores near-feasibility instead of strict feasibility-first
ordering, which helps when feasible regions are narrow.
See [Constrain your search with `Repair`](./cookbook/constraints.md)
for worked examples.
## Step 4: Should you parallelize?
Enable the `parallel` feature flag if your `evaluate` takes more
than ~50 µs. Population-based algorithms ([`RandomSearch`], [`Nsga2`],
[`DifferentialEvolution`], [`Spea2`], [`Ibea`], [`Mopso`], …) batch-
evaluate via rayon when the feature is on. **Seeded runs stay
bit-identical** to serial mode.
```toml
heuropt = { version = "0.5", features = ["parallel"] }
```
## TL;DR table
| Situation | Pick |
|---|---|
| Smooth single-objective continuous | [`CmaEs`] |
| Multimodal single-objective continuous | [`IpopCmaEs`] or [`DifferentialEvolution`] |
| Expensive single-objective | [`BayesianOpt`] or [`Tpe`] |
| Multi-fidelity single-objective | [`Hyperband`] |
| 2- or 3-objective default | [`Nsga2`] |
| 2-objective real-valued smooth front | [`Mopso`] |
| Disconnected / non-convex front | [`Ibea`] |
| Many-objective default (curved front) | [`Nsga3`] |
| Many-objective linear / simplex front | [`Grea`] |
| Permutation problem | [`AntColonyTsp`] |
| Binary problem | [`Umda`] |
| Custom decision type | [`SimulatedAnnealing`] + your `Variation` |
| Sanity baseline | [`RandomSearch`] |
[`CmaEs`]: https://docs.rs/heuropt/latest/heuropt/algorithms/cma_es/struct.CmaEs.html
[`IpopCmaEs`]: https://docs.rs/heuropt/latest/heuropt/algorithms/ipop_cma_es/struct.IpopCmaEs.html
[`SeparableNes`]: https://docs.rs/heuropt/latest/heuropt/algorithms/snes/struct.SeparableNes.html
[`NelderMead`]: https://docs.rs/heuropt/latest/heuropt/algorithms/nelder_mead/struct.NelderMead.html
[`DifferentialEvolution`]: https://docs.rs/heuropt/latest/heuropt/algorithms/differential_evolution/struct.DifferentialEvolution.html
[`SimulatedAnnealing`]: https://docs.rs/heuropt/latest/heuropt/algorithms/simulated_annealing/struct.SimulatedAnnealing.html
[`Tlbo`]: https://docs.rs/heuropt/latest/heuropt/algorithms/tlbo/struct.Tlbo.html
[`OnePlusOneEs`]: https://docs.rs/heuropt/latest/heuropt/algorithms/one_plus_one_es/struct.OnePlusOneEs.html
[`RandomSearch`]: https://docs.rs/heuropt/latest/heuropt/algorithms/random_search/struct.RandomSearch.html
[`HillClimber`]: https://docs.rs/heuropt/latest/heuropt/algorithms/hill_climber/struct.HillClimber.html
[`BayesianOpt`]: https://docs.rs/heuropt/latest/heuropt/algorithms/bayesian_opt/struct.BayesianOpt.html
[`Tpe`]: https://docs.rs/heuropt/latest/heuropt/algorithms/tpe/struct.Tpe.html
[`Hyperband`]: https://docs.rs/heuropt/latest/heuropt/algorithms/hyperband/struct.Hyperband.html
[`PartialProblem`]: https://docs.rs/heuropt/latest/heuropt/core/partial_problem/trait.PartialProblem.html
[`Umda`]: https://docs.rs/heuropt/latest/heuropt/algorithms/umda/struct.Umda.html
[`GeneticAlgorithm`]: https://docs.rs/heuropt/latest/heuropt/algorithms/genetic_algorithm/struct.GeneticAlgorithm.html
[`BitFlipMutation`]: https://docs.rs/heuropt/latest/heuropt/operators/struct.BitFlipMutation.html
[`AntColonyTsp`]: https://docs.rs/heuropt/latest/heuropt/algorithms/ant_colony_tsp/struct.AntColonyTsp.html
[`SwapMutation`]: https://docs.rs/heuropt/latest/heuropt/operators/struct.SwapMutation.html
[`TabuSearch`]: https://docs.rs/heuropt/latest/heuropt/algorithms/tabu_search/struct.TabuSearch.html
[`Nsga2`]: https://docs.rs/heuropt/latest/heuropt/algorithms/nsga2/struct.Nsga2.html
[`Nsga3`]: https://docs.rs/heuropt/latest/heuropt/algorithms/nsga3/struct.Nsga3.html
[`Mopso`]: https://docs.rs/heuropt/latest/heuropt/algorithms/mopso/struct.Mopso.html
[`Ibea`]: https://docs.rs/heuropt/latest/heuropt/algorithms/ibea/struct.Ibea.html
[`Spea2`]: https://docs.rs/heuropt/latest/heuropt/algorithms/spea2/struct.Spea2.html
[`SmsEmoa`]: https://docs.rs/heuropt/latest/heuropt/algorithms/sms_emoa/struct.SmsEmoa.html
[`Moead`]: https://docs.rs/heuropt/latest/heuropt/algorithms/moead/struct.Moead.html
[`AgeMoea`]: https://docs.rs/heuropt/latest/heuropt/algorithms/age_moea/struct.AgeMoea.html
[`Knea`]: https://docs.rs/heuropt/latest/heuropt/algorithms/knea/struct.Knea.html
[`PesaII`]: https://docs.rs/heuropt/latest/heuropt/algorithms/pesa2/struct.PesaII.html
[`EpsilonMoea`]: https://docs.rs/heuropt/latest/heuropt/algorithms/epsilon_moea/struct.EpsilonMoea.html
[`Paes`]: https://docs.rs/heuropt/latest/heuropt/algorithms/paes/struct.Paes.html
[`Grea`]: https://docs.rs/heuropt/latest/heuropt/algorithms/grea/struct.Grea.html
[`Rvea`]: https://docs.rs/heuropt/latest/heuropt/algorithms/rvea/struct.Rvea.html
[`HypE`]: https://docs.rs/heuropt/latest/heuropt/algorithms/hype/struct.Hype.html
[`Repair<D>`]: https://docs.rs/heuropt/latest/heuropt/traits/trait.Repair.html
[`ClampToBounds`]: https://docs.rs/heuropt/latest/heuropt/operators/struct.ClampToBounds.html
[`ProjectToSimplex`]: https://docs.rs/heuropt/latest/heuropt/operators/struct.ProjectToSimplex.html
[`stochastic_ranking_select`]: https://docs.rs/heuropt/latest/heuropt/selection/tournament/fn.stochastic_ranking_select.html
[`CompositeVariation`]: https://docs.rs/heuropt/latest/heuropt/operators/struct.CompositeVariation.html
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# Comparison with other libraries
heuropt is one of many heuristic-optimization libraries. This chapter
is an honest, opinionated comparison to help you choose.
The columns:
- **Lang** — primary implementation language.
- **Algorithms** — rough catalog count.
- **Multi-obj** — built-in support for Pareto-based multi-objective
optimization.
- **Surrogates** — built-in Bayesian / TPE / multi-fidelity.
- **Determinism** — seeded reproducibility as a first-class property.
- **Async / async-eval** — first-class async runtime support.
| Library | Lang | Algorithms | Multi-obj | Surrogates | Determinism | Async |
|---|---|---|---|---|---|---|
| **heuropt 0.5** | Rust | 35 | ✅ NSGA-II/III, SPEA2, IBEA, MOEA/D, MOPSO, SMS-EMOA, HypE, AGE-MOEA, GrEA, KnEA, RVEA, PESA-II, ε-MOEA, PAES | ✅ BO, TPE, Hyperband | ✅ bit-identical seeded | ⏳ planned |
| pymoo | Python | ~25 | ✅ extensive | partial (BO via plug-ins) | ✅ | ❌ |
| DEAP | Python | flexible toolbox | ✅ | ❌ | ✅ | ❌ |
| hyperopt | Python | TPE-focused | ❌ | ✅ TPE | partial | partial |
| optuna | Python | TPE / CMA-ES / NSGA-II | ✅ | ✅ TPE, BoTorch via plug-in | ✅ | ✅ |
| MOEA Framework | Java | ~40 | ✅ very extensive | ❌ | ✅ | ❌ |
| metaheuristics-rs | Rust | ~10 | partial | ❌ | ✅ | ❌ |
| argmin | Rust | line-search / quasi-Newton | ❌ | ❌ | ✅ | ❌ |
## When to pick heuropt
- You're working in **Rust** and want a single, dependency-light crate
for evolutionary / metaheuristic optimization.
- You need **multi-objective or many-objective** algorithms (12+
Pareto-aware methods in the catalog) AND you don't want to glue
Python into your Rust pipeline.
- You want **bit-identical determinism**: same seed produces same
output, on every machine, across releases unless explicitly noted
otherwise.
- You want a **small, readable codebase** — every algorithm is
written for clarity, no trait-object plumbing, no GATs in user-
facing APIs. Reading `RandomSearch` should be enough to write a
new optimizer.
## When *not* to pick heuropt
- You need **first-class async / await** for evaluations that talk to
HTTP services or spawn subprocesses. heuropt is sync; that's on
the roadmap but not shipping yet.
- You need **gradient-based** optimization. Use `argmin` (Rust) or
`scipy.optimize` (Python) — heuropt is gradient-free by design.
- You need **GPU-accelerated** evaluations. heuropt's `evaluate`
function runs on CPU; use Python (jax/torch) or roll your own
GPU pipeline.
- You need **distributed multi-machine** evaluation. heuropt
parallelizes within one process via rayon. Distribution is up to
you (split the seeds across machines, aggregate).
- You're comfortable in Python and pymoo / optuna already cover
your problem. heuropt's value-add over pymoo is mostly that it's
Rust — if that doesn't matter to you, the Python ecosystem has more
battle-tested integrations.
## Algorithm coverage at a glance
heuropt covers the same major Pareto MOEAs as pymoo and MOEA Framework:
NSGA-II/III, SPEA2, IBEA, MOEA/D, MOPSO, SMS-EMOA, HypE, AGE-MOEA,
GrEA, KnEA, RVEA, PESA-II, ε-MOEA, PAES.
The expensive-evaluation regime: BayesianOpt + TPE + Hyperband. This
is comparable to optuna's coverage but in pure Rust.
The single-objective continuous catalog (CMA-ES, IPOP-CMA-ES, sNES,
DE, PSO, GA, TLBO, (1+1)-ES, NelderMead, RandomSearch, HillClimber,
SimulatedAnnealing) covers the canonical baselines and several modern
variants.
What heuropt does **not** ship that some libraries do:
- **Re-themed metaphor metaheuristics** (Whale Optimization, Grey
Wolf, Bat, Firefly, Harris Hawks, etc.). These are cut from the
catalog deliberately — they are mostly DE/PSO with new names. If
you specifically need one, please open an issue with citations.
- **Non-evolutionary global optimizers** like dual annealing or
basin-hopping (use `scipy.optimize` for those).
- **A web UI / dashboard** like optuna's. heuropt is library-only.
## Speed
heuropt's hot paths (Pareto utilities, hypervolume, key inner loops)
are heavily optimized — see the perf entry in the v0.4.0 CHANGELOG.
On the comparison harness in `examples/compare.rs` (10-seed mean,
30 000 evaluations on DTLZ2), the total wall-clock time across 12
algorithms is ~5 seconds. Per-algorithm timings are in
[`examples/compare-results.md`](https://github.com/swaits/heuropt/blob/main/examples/compare-results.md).
For comparison-shopping speed against Python libraries, the gap is
typically 10×–100× in heuropt's favor for compute-bound
`evaluate` functions, because Rust skips the Python-loop overhead. If
your `evaluate` calls into NumPy/PyTorch and those are the bottleneck,
the gap shrinks substantially.
## Honest weakness: ecosystem
The biggest thing pymoo / optuna / DEAP have that heuropt doesn't:
**community + plug-ins + tutorials**. They've been around longer and
have rich third-party integrations (visualization, MLflow,
Hyperband+BO hybrids, distributed runners). heuropt is younger; the
core is solid but the ecosystem is small.
If you adopt heuropt and miss a thing, the project is small enough
that contributions land fast. See [CONTRIBUTING.md](https://github.com/swaits/heuropt/blob/main/CONTRIBUTING.md).
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# Cookbook
Short, focused recipes for the patterns that come up in practice.
Each recipe is self-contained and small enough to copy into your own
project.
## Recipes
- [Parallelize evaluation with rayon](./cookbook/parallel.md) — when
your `evaluate` is non-trivial, the `parallel` feature pays for
itself almost immediately.
- [Tune a model with expensive evaluations](./cookbook/expensive-evaluations.md)
`BayesianOpt`, `Tpe`, and `Hyperband` for the 50500-eval
regime.
- [Compare two algorithms on your problem](./cookbook/compare.md) —
multi-seed harness pattern straight from `examples/compare.rs`.
- [Optimize a permutation (TSP-style)](./cookbook/permutation.md) —
`AntColonyTsp` with a distance matrix.
- [Constrain your search with `Repair`](./cookbook/constraints.md) —
bounds, simplex projection, custom repair.
- [Pick one answer off a Pareto front](./cookbook/pick-one.md) — the
a-posteriori weighted-decision pattern from the `jiggly_tuning`
example.
- [Write your own algorithm](./cookbook/custom-optimizer.md) —
implement `Optimizer<P>` from scratch, à la the
`examples/custom_optimizer.rs` walkthrough.
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# Compare two algorithms on your problem
The harness in `examples/compare.rs` runs every applicable algorithm
against every test problem with N seeds and reports mean ± std.
You can lift the same pattern for your own problem in ~30 lines.
## The pattern
1. Wrap your problem in a struct that implements [`Problem`].
2. Pick a few candidate algorithms.
3. For each algorithm × seed, run and record the metric you care about.
4. Print mean ± std.
## Worked example
```rust,no_run
use heuropt::prelude::*;
use std::time::Instant;
struct MyProblem;
impl Problem for MyProblem {
type Decision = Vec<f64>;
fn objectives(&self) -> ObjectiveSpace {
ObjectiveSpace::new(vec![Objective::minimize("f")])
}
fn evaluate(&self, x: &Vec<f64>) -> Evaluation {
// your problem here
Evaluation::new(vec![x.iter().map(|v| v * v).sum::<f64>()])
}
}
const SEEDS: u64 = 10;
const DIM: usize = 5;
const BUDGET: usize = 30_000;
fn main() {
let bounds: Vec<(f64, f64)> = vec![(-5.0, 5.0); DIM];
let mut best_de = vec![];
let mut best_cmaes = vec![];
let mut best_ipop = vec![];
let mut t_de = vec![];
let mut t_cmaes = vec![];
let mut t_ipop = vec![];
for seed in 0..SEEDS {
// Differential Evolution
let t = Instant::now();
let mut de = DifferentialEvolution::new(
DifferentialEvolutionConfig {
population_size: 30,
generations: BUDGET / 30,
differential_weight: 0.5,
crossover_probability: 0.9,
seed,
},
RealBounds::new(bounds.clone()),
);
let r = de.run(&MyProblem);
t_de.push(t.elapsed().as_millis() as f64);
best_de.push(r.best.unwrap().evaluation.objectives[0]);
// CMA-ES
let t = Instant::now();
let mut cma = CmaEs::new(
CmaEsConfig {
population_size: 12,
generations: BUDGET / 12,
initial_sigma: 1.0,
eigen_decomposition_period: 1,
initial_mean: None,
seed,
},
RealBounds::new(bounds.clone()),
);
let r = cma.run(&MyProblem);
t_cmaes.push(t.elapsed().as_millis() as f64);
best_cmaes.push(r.best.unwrap().evaluation.objectives[0]);
// IPOP-CMA-ES
let t = Instant::now();
let mut ipop = IpopCmaEs::new(
IpopCmaEsConfig {
base: CmaEsConfig {
population_size: 12,
generations: BUDGET / 12 / 4,
initial_sigma: 1.0,
eigen_decomposition_period: 1,
initial_mean: None,
seed,
},
max_restarts: 3,
population_factor: 2.0,
seed,
},
RealBounds::new(bounds.clone()),
);
let r = ipop.run(&MyProblem);
t_ipop.push(t.elapsed().as_millis() as f64);
best_ipop.push(r.best.unwrap().evaluation.objectives[0]);
}
println!("{:<12} {:>14} {:>10}", "algorithm", "best f (mean±std)", "ms");
print_row("DE", &best_de, &t_de);
print_row("CMA-ES", &best_cmaes, &t_cmaes);
print_row("IPOP-CMA-ES", &best_ipop, &t_ipop);
}
fn print_row(name: &str, values: &[f64], times: &[f64]) {
let (m, s) = mean_std(values);
let (t, _) = mean_std(times);
println!("{:<12} {:>10.3e} ± {:>5.2e} {:>6.0}", name, m, s, t);
}
fn mean_std(xs: &[f64]) -> (f64, f64) {
let n = xs.len() as f64;
let m = xs.iter().sum::<f64>() / n;
let v = xs.iter().map(|x| (x - m).powi(2)).sum::<f64>() / n;
(m, v.sqrt())
}
```
## What to record
- **`best.evaluation.objectives[0]`** for single-objective.
- **`hypervolume_2d(&result.pareto_front, &space, ref_point)`** for
2-objective.
- **`spacing(&result.pareto_front, &space)`** for front uniformity.
- **`result.evaluations`** to cross-check that every algorithm got
the same evaluation budget.
- Wall-clock `Instant::now()` deltas for runtime comparison.
## Pitfalls
- **Population size matters.** Different algorithms have very
different sweet spots. Don't just give them all the same
population — the README's algorithm pages note typical defaults.
- **Different algorithms count "generations" differently.** What
matters is the total `evaluations` count. Set
`generations = BUDGET / population_size` to match across
algorithms (with caveats for steady-state algorithms like SMS-EMOA
that evaluate one offspring per generation).
- **One seed is not a comparison.** Always run ≥ 5 seeds; ≥ 10 is
better. Single-seed comparisons are noise.
- **The harness in `examples/compare.rs` is the canonical version.**
When in doubt, copy from there.
[`Problem`]: https://docs.rs/heuropt/latest/heuropt/core/problem/trait.Problem.html
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# Constrain your search with `Repair`
heuropt models constraints with a single `constraint_violation` scalar
on each `Evaluation`. That works for soft penalties. When constraints
are *hard* and the search keeps generating infeasible decisions, the
better pattern is **repair**: project each candidate back into the
feasible region every time it leaves.
The [`Repair<D>`] trait is the abstraction. Two impls ship in the box;
you can write your own for arbitrary geometry.
## Built-in: `ClampToBounds`
For per-axis box constraints (`lo ≤ xᵢ ≤ hi`), pair `ClampToBounds`
with any `Variation` to get a bounds-aware variant for free.
```rust,no_run
use heuropt::prelude::*;
let bounds = vec![(-5.0, 5.0); 3];
// Without bounds, GaussianMutation can step outside the search box.
// ClampToBounds projects each variable back in.
let mut sigma = GaussianMutation { sigma: 0.5 };
let mut clamp = ClampToBounds::new(bounds.clone());
let mut rng = rng_from_seed(42);
let parent = vec![4.9, -4.9, 0.0];
let mut child = sigma.vary(std::slice::from_ref(&parent), &mut rng).pop().unwrap();
clamp.repair(&mut child);
// every entry of `child` is now within [-5, 5].
```
`ClampToBounds` is idempotent: applying it twice is the same as
applying it once.
For most real problems you'd just use [`BoundedGaussianMutation`]
which combines both in one operator.
## Built-in: `ProjectToSimplex`
For *budget* constraints — "the components must sum to a fixed
total and be non-negative" — `ProjectToSimplex` projects onto the
probability simplex (or any scaled simplex).
```rust,no_run
use heuropt::prelude::*;
let mut proj = ProjectToSimplex::new(1.0); // probability simplex
let mut x = vec![0.6, 0.5, -0.1, 0.3]; // sum 1.3, one negative
proj.repair(&mut x);
// x now sums to 1.0 and every entry is ≥ 0.
let s: f64 = x.iter().sum();
debug_assert!((s - 1.0).abs() < 1e-12);
debug_assert!(x.iter().all(|&v| v >= 0.0));
```
Use this for portfolio / resource-allocation problems where the
decision is a vector of weights that must sum to a budget.
## Custom repair
Anything that takes a `&mut Vec<f64>` (or any `&mut D` for your
custom decision type) and returns a feasible version is a valid
`Repair`. Implement the trait directly:
```rust,no_run
use heuropt::prelude::*;
/// Force the largest variable to be at least `min_largest`.
struct AtLeastOneActive { min_largest: f64 }
impl Repair<Vec<f64>> for AtLeastOneActive {
fn repair(&mut self, x: &mut Vec<f64>) {
let max_idx = x.iter()
.enumerate()
.fold(0, |best, (i, &v)| {
if v > x[best] { i } else { best }
});
if x[max_idx] < self.min_largest {
x[max_idx] = self.min_largest;
}
}
}
```
## Stochastic-ranking selection
When the feasible region is *narrow* — most of the search space is
infeasible — the strict "feasibles always beat infeasibles" rule
traps the search outside it. Runarsson & Yao's stochastic ranking
breaks the trap by, on each pairwise comparison, using a probabilistic
"compare by objective" instead of "compare by feasibility" with a
small probability `pf`:
```rust,ignore
use heuropt::selection::tournament::stochastic_ranking_select;
let picks = stochastic_ranking_select(
&population,
&objectives,
0.45, // pf — Runarsson & Yao's canonical value
count,
&mut rng,
);
```
This is a drop-in replacement for `tournament_select_single_objective`
in your custom optimizer or in a forked algorithm.
## When to use which
| Situation | Use |
|---|---|
| Box constraints | [`BoundedGaussianMutation`] (built-in mutation) |
| Manual repair after any mutation | [`ClampToBounds`] |
| Budget / probability-simplex constraints | [`ProjectToSimplex`] |
| Custom geometric constraints | Your own `Repair` impl |
| Narrow feasible region, frequent infeasibility | [`stochastic_ranking_select`] |
| Soft penalty, mostly feasible search | Set `constraint_violation` and let default tournament handle it |
[`Repair<D>`]: https://docs.rs/heuropt/latest/heuropt/traits/trait.Repair.html
[`ClampToBounds`]: https://docs.rs/heuropt/latest/heuropt/operators/struct.ClampToBounds.html
[`ProjectToSimplex`]: https://docs.rs/heuropt/latest/heuropt/operators/struct.ProjectToSimplex.html
[`BoundedGaussianMutation`]: https://docs.rs/heuropt/latest/heuropt/operators/struct.BoundedGaussianMutation.html
[`stochastic_ranking_select`]: https://docs.rs/heuropt/latest/heuropt/selection/tournament/fn.stochastic_ranking_select.html
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# Write your own algorithm
Implement [`Optimizer<P>`] and you're done. There are no other traits
to think about, no internal hooks to register. The example walks
through a tiny hill-climber that reads almost identically to the
canonical pseudocode.
## The trait
```rust,ignore
pub trait Optimizer<P>
where
P: Problem,
{
fn run(&mut self, problem: &P) -> OptimizationResult<P::Decision>;
}
```
That's it. You own your config, your RNG, your main loop, and your
`OptimizationResult` construction.
## A minimal hill-climber
```rust,no_run
use heuropt::prelude::*;
pub struct MyHillClimber<I, V> {
pub iterations: usize,
pub seed: u64,
pub initializer: I,
pub variation: V,
}
impl<P, I, V> Optimizer<P> for MyHillClimber<I, V>
where
P: Problem,
P::Decision: Clone,
I: Initializer<P::Decision>,
V: Variation<P::Decision>,
{
fn run(&mut self, problem: &P) -> OptimizationResult<P::Decision> {
let mut rng = rng_from_seed(self.seed);
let objectives = problem.objectives();
assert!(objectives.is_single_objective(), "MyHillClimber is single-objective only");
// Start with one initial decision.
let init_decisions = self.initializer.initialize(1, &mut rng);
let init = init_decisions.into_iter().next().unwrap();
let mut current = Candidate::new(init.clone(), problem.evaluate(&init));
let mut evaluations: usize = 1;
for _ in 0..self.iterations {
let children = self.variation.vary(std::slice::from_ref(&current.decision), &mut rng);
for child_decision in children {
let child_eval = problem.evaluate(&child_decision);
evaluations += 1;
let child = Candidate::new(child_decision, child_eval);
if better(&child.evaluation, &current.evaluation, &objectives) {
current = child;
}
}
}
let pareto_front = vec![current.clone()];
let best = Some(current.clone());
OptimizationResult::new(
Population::new(vec![current]),
pareto_front,
best,
evaluations,
self.iterations,
)
}
}
fn better(a: &Evaluation, b: &Evaluation, objectives: &ObjectiveSpace) -> bool {
let am = objectives.as_minimization(&a.objectives);
let bm = objectives.as_minimization(&b.objectives);
am[0] < bm[0]
}
```
## Things to notice
- **`Rng` is one concrete type.** No generics — call
[`rng_from_seed`] and pass `&mut rng` everywhere it's needed.
- **`Initializer<D>`** sources the starting point(s).
- **`Variation<D>`** generates children from parents. For the
hill-climber it's called with one parent.
- **`OptimizationResult`** carries the final population, the Pareto
front (just the best for single-objective), the best candidate,
the total evaluations, and the iteration count.
- **`as_minimization`** flips maximize-axis values so your
comparison logic only ever needs to deal with "lower is better."
## Adding parallel evaluation
If your algorithm batch-evaluates candidates per generation, use the
crate's internal helper. From inside heuropt source you can call
`evaluate_batch(problem, decisions)`; from outside you'd use rayon
directly behind a feature flag, the same way the built-in algorithms
do.
```rust,ignore
#[cfg(feature = "parallel")]
fn batch_eval<P>(problem: &P, decisions: Vec<P::Decision>) -> Vec<Candidate<P::Decision>>
where P: Problem + Sync, P::Decision: Send,
{
use rayon::prelude::*;
decisions.into_par_iter()
.map(|d| Candidate::new(d.clone(), problem.evaluate(&d)))
.collect()
}
#[cfg(not(feature = "parallel"))]
fn batch_eval<P>(problem: &P, decisions: Vec<P::Decision>) -> Vec<Candidate<P::Decision>>
where P: Problem,
{
decisions.into_iter()
.map(|d| Candidate::new(d.clone(), problem.evaluate(&d)))
.collect()
}
```
To stay bit-identical between serial and parallel modes, keep the
RNG and selection on the main thread; only the *evaluations* run in
parallel.
## What's *not* in the trait
- **No iteration / step API.** The optimizer owns its loop.
- **No callbacks.** A future minor release may add an observer hook;
for now you'd run the algorithm to completion and process the
result.
- **No error type.** Invalid configuration panics with a clear
message; this matches the style of the built-in algorithms.
- **No async.** `evaluate` is synchronous; for async work, drive it
on a tokio runtime around the optimizer loop yourself.
The smallness is the point: you should be able to read a built-in
algorithm and write your own in an afternoon. See
`examples/custom_optimizer.rs` for a slightly more polished version
of the hill-climber above.
[`Optimizer<P>`]: https://docs.rs/heuropt/latest/heuropt/traits/trait.Optimizer.html
[`rng_from_seed`]: https://docs.rs/heuropt/latest/heuropt/core/rng/fn.rng_from_seed.html
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# Tune a model with expensive evaluations
Population-based EAs throw thousands of evaluations at a problem. If
each evaluation costs a minute (a model training run, a CFD solve, a
real-world measurement) you can't afford that. heuropt has three
algorithms aimed at this regime.
| Algorithm | Surrogate | Best for |
|---|---|---|
| [`BayesianOpt`] | Gaussian process + Expected Improvement | The textbook choice; needs kernel tuning to shine |
| [`Tpe`] | Kernel-density estimate of good vs bad points | Cheaper per step; more robust without tuning |
| [`Hyperband`] | (none — it's a multi-fidelity scheduler) | When each eval has a tunable budget (epochs, MC samples) |
## When each is right
- **Black-box, fixed cost per eval, smooth-ish landscape** → BO.
- **Black-box, fixed cost per eval, no time to tune the surrogate** → TPE.
- **Each eval has a tunable fidelity** → Hyperband.
## Bayesian Optimization
A worked example with a synthetic 5-D problem and a 60-evaluation
budget — same configuration the `compare` harness uses.
```rust,no_run
use heuropt::prelude::*;
struct Rosenbrock5D;
impl Problem for Rosenbrock5D {
type Decision = Vec<f64>;
fn objectives(&self) -> ObjectiveSpace {
ObjectiveSpace::new(vec![Objective::minimize("f")])
}
fn evaluate(&self, x: &Vec<f64>) -> Evaluation {
let f: f64 = x.windows(2).map(|w|
100.0 * (w[1] - w[0].powi(2)).powi(2) + (1.0 - w[0]).powi(2)
).sum();
Evaluation::new(vec![f])
}
}
let bounds = vec![(-2.048_f64, 2.048_f64); 5];
let mut opt = BayesianOpt::new(
BayesianOptConfig {
evaluations: 60,
initial_samples: 10,
length_scale: 1.0,
signal_variance: 1.0,
noise_variance: 1e-6,
seed: 42,
},
RealBounds::new(bounds),
);
let r = opt.run(&Rosenbrock5D);
println!("best f after 60 evals: {}", r.best.unwrap().evaluation.objectives[0]);
```
> **Honest disclosure.** On the comparison harness this default
> configuration produces **f ≈ 3170 ± 2920** on Rosenbrock 5-D — well
> below what a tuned BO can do. The default RBF kernel without
> per-problem hyperparameter tuning is the limitation. For real
> workloads, consider:
>
> - More evaluations (200+ instead of 60).
> - Tuning `length_scale` to a known scale of your problem
> (lower for high-frequency landscapes, higher for smooth ones).
> - TPE instead of BO if you don't want to tune the kernel.
## Tree-structured Parzen Estimator
TPE keeps two density estimates — `l(x)` over historical good points
and `g(x)` over the rest — and picks new candidates that maximize the
ratio. Cheaper per step than a GP and famously robust without
hand-tuning.
```rust,no_run
use heuropt::prelude::*;
# struct Rosenbrock5D;
# impl Problem for Rosenbrock5D {
# type Decision = Vec<f64>;
# fn objectives(&self) -> ObjectiveSpace { ObjectiveSpace::new(vec![Objective::minimize("f")]) }
# fn evaluate(&self, _x: &Vec<f64>) -> Evaluation { Evaluation::new(vec![0.0]) }
# }
let bounds = vec![(-2.048_f64, 2.048_f64); 5];
let mut opt = Tpe::new(
TpeConfig {
evaluations: 60,
initial_samples: 10,
gamma: 0.25,
candidates_per_step: 24,
bandwidth_factor: 1.06,
seed: 42,
},
RealBounds::new(bounds),
);
let _r = opt.run(&Rosenbrock5D);
```
`gamma` is the fraction of best points used as `l(x)`; `0.25` is the
canonical Bergstra value.
## Hyperband
[`Hyperband`] needs your problem to implement [`PartialProblem`] —
that is, you can evaluate at a tunable fidelity (e.g. number of
training epochs). The algorithm schedules many cheap-fidelity runs
and promotes only the survivors to higher fidelity.
```rust,no_run
use heuropt::prelude::*;
use heuropt::core::partial_problem::PartialProblem;
struct ModelTuning;
impl Problem for ModelTuning {
type Decision = Vec<f64>;
fn objectives(&self) -> ObjectiveSpace {
ObjectiveSpace::new(vec![Objective::minimize("val_loss")])
}
fn evaluate(&self, x: &Vec<f64>) -> Evaluation {
// Full-fidelity eval = train at max_epochs.
self.evaluate_at_budget(x, 100.0)
}
}
impl PartialProblem for ModelTuning {
fn evaluate_at_budget(&self, x: &Vec<f64>, budget: f64) -> Evaluation {
// Replace with: train your model for `budget` epochs, return val_loss.
// For demo, pretend more budget = lower noisy loss.
let lr = x[0];
let wd = x[1];
let loss = (lr - 0.001).powi(2) + (wd - 1e-4).powi(2)
+ 1.0 / (budget + 1.0);
Evaluation::new(vec![loss])
}
}
let bounds = vec![(1e-5_f64, 1e-1), (1e-6_f64, 1e-2)];
let mut hyperband = Hyperband::new(
HyperbandConfig {
max_budget: 100.0,
eta: 3.0,
seed: 42,
},
RealBounds::new(bounds),
);
let _r = hyperband.run(&ModelTuning);
```
`max_budget` is the most epochs (or whatever your fidelity unit is)
you'd ever spend on a single config. `eta` controls how aggressive
the elimination is — `3.0` is the classic value; higher means more
aggressive culling.
## Strategy: combining surrogate + multi-fidelity
The state of the art (BOHB) combines BO with Hyperband: TPE picks the
configurations Hyperband then evaluates at increasing fidelity.
heuropt doesn't ship a unified BOHB but the building blocks are
there — wrap your `PartialProblem` with a TPE-driven sampler and
feed the picks into `Hyperband`. PRs welcome.
[`BayesianOpt`]: https://docs.rs/heuropt/latest/heuropt/algorithms/bayesian_opt/struct.BayesianOpt.html
[`Tpe`]: https://docs.rs/heuropt/latest/heuropt/algorithms/tpe/struct.Tpe.html
[`Hyperband`]: https://docs.rs/heuropt/latest/heuropt/algorithms/hyperband/struct.Hyperband.html
[`PartialProblem`]: https://docs.rs/heuropt/latest/heuropt/core/partial_problem/trait.PartialProblem.html
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# Parallelize evaluation with rayon
If a single call to your `evaluate` takes more than ~50 µs, enabling
the `parallel` feature usually pays for itself immediately on
population-based algorithms. Each generation evaluates an entire
population, and rayon parallelizes that batch.
## Enable the feature
```toml
[dependencies]
heuropt = { version = "0.5", features = ["parallel"] }
```
There's nothing else to opt into in your code. The
population-evaluation helper is feature-gated; with `parallel` on it
uses `rayon::into_par_iter` internally, with `parallel` off it falls
back to plain `into_iter`.
## Determinism still holds
Seeded runs are bit-identical between the serial and parallel modes.
The trick is that population members are evaluated in parallel but
*assembled* back into the same order. Variation, selection, and the
RNG are all driven by the main thread, so seed-stability tests still
pass.
## Which algorithms benefit
Algorithms with a per-generation `evaluate_batch`:
- [`RandomSearch`], [`Nsga2`], [`Nsga3`], [`Spea2`], [`Moead`],
[`Mopso`], [`Ibea`], [`SmsEmoa`], [`HypE`], [`PesaII`],
[`EpsilonMoea`], [`AgeMoea`], [`Knea`], [`Grea`], [`Rvea`].
- [`DifferentialEvolution`] and [`GeneticAlgorithm`] benefit on the
initial population and offspring batches.
Steady-state algorithms ([`Paes`], [`SimulatedAnnealing`],
[`HillClimber`], [`OnePlusOneEs`]) only evaluate one or a few
candidates per iteration, so the parallel feature gives them
nothing — leave it off if those are your primary optimizers.
## Worked example
The Sphere problem is too cheap to actually benefit from parallelism
— this example just shows the shape. In real workloads `evaluate` is
the expensive bit (a simulation, a model fit, an HTTP call).
```rust,no_run
use heuropt::prelude::*;
struct ExpensiveSphere;
impl Problem for ExpensiveSphere {
type Decision = Vec<f64>;
fn objectives(&self) -> ObjectiveSpace {
ObjectiveSpace::new(vec![Objective::minimize("f")])
}
fn evaluate(&self, x: &Vec<f64>) -> Evaluation {
// Pretend this is a 5 ms simulation.
std::thread::sleep(std::time::Duration::from_millis(5));
Evaluation::new(vec![x.iter().map(|v| v * v).sum::<f64>()])
}
}
fn main() {
let bounds = vec![(-1.0_f64, 1.0_f64); 5];
let mut opt = DifferentialEvolution::new(
DifferentialEvolutionConfig {
population_size: 16,
generations: 50,
differential_weight: 0.5,
crossover_probability: 0.9,
seed: 42,
},
RealBounds::new(bounds),
);
let r = opt.run(&ExpensiveSphere);
println!("best f = {}", r.best.unwrap().evaluation.objectives[0]);
}
```
With the `parallel` feature on, each generation's 16 evaluations run
across rayon's worker threads. On a 16-core machine the wall-clock
cost per generation drops from `16 × 5 ms = 80 ms` to roughly
`5 ms + scheduling overhead`.
## Sizing your thread pool
heuropt uses rayon's global thread pool. Override the size with:
```rust,ignore
rayon::ThreadPoolBuilder::new().num_threads(8).build_global().unwrap();
```
Run this **before** any heuropt call, or use rayon's `install` API
to scope it.
## When parallelism *doesn't* help
- Your `evaluate` is sub-microsecond (Sphere, Rastrigin, Ackley
unweighted) — the rayon scheduling overhead exceeds the work.
- You're already running multiple seeds in parallel at the harness
level (see [Compare two algorithms](./compare.md)). Stacking
parallelism rarely helps.
- The algorithm is steady-state (Paes, SA, hill climber).
[`RandomSearch`]: https://docs.rs/heuropt/latest/heuropt/algorithms/random_search/struct.RandomSearch.html
[`Nsga2`]: https://docs.rs/heuropt/latest/heuropt/algorithms/nsga2/struct.Nsga2.html
[`Nsga3`]: https://docs.rs/heuropt/latest/heuropt/algorithms/nsga3/struct.Nsga3.html
[`Spea2`]: https://docs.rs/heuropt/latest/heuropt/algorithms/spea2/struct.Spea2.html
[`Moead`]: https://docs.rs/heuropt/latest/heuropt/algorithms/moead/struct.Moead.html
[`Mopso`]: https://docs.rs/heuropt/latest/heuropt/algorithms/mopso/struct.Mopso.html
[`Ibea`]: https://docs.rs/heuropt/latest/heuropt/algorithms/ibea/struct.Ibea.html
[`SmsEmoa`]: https://docs.rs/heuropt/latest/heuropt/algorithms/sms_emoa/struct.SmsEmoa.html
[`HypE`]: https://docs.rs/heuropt/latest/heuropt/algorithms/hype/struct.Hype.html
[`PesaII`]: https://docs.rs/heuropt/latest/heuropt/algorithms/pesa2/struct.PesaII.html
[`EpsilonMoea`]: https://docs.rs/heuropt/latest/heuropt/algorithms/epsilon_moea/struct.EpsilonMoea.html
[`AgeMoea`]: https://docs.rs/heuropt/latest/heuropt/algorithms/age_moea/struct.AgeMoea.html
[`Knea`]: https://docs.rs/heuropt/latest/heuropt/algorithms/knea/struct.Knea.html
[`Grea`]: https://docs.rs/heuropt/latest/heuropt/algorithms/grea/struct.Grea.html
[`Rvea`]: https://docs.rs/heuropt/latest/heuropt/algorithms/rvea/struct.Rvea.html
[`DifferentialEvolution`]: https://docs.rs/heuropt/latest/heuropt/algorithms/differential_evolution/struct.DifferentialEvolution.html
[`GeneticAlgorithm`]: https://docs.rs/heuropt/latest/heuropt/algorithms/genetic_algorithm/struct.GeneticAlgorithm.html
[`Paes`]: https://docs.rs/heuropt/latest/heuropt/algorithms/paes/struct.Paes.html
[`SimulatedAnnealing`]: https://docs.rs/heuropt/latest/heuropt/algorithms/simulated_annealing/struct.SimulatedAnnealing.html
[`HillClimber`]: https://docs.rs/heuropt/latest/heuropt/algorithms/hill_climber/struct.HillClimber.html
[`OnePlusOneEs`]: https://docs.rs/heuropt/latest/heuropt/algorithms/one_plus_one_es/struct.OnePlusOneEs.html
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# Optimize a permutation (TSP-style)
When your decision is "an ordering" — visiting cities, scheduling
jobs, routing — the natural representation is `Vec<usize>` and the
specialized algorithm is [`AntColonyTsp`]. Generic alternatives are
[`SimulatedAnnealing`] + [`SwapMutation`] for any permutation, and
[`TabuSearch`] when you have a custom neighbor function.
## TSP with `AntColonyTsp`
```rust,no_run
use heuropt::prelude::*;
struct Tsp {
distances: Vec<Vec<f64>>,
}
impl Problem for Tsp {
type Decision = Vec<usize>;
fn objectives(&self) -> ObjectiveSpace {
ObjectiveSpace::new(vec![Objective::minimize("length")])
}
fn evaluate(&self, tour: &Vec<usize>) -> Evaluation {
let mut len = 0.0;
for w in tour.windows(2) {
len += self.distances[w[0]][w[1]];
}
len += self.distances[*tour.last().unwrap()][tour[0]];
Evaluation::new(vec![len])
}
}
fn main() {
// 5-city Euclidean instance
let cities = vec![
(0.0, 0.0),
(1.0, 5.0),
(5.0, 2.0),
(6.0, 6.0),
(8.0, 3.0),
];
let n = cities.len();
let mut distances = vec![vec![0.0; n]; n];
for i in 0..n {
for j in 0..n {
let dx = cities[i].0 - cities[j].0;
let dy = cities[i].1 - cities[j].1;
distances[i][j] = (dx * dx + dy * dy).sqrt();
}
}
let problem = Tsp { distances: distances.clone() };
let mut opt = AntColonyTsp::new(AntColonyTspConfig {
ants: 20,
iterations: 200,
alpha: 1.0,
beta: 5.0,
evaporation: 0.5,
deposit: 1.0,
distances,
seed: 42,
});
let r = opt.run(&problem);
let best = r.best.unwrap();
println!("best tour length: {:.3}", best.evaluation.objectives[0]);
println!("tour: {:?}", best.decision);
}
```
`alpha` weights pheromone influence and `beta` weights the
heuristic (1 / distance). `evaporation` is the per-iteration decay
of pheromone trails. The classic Dorigo paper uses `alpha = 1`,
`beta = 2..5`, `evaporation = 0.1..0.5`.
## Generic permutation: SA + SwapMutation
Use this when your problem isn't TSP-shaped (no distance matrix
makes sense) but you still want to optimize an ordering.
```rust,no_run
use heuropt::prelude::*;
struct JobShop {
process_times: Vec<f64>,
}
impl Problem for JobShop {
type Decision = Vec<usize>;
fn objectives(&self) -> ObjectiveSpace {
ObjectiveSpace::new(vec![Objective::minimize("makespan")])
}
fn evaluate(&self, schedule: &Vec<usize>) -> Evaluation {
// Pretend cumulative weighted-completion-time. Replace with your real cost.
let cost: f64 = schedule.iter().enumerate()
.map(|(i, &job)| (i as f64 + 1.0) * self.process_times[job])
.sum();
Evaluation::new(vec![cost])
}
}
fn make_initial_perm(n: usize, seed: u64) -> Vec<usize> {
use rand::seq::SliceRandom;
let mut rng = rng_from_seed(seed);
let mut perm: Vec<usize> = (0..n).collect();
perm.shuffle(&mut rng);
perm
}
let times = vec![3.0, 1.5, 4.2, 2.7, 5.1];
let problem = JobShop { process_times: times.clone() };
// SimulatedAnnealing needs a starting decision; pass a custom Initializer.
struct OnePerm(Vec<usize>);
impl Initializer<Vec<usize>> for OnePerm {
fn initialize(&mut self, _size: usize, _rng: &mut Rng) -> Vec<Vec<usize>> {
vec![self.0.clone()]
}
}
let mut opt = SimulatedAnnealing::new(
SimulatedAnnealingConfig {
iterations: 2000,
initial_temperature: 5.0,
final_temperature: 1e-3,
seed: 7,
},
OnePerm(make_initial_perm(times.len(), 7)),
SwapMutation,
);
let r = opt.run(&problem);
let best = r.best.unwrap();
println!("best makespan: {:.3}", best.evaluation.objectives[0]);
println!("schedule: {:?}", best.decision);
```
`SwapMutation` swaps two random indices in the permutation —
preserves the "every element appears once" invariant for free.
## Custom neighborhoods: `TabuSearch`
When swap isn't the right move set (e.g., 2-opt for TSP, insert /
shift for scheduling), use [`TabuSearch`] with your own neighbor
function.
```rust,ignore
use heuropt::prelude::*;
let neighbors = |x: &Vec<usize>, _rng: &mut Rng| -> Vec<Vec<usize>> {
// Generate all 2-opt neighbors of x.
let mut out = Vec::new();
for i in 0..x.len() {
for j in (i + 2)..x.len() {
let mut child = x.clone();
child[i + 1..=j].reverse();
out.push(child);
}
}
out
};
// Pass `neighbors` to TabuSearch::new(...).
```
[`AntColonyTsp`]: https://docs.rs/heuropt/latest/heuropt/algorithms/ant_colony_tsp/struct.AntColonyTsp.html
[`SimulatedAnnealing`]: https://docs.rs/heuropt/latest/heuropt/algorithms/simulated_annealing/struct.SimulatedAnnealing.html
[`SwapMutation`]: https://docs.rs/heuropt/latest/heuropt/operators/struct.SwapMutation.html
[`TabuSearch`]: https://docs.rs/heuropt/latest/heuropt/algorithms/tabu_search/struct.TabuSearch.html
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# Pick one answer off a Pareto front
A multi-objective optimizer hands you a *front* — a Pareto-optimal
trade-off curve — not a single answer. Eventually you have to pick
*one* point off it. There are several principled ways to do that;
this recipe covers the most common: the **a-posteriori weighted
decision rule**.
The pattern: optimize *without* baking your preferences into the
search, then apply your preferences as a scoring function over the
front.
This is exactly the pattern from `examples/jiggly_tuning.rs` (the
USB-jiggler firmware tuning example).
## The shape
```rust,no_run
use heuropt::prelude::*;
# struct Cost;
# impl Problem for Cost {
# type Decision = Vec<f64>;
# fn objectives(&self) -> ObjectiveSpace {
# ObjectiveSpace::new(vec![Objective::minimize("a"), Objective::minimize("b"), Objective::minimize("c")])
# }
# fn evaluate(&self, _x: &Vec<f64>) -> Evaluation { Evaluation::new(vec![0.0,0.0,0.0]) }
# }
let problem = Cost;
let mut opt = Nsga2::new(
Nsga2Config { population_size: 100, generations: 200, seed: 42 },
RealBounds::new(vec![(-1.0, 1.0); 4]),
CompositeVariation {
crossover: SimulatedBinaryCrossover::new(vec![(-1.0, 1.0); 4], 15.0, 0.5),
mutation: PolynomialMutation::new(vec![(-1.0, 1.0); 4], 20.0, 1.0),
},
);
let result = opt.run(&problem);
// 1. Get the Pareto front.
let front = &result.pareto_front;
// 2. Define your preferences as a scoring function over (oriented)
// objective values. Lower score = preferred.
let space = problem.objectives();
let weights = [1.0, 2.0, 0.5];
let scored: Vec<(f64, &Candidate<Vec<f64>>)> = front.iter()
.map(|c| {
let oriented = space.as_minimization(&c.evaluation.objectives);
let score: f64 = oriented.iter().zip(&weights)
.map(|(v, w)| v * w)
.sum();
(score, c)
})
.collect();
// 3. Pick the lowest-scoring point.
let best = scored.iter()
.min_by(|a, b| a.0.partial_cmp(&b.0).unwrap())
.unwrap();
println!("picked: {:?} with weighted score {:.3}",
best.1.evaluation.objectives, best.0);
```
`as_minimization` returns the objective vector with maximized axes
flipped to negative — so a single set of *positive* weights does
the right thing whether each axis is min or max.
## Why a-posteriori vs a-priori weighting
If you know your weights up front, you could just optimize the
weighted sum directly with a single-objective algorithm. Why bother
with the multi-objective dance?
Two reasons:
1. **Weighted sum can't reach concave parts of the Pareto front.**
Any single-objective optimization with a linear scalarization
converges to a point at the boundary of the convex hull. Concave
front segments are unreachable. The multi-objective optimizer
finds them.
2. **Weights are usually wrong on the first try.** Optimizing the
front first lets you see what's actually possible before deciding
how much each axis is worth. Run once, look at the trade-offs,
adjust weights.
## Penalty terms beyond linear weights
The jiggly example also adds a *hinge penalty* — a term that's zero
inside an acceptable region and grows quadratically once you exceed
some hard cap. Useful when one axis is "soft up to X, hard cap at Y":
```rust,no_run
fn hinge(x: f64, soft_cap: f64, hard_cap: f64) -> f64 {
if x <= soft_cap { 0.0 }
else if x >= hard_cap { f64::INFINITY }
else {
let t = (x - soft_cap) / (hard_cap - soft_cap);
100.0 * t * t
}
}
```
Compose linear weights + hinge penalties and you have a flexible
scoring function over the front without re-running the optimizer.
## Other strategies
- **Knee point.** Pick the point where small gains in one axis cost
large losses in another — the "elbow" of the trade-off curve.
[`Knea`] explicitly biases the search toward knees during the run.
- **Reference-direction.** Pick the point closest to a desired
trade-off direction (a unit vector in objective space).
[`Moead`] / [`Nsga3`] use this internally during search; you can
apply it post-hoc the same way.
- **Random / interactive selection.** Show the front to a user
(perhaps via a plotting library), let them pick.
The right pick depends on the problem; the front itself doesn't
prescribe one.
[`Knea`]: https://docs.rs/heuropt/latest/heuropt/algorithms/knea/struct.Knea.html
[`Moead`]: https://docs.rs/heuropt/latest/heuropt/algorithms/moead/struct.Moead.html
[`Nsga3`]: https://docs.rs/heuropt/latest/heuropt/algorithms/nsga3/struct.Nsga3.html
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# Defining a problem
Everything in heuropt starts with the [`Problem`] trait. This chapter
walks through every shape it can take.
## The trait
```rust,ignore
pub trait Problem {
type Decision: Clone;
fn objectives(&self) -> ObjectiveSpace;
fn evaluate(&self, decision: &Self::Decision) -> Evaluation;
}
```
Three things you decide:
1. **`Decision`** — the type of the thing you're optimizing.
`Vec<f64>` is by far the most common; `Vec<bool>` for binary
search, `Vec<usize>` for permutations, your own struct for
anything else.
2. **`objectives`** — how many objectives you have, what they're
called, and whether each is minimized or maximized. Returned as
an [`ObjectiveSpace`].
3. **`evaluate`** — given one decision, score it. Returns an
[`Evaluation`] with a vector of objective values (and optionally
a constraint-violation scalar).
`evaluate` takes `&self`, so caches and lookup tables are easy. It
is called many thousands of times during a typical run, so keep it
fast.
## Single-objective continuous
The Rosenbrock banana — minimize a smooth non-convex valley.
```rust,no_run
use heuropt::prelude::*;
struct Rosenbrock;
impl Problem for Rosenbrock {
type Decision = Vec<f64>;
fn objectives(&self) -> ObjectiveSpace {
ObjectiveSpace::new(vec![Objective::minimize("f")])
}
fn evaluate(&self, x: &Vec<f64>) -> Evaluation {
let f: f64 = x.windows(2)
.map(|w| 100.0 * (w[1] - w[0].powi(2)).powi(2) + (1.0 - w[0]).powi(2))
.sum();
Evaluation::new(vec![f])
}
}
```
## Multi-objective
ZDT1 — two objectives that conflict. The Pareto front is the set of
non-dominated trade-offs.
```rust,no_run
use heuropt::prelude::*;
struct Zdt1 { dim: usize }
impl Problem for Zdt1 {
type Decision = Vec<f64>;
fn objectives(&self) -> ObjectiveSpace {
ObjectiveSpace::new(vec![
Objective::minimize("f1"),
Objective::minimize("f2"),
])
}
fn evaluate(&self, x: &Vec<f64>) -> Evaluation {
let n = x.len() as f64;
let f1 = x[0];
let g = 1.0 + 9.0 * x[1..].iter().sum::<f64>() / (n - 1.0);
let h = 1.0 - (f1 / g).sqrt();
let f2 = g * h;
Evaluation::new(vec![f1, f2])
}
}
```
For multi-objective problems, pick a Pareto-aware optimizer:
[`Nsga2`] is the canonical default; [`Mopso`] often wins on
smooth-front 2-objective problems; [`Ibea`] often wins on
disconnected fronts. See [choosing-an-algorithm](./choosing-an-algorithm.md).
## Maximizing instead of minimizing
heuropt's internals normalize everything to minimization, but you
declare your objective with the orientation that's natural for your
problem. A scoring problem might want to maximize:
```rust,no_run
use heuropt::prelude::*;
let space = ObjectiveSpace::new(vec![
Objective::minimize("cost"),
Objective::maximize("accuracy"),
]);
```
`Objective::maximize` is a convenience for `Direction::Maximize`. Mix
freely; the Pareto-comparison machinery handles the orientation.
## Constraints
heuropt models constraints as a single non-negative scalar
**`constraint_violation`** on each `Evaluation`. The convention:
- `0.0` (or negative) means **feasible**.
- Any positive value means **infeasible**, and bigger numbers are
worse violations.
Pareto-comparison and tournament-selection helpers prefer feasible
candidates and break ties on the violation magnitude — so the rule
"feasibility comes first" is enforced automatically.
```rust,no_run
use heuropt::prelude::*;
struct Constrained;
impl Problem for Constrained {
type Decision = Vec<f64>;
fn objectives(&self) -> ObjectiveSpace {
ObjectiveSpace::new(vec![Objective::minimize("f")])
}
fn evaluate(&self, x: &Vec<f64>) -> Evaluation {
let f: f64 = x.iter().map(|v| v * v).sum();
// Constraint: x[0] + x[1] >= 1. Violation = how much we miss it by.
let g1 = (1.0 - (x[0] + x[1])).max(0.0);
let total_violation: f64 = g1; // sum of max(0, gᵢ) for each constraint
Evaluation::constrained(vec![f], total_violation)
}
}
```
If your constraints are very tight and the search keeps hitting them,
see [Constrain your search with `Repair`](./cookbook/constraints.md).
## Decision types beyond `Vec<f64>`
### Binary (`Vec<bool>`)
```rust,no_run
use heuropt::prelude::*;
struct OneMax { bits: usize }
impl Problem for OneMax {
type Decision = Vec<bool>;
fn objectives(&self) -> ObjectiveSpace {
ObjectiveSpace::new(vec![Objective::maximize("ones")])
}
fn evaluate(&self, x: &Vec<bool>) -> Evaluation {
Evaluation::new(vec![x.iter().filter(|b| **b).count() as f64])
}
}
```
For `Vec<bool>` problems, [`Umda`] is a parameter-free EDA;
[`GeneticAlgorithm`] with [`BitFlipMutation`] is the GA route.
### Permutations (`Vec<usize>`)
```rust,no_run
use heuropt::prelude::*;
struct Tsp { distances: Vec<Vec<f64>> }
impl Problem for Tsp {
type Decision = Vec<usize>;
fn objectives(&self) -> ObjectiveSpace {
ObjectiveSpace::new(vec![Objective::minimize("length")])
}
fn evaluate(&self, tour: &Vec<usize>) -> Evaluation {
let mut len = 0.0;
for w in tour.windows(2) {
len += self.distances[w[0]][w[1]];
}
len += self.distances[*tour.last().unwrap()][tour[0]];
Evaluation::new(vec![len])
}
}
```
For permutations, [`AntColonyTsp`] specializes on TSP-style problems;
[`TabuSearch`] takes a user-supplied neighbor function for arbitrary
discrete neighborhoods; [`SimulatedAnnealing`] with [`SwapMutation`]
is the simplest baseline.
### Custom decision types
Any `Clone` type works. If you have a struct, just implement `Clone`
and you can use it. You'll need to write your own `Variation` impl
to mutate it; see [Write your own algorithm](./cookbook/custom-optimizer.md).
## What `Evaluation` carries
```rust,ignore
pub struct Evaluation {
pub objectives: Vec<f64>, // one entry per objective
pub constraint_violation: f64, // 0.0 = feasible
}
```
That's it. Construct with [`Evaluation::new`] for unconstrained
problems or [`Evaluation::constrained`] when you have a violation.
## Summary
- Implement [`Problem`] with your decision type.
- Declare objectives via [`ObjectiveSpace`] (mix minimize/maximize
freely).
- Return an [`Evaluation`] from `evaluate`.
- For constraints, set `constraint_violation > 0` for infeasible
decisions; heuropt's selection helpers prefer feasibles
automatically.
Next: [Choosing an algorithm](./choosing-an-algorithm.md) walks
through the decision tree.
[`Problem`]: https://docs.rs/heuropt/latest/heuropt/core/problem/trait.Problem.html
[`ObjectiveSpace`]: https://docs.rs/heuropt/latest/heuropt/core/objective/struct.ObjectiveSpace.html
[`Evaluation`]: https://docs.rs/heuropt/latest/heuropt/core/evaluation/struct.Evaluation.html
[`Evaluation::new`]: https://docs.rs/heuropt/latest/heuropt/core/evaluation/struct.Evaluation.html#method.new
[`Evaluation::constrained`]: https://docs.rs/heuropt/latest/heuropt/core/evaluation/struct.Evaluation.html#method.constrained
[`Nsga2`]: https://docs.rs/heuropt/latest/heuropt/algorithms/nsga2/struct.Nsga2.html
[`Mopso`]: https://docs.rs/heuropt/latest/heuropt/algorithms/mopso/struct.Mopso.html
[`Ibea`]: https://docs.rs/heuropt/latest/heuropt/algorithms/ibea/struct.Ibea.html
[`Umda`]: https://docs.rs/heuropt/latest/heuropt/algorithms/umda/struct.Umda.html
[`GeneticAlgorithm`]: https://docs.rs/heuropt/latest/heuropt/algorithms/genetic_algorithm/struct.GeneticAlgorithm.html
[`BitFlipMutation`]: https://docs.rs/heuropt/latest/heuropt/operators/struct.BitFlipMutation.html
[`AntColonyTsp`]: https://docs.rs/heuropt/latest/heuropt/algorithms/ant_colony_tsp/struct.AntColonyTsp.html
[`TabuSearch`]: https://docs.rs/heuropt/latest/heuropt/algorithms/tabu_search/struct.TabuSearch.html
[`SimulatedAnnealing`]: https://docs.rs/heuropt/latest/heuropt/algorithms/simulated_annealing/struct.SimulatedAnnealing.html
[`SwapMutation`]: https://docs.rs/heuropt/latest/heuropt/operators/struct.SwapMutation.html
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# Five-minute walkthrough
The shortest path from a fresh project to a working optimizer.
## 1. Add heuropt to your `Cargo.toml`
```toml
[dependencies]
heuropt = "0.5"
```
The default feature set is small. Optional features:
- `parallel` — rayon-backed parallel population evaluation.
- `serde``Serialize` / `Deserialize` derives on the core data
types.
```toml
heuropt = { version = "0.5", features = ["parallel"] }
```
## 2. Define a problem
A problem is a struct that implements the [`Problem`] trait. You tell
heuropt what kind of decision your problem takes (`Vec<f64>`,
`Vec<bool>`, …), what objectives it has (minimize or maximize), and
how to score one decision.
```rust,no_run
use heuropt::prelude::*;
struct Sphere;
impl Problem for Sphere {
type Decision = Vec<f64>;
fn objectives(&self) -> ObjectiveSpace {
ObjectiveSpace::new(vec![Objective::minimize("f")])
}
fn evaluate(&self, x: &Vec<f64>) -> Evaluation {
let f: f64 = x.iter().map(|v| v * v).sum();
Evaluation::new(vec![f])
}
}
```
The Sphere function is a single-objective continuous problem: minimize
`f(x) = Σ xᵢ²`. The optimum is `x = 0`, `f = 0`.
## 3. Pick an algorithm and run it
For a smooth single-objective continuous problem, [`CmaEs`] is a
strong default. Configure it, build it, run it.
```rust,no_run
# use heuropt::prelude::*;
# struct Sphere;
# impl Problem for Sphere {
# type Decision = Vec<f64>;
# fn objectives(&self) -> ObjectiveSpace {
# ObjectiveSpace::new(vec![Objective::minimize("f")])
# }
# fn evaluate(&self, x: &Vec<f64>) -> Evaluation {
# Evaluation::new(vec![x.iter().map(|v| v * v).sum::<f64>()])
# }
# }
let bounds = RealBounds::new(vec![(-5.0, 5.0); 5]); // 5-dim search box
let mut opt = CmaEs::new(
CmaEsConfig {
population_size: 12,
generations: 80,
initial_sigma: 1.0,
eigen_decomposition_period: 1,
initial_mean: None,
seed: 42,
},
bounds,
);
let result = opt.run(&Sphere);
let best = result.best.expect("at least one feasible candidate");
println!("best f = {:.3e} at x = {:?}", best.evaluation.objectives[0], best.decision);
```
Run with `cargo run --release` — heuristic optimization is allergic
to debug builds. Expect output like:
```text
best f = 1.4e-29 at x = [-1.6e-15, 4.5e-16, ...]
```
CMA-ES drops to machine epsilon on the Sphere in well under 80
generations.
## 4. What just happened
- [`Problem`] is the **what** you're optimizing.
- [`CmaEs`] (or any other optimizer) is the **how**.
- [`CmaEsConfig`] is a plain public-field struct: there are no
builders, no chained setters, just public fields you set
directly.
- [`Optimizer::run`] returns an [`OptimizationResult`] containing the
full final `population`, the `pareto_front` (just the best for
single-objective), the `best` candidate, the total `evaluations`,
and the number of `generations`.
## 5. Where to go next
- **Multi-objective:** see [Defining a problem](./defining-problems.md)
for how to express two or more objectives, and
[Choosing an algorithm](./choosing-an-algorithm.md) for which
optimizer fits.
- **Want to know which algorithm to pick:** read the README's
decision tree, or jump straight to the [choosing-an-algorithm](./choosing-an-algorithm.md)
chapter for the long form.
- **Production patterns:** the [cookbook](./cookbook.md) has recipes
for parallelism, expensive evaluations, comparing algorithms, and
more.
[`Problem`]: https://docs.rs/heuropt/latest/heuropt/core/problem/trait.Problem.html
[`Optimizer::run`]: https://docs.rs/heuropt/latest/heuropt/traits/trait.Optimizer.html
[`OptimizationResult`]: https://docs.rs/heuropt/latest/heuropt/core/result/struct.OptimizationResult.html
[`CmaEs`]: https://docs.rs/heuropt/latest/heuropt/algorithms/cma_es/struct.CmaEs.html
[`CmaEsConfig`]: https://docs.rs/heuropt/latest/heuropt/algorithms/cma_es/struct.CmaEsConfig.html
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# Introduction
heuropt is a practical Rust toolkit for **heuristic optimization** — the
art of searching for good answers when the problem is too gnarly to
solve analytically.
The kinds of problems heuropt is built for:
- **Single-objective:** "find the parameters that minimize the loss of
this model." Hyperparameter tuning. Curve fitting. Calibration.
- **Multi-objective:** "find the trade-off curve between cost and
accuracy." Engineering design. Portfolio optimization. Fleet
scheduling.
- **Many-objective (4+):** the same idea but with enough objectives
that classical Pareto methods break down. Power-grid planning.
Airfoil design. Multi-criteria recommendation.
If your problem is differentiable and convex, you don't need this
crate — use a gradient solver. heuropt is for the *messy* problems:
landscapes with lots of local minima, decisions that aren't continuous
(permutations, bit vectors), or evaluations that are noisy / expensive
/ black-box.
## Why heuropt
There are other Rust optimization crates and many more in Python (pymoo,
hyperopt, optuna, DEAP). heuropt's design priorities:
1. **Approachable code.** No trait objects in the public API. No
GATs, HRTBs, generic-RNG plumbing. A junior Rust engineer should
be able to read `RandomSearch` and write a new optimizer by
implementing only the `Optimizer<P>` trait.
2. **One concrete RNG type.** Seeded determinism is a property tested
across the crate; identical inputs always produce identical
outputs.
3. **Algorithms that work.** Every algorithm is benchmarked against
the canonical test problems (ZDT, DTLZ, Rastrigin, Rosenbrock,
Ackley) and the results are checked into [examples/compare-results.md](https://github.com/swaits/heuropt/blob/main/examples/compare-results.md)
so you can see what each algorithm's strengths actually are.
4. **Testing as a first-class concern.** 316+ unit / integration /
property tests, eight cargo-fuzz targets in CI, gungraun
instruction-count benchmarks. The fuzzers find real bugs and the
property tests check actual invariants.
## What's in the box
heuropt v0.5 ships **35 algorithms** spanning:
- Single-objective continuous: `RandomSearch`, `HillClimber`,
`OnePlusOneEs`, `SimulatedAnnealing`, `GeneticAlgorithm`,
`ParticleSwarm`, `DifferentialEvolution`, `Tlbo`, `CmaEs`,
`IpopCmaEs`, `SeparableNes`, `NelderMead`.
- Single-objective other types: `Umda` (binary), `TabuSearch`
(any), `AntColonyTsp` (permutation).
- Multi-objective (23): `Paes`, `Nsga2`, `Spea2`, `Mopso`, `Ibea`,
`SmsEmoa`, `HypE`, `EpsilonMoea`, `PesaII`, `AgeMoea`, `Knea`,
`Moead`.
- Many-objective (4+): `Nsga3`, `Rvea`, `Grea`.
- Sample-efficient / multi-fidelity: `BayesianOpt`, `Tpe`,
`Hyperband`.
Plus the operators (SBX, PolynomialMutation, BoundedGaussianMutation,
LevyMutation, BitFlipMutation, SwapMutation, ClampToBounds,
ProjectToSimplex), the metrics (hypervolume, spacing), and the Pareto
utilities (dominance, fronts, crowding distance, DasDennis reference
points, the `ParetoArchive`) that you'd expect.
## How to use this guide
If you're new to heuropt, read it linearly:
1. [Five-minute walkthrough](./getting-started.md) — install, define
a problem, run an optimizer, look at the result.
2. [Defining a problem](./defining-problems.md) — the `Problem`
trait in depth: single- vs multi-objective, constraints, custom
decision types.
3. [Choosing an algorithm](./choosing-an-algorithm.md) — the
decision tree, expanded with the reasoning behind each branch.
If you're already up and running, jump into the [cookbook](./cookbook.md)
for recipes, or [comparison](./comparison.md) for how heuropt stacks
up against other libraries.
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# Migration guides
Per-release notes for upgrading between heuropt versions. Skip the
sections that don't apply to your starting version.
## To 0.5
### From 0.4.x
**No public-API changes.** v0.5 is a documentation-and-polish release.
Bumping `heuropt = "0.5"` in your Cargo.toml is enough.
What changed:
- Added a comprehensive mdbook user guide (this book).
- Added runnable rustdoc examples on every public algorithm,
operator, metric, and Pareto utility.
- Added real-world `examples/portfolio.rs`,
`examples/hyperparam_tuning.rs`, and `examples/scheduling.rs`.
- Added `CONTRIBUTING.md`, `SECURITY.md`, `CODE_OF_CONDUCT.md`
(Builder's Code of Conduct), GitHub issue templates, and PR
template.
The full list is in CHANGELOG.md.
### From earlier than 0.4
If you're coming from 0.3.x or earlier, also read the older sections
below.
## To 0.4
### From 0.3.x
**No public-API changes.** v0.4 was a testing-infrastructure
expansion + perf pass. Same `cargo update` story.
The compare-harness wall-clock got 3.27× faster on v0.4 with
bit-identical quality metrics, so any benchmark numbers you have
from v0.3 are still numerically accurate but will run faster.
## To 0.3
### From 0.2.x
**Additive only.** New algorithms (`BayesianOpt`, `Tpe`,
`OnePlusOneEs`, `IpopCmaEs`, `SeparableNes`, `NelderMead`,
`Hyperband`), new operators (`LevyMutation`, `ClampToBounds`,
`ProjectToSimplex`), new traits (`PartialProblem`, `Repair<D>`).
`CmaEsConfig` gained an `initial_mean: Option<Vec<f64>>` field;
existing call sites need a `.. CmaEsConfig { initial_mean: None,
.. }` update.
## To 0.2
### From 0.1.x
**Additive.** New algorithms across the catalog (HillClimber, SA,
GA, PSO, CMA-ES, TabuSearch, AntColonyTsp, Umda, TLBO, MOPSO, IBEA,
SMS-EMOA, HypE, RVEA, PESA-II, ε-MOEA, AGE-MOEA, GrEA, KnEA), new
operators (`SimulatedBinaryCrossover`, `PolynomialMutation`,
`CompositeVariation`, `BoundedGaussianMutation`), and the
`hypervolume_nd` metric.
`Optimizer<P>` impls now require `P: Sync` and `P::Decision: Send`
(this enables the `parallel` feature without changing the public
trait surface). Any normal `Problem` you've written satisfies these
bounds automatically.
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# Stability and SemVer
heuropt is pre-1.0. The public API may change between minor versions.
This page sets explicit expectations.
## What "public API" means in heuropt
The crate's public surface is everything re-exported from
[`heuropt::prelude`] plus the items reachable from `heuropt::core`,
`heuropt::traits`, `heuropt::operators`, `heuropt::algorithms`,
`heuropt::pareto`, `heuropt::metrics`, and `heuropt::selection`.
Items in `heuropt::internal` (e.g. the Cholesky / eigendecomposition
helpers) are **not** public API. They may change between any two
versions — use them at your own risk.
## SemVer in heuropt 0.x
While we are pre-1.0:
- **Minor bumps (`0.5 → 0.6`) may break the public API.** The
CHANGELOG calls out everything that changed, and a **migration
guide** in this book documents the move.
- **Patch bumps (`0.5.0 → 0.5.1`) only contain bug fixes,
performance improvements, and additive non-breaking features.**
No deprecations, no removals.
## What's actually likely to change before 1.0
In rough order of likelihood:
1. **`Optimizer<P>` may grow new optional methods** for callbacks,
stop conditions, and save/resume support. These will land as
methods with default implementations so existing trait impls
keep compiling, but the trait shape will be different.
2. **Algorithm config structs may gain fields.** All current configs
are public-field structs; adding a non-`Default` field is a
breaking change. We may switch to builder patterns to avoid this
class of break, or we may add `#[non_exhaustive]`.
3. **The `Snapshot`, `Observer`, and `Checkpoint` types** (planned
for a future release) will land as new public surfaces.
4. **Some operators may move between `operators` and `pareto`** as
the boundary between "things that produce candidates" and "Pareto
utilities" gets clearer.
What is **not** likely to change:
- The `Problem` trait shape.
- The `Variation` / `Initializer` / `Repair` traits.
- The `Evaluation` / `Candidate` / `Population` / `OptimizationResult`
data types.
- The seeded determinism property.
## What "bit-identical" means for stability
heuropt promises that a given algorithm + seed + config produces the
same numeric output on the same minor version of heuropt.
Across minor versions, output may change if an algorithm's
implementation changes (e.g. a perf rewrite that reorders
floating-point operations, or a new feature that changes the
RNG-consumption pattern). The CHANGELOG calls this out explicitly
when it happens. As of v0.5, the entire history of perf optimizations
has been bit-identical against the v0.3.0 reference.
## MSRV (minimum supported Rust version)
heuropt's MSRV is **1.85** as of v0.5. This is tested in CI against
every PR.
MSRV bumps are treated as patch-bump-eligible (they don't break the
public API). When the MSRV is bumped, the CHANGELOG entry for that
release will note the new MSRV.
## Feature-flag stability
The current optional features:
- `serde` — adds `Serialize` / `Deserialize` derives on the core data
types.
- `parallel` — rayon-backed parallel population evaluation.
Features added in 0.x can be renamed or removed in any minor bump
that documents the change. Removing a feature is treated like a
breaking API change.
## How to track changes
- **CHANGELOG.md** — the canonical record of changes per release.
- **Migration guides** — per-release, in this book at
[migration](./migration.md).
- **GitHub releases** — each tag has release notes.
- **Watch the repo** — https://github.com/swaits/heuropt — to be
notified of new releases.
[`heuropt::prelude`]: https://docs.rs/heuropt/latest/heuropt/prelude/index.html
+8 -2
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@@ -58,7 +58,9 @@ impl Problem for Rastrigin {
fn evaluate(&self, x: &Vec<f64>) -> Evaluation {
let n = self.dim as f64;
let value = 10.0 * n
+ x.iter().map(|v| v * v - 10.0 * (2.0 * PI * v).cos()).sum::<f64>();
+ x.iter()
.map(|v| v * v - 10.0 * (2.0 * PI * v).cos())
.sum::<f64>();
Evaluation::new(vec![value])
}
}
@@ -104,7 +106,11 @@ fn run_zdt1() {
crossover: SimulatedBinaryCrossover::new(bounds.clone(), 15.0, 0.5),
mutation: PolynomialMutation::new(bounds, 20.0, 1.0 / dim as f64),
};
let config = Nsga2Config { population_size: 100, generations: 1000, seed: 42 };
let config = Nsga2Config {
population_size: 100,
generations: 1000,
seed: 42,
};
let mut optimizer = Nsga2::new(config, initializer, variation);
let result = optimizer.run(&problem);
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# `compare` example — reference output
Snapshot from `cargo run --release --example compare` after the v0.4.0
perf pass landed (2026-05-05). 10 seeds per algorithm per problem.
The **quality metrics** (hypervolume / spacing / mean L2 / mean dist /
front size) are bit-identical to the v0.3.0 snapshot — the v0.4.0
optimization work was strictly CPU-time, never algorithmic. The **ms
columns** reflect the v0.4.0 numbers; total compare-harness wall-clock
dropped from ~18.6 s to ~5.7 s (3.27× faster).
Wall-clock numbers are from the development machine and will vary;
the *relative* numbers across algorithms are the interesting part.
---
## ZDT1 (dim=30, 25000 evals/run × 10 seeds)
Two-objective benchmark with a smooth Pareto front along
`f₂ = 1 √f₁`. Hypervolume reference point: `[11, 11]`.
| algorithm | hypervolume ↑ | spacing ↓ | mean L2 ↓ | front | ms |
|---|---|---|---|---|---|
| RandomSearch | 99.5691 ± 0.94 | 0.0937 ± 0.03 | 2.3621 ± 0.14 | 28 | 94 |
| PAES | 104.1887 ± 0.90 | 0.0351 ± 0.01 | 1.3195 ± 0.06 | 33 | 30 |
| MOPSO | **120.6149 ± 0.05** | 0.0125 ± 0.00 | **0.0005 ± 0.00** | 100 | 89 |
| SPEA2 | 118.0823 ± 0.60 | 0.0111 ± 0.00 | 0.2408 ± 0.05 | 97 | 234 |
| PESA-II | 119.3670 ± 0.33 | **0.0095 ± 0.00** | 0.0802 ± 0.04 | 100 | 73 |
| ε-MOEA | 118.8742 ± 0.68 | 0.0167 ± 0.01 | 0.0493 ± 0.02 | 45 | 50 |
| IBEA | 120.0167 ± 0.31 | 0.0130 ± 0.00 | 0.0448 ± 0.02 | 73 | 138 |
| HypE | 105.6489 ± 0.98 | 0.0266 ± 0.01 | 1.4820 ± 0.10 | 72 | 38 |
| SMS-EMOA | 102.8871 ± 1.05 | 0.0263 ± 0.00 | 1.4937 ± 0.12 | 40 | 67 |
| RVEA | 111.7151 ± 1.82 | 0.0308 ± 0.01 | 0.8399 ± 0.16 | 47 | 65 |
| NSGA-II | 118.3336 ± 0.78 | 0.0112 ± 0.00 | 0.1891 ± 0.06 | 96 | 67 |
| NSGA-III | 115.1612 ± 0.47 | 0.0139 ± 0.00 | 0.4314 ± 0.06 | 86 | 70 |
| MOEA/D | 119.9450 ± 0.50 | 0.0118 ± 0.00 | 0.0065 ± 0.00 | 96 | 28 |
**MOPSO and MOEA/D dominate** convergence (mean L2 to true front ≤ 0.01).
PESA-II edges spacing.
## ZDT3 (dim=30, 25000 evals × 10 seeds)
Disconnected Pareto front; tests an algorithm's ability to maintain
spread across gaps.
| algorithm | hypervolume ↑ | spacing ↓ | front | ms |
|---|---|---|---|---|
| NSGA-II | 123.1826 ± 1.58 | 0.0092 ± 0.00 | 98 | 68 |
| MOEA/D | 125.2413 ± 2.16 | 0.0198 ± 0.00 | 92 | 28 |
| **IBEA** | **126.2072 ± 1.23** | 0.0164 ± 0.00 | 48 | 135 |
| AGE-MOEA | 119.5132 ± 1.27 | 0.0136 ± 0.00 | 90 | 199 |
## DTLZ2 (3-obj, dim=12, 30000 evals × 10 seeds)
Spherical Pareto front. Mean dist = `|‖f‖ 1|`.
| algorithm | mean dist ↓ | spacing ↓ | front | ms |
|---|---|---|---|---|
| RandomSearch | 0.3949 ± 0.02 | 0.0797 ± 0.01 | 239 | 520 |
| MOPSO | 0.0566 ± 0.00 | 0.0687 ± 0.01 | 100 | 71 |
| NSGA-II | 0.0332 ± 0.01 | 0.0577 ± 0.01 | 92 | 104 |
| SPEA2 | 0.0368 ± 0.00 | **0.0288 ± 0.00** | 92 | 534 |
| PESA-II | 0.0395 ± 0.00 | 0.0616 ± 0.01 | 100 | 396 |
| ε-MOEA | 0.0325 ± 0.01 | 0.0572 ± 0.02 | 136 | 89 |
| **IBEA** | **0.0014 ± 0.00** | 0.0607 ± 0.00 | 87 | 156 |
| HypE | 0.0113 ± 0.00 | 0.0269 ± 0.02 | 80 | 53 |
| SMS-EMOA | 0.0484 ± 0.01 | 0.0764 ± 0.01 | 40 | 1218 |
| RVEA | 0.0510 ± 0.00 | 0.0631 ± 0.00 | 68 | 73 |
| NSGA-III | 0.0197 ± 0.00 | 0.0735 ± 0.01 | 92 | 137 |
| MOEA/D | 0.0037 ± 0.00 | 0.0886 ± 0.00 | 78 | 24 |
**IBEA wins decisively** (15× closer to the true front than NSGA-III).
## DTLZ1 (3-obj, dim=7, 30000 evals × 10 seeds)
Linear simplex Pareto front (`Σf = 0.5`).
| algorithm | mean dist ↓ | spacing ↓ | front | ms |
|---|---|---|---|---|
| NSGA-III | 5.9130 ± 2.82 | 0.4375 ± 0.22 | 92 | 133 |
| MOEA/D | 2.8022 ± 1.78 | 0.2279 ± 0.22 | 78 | 21 |
| AGE-MOEA | 4.5395 ± 2.21 | 0.3930 ± 0.29 | 90 | 247 |
| **GrEA** | **1.7725 ± 0.99** | **0.0719 ± 0.04** | 72 | 104 |
**GrEA shines on linear fronts** — the grid-based niching matches the
geometry better than reference points.
## Rastrigin (dim=5, 50000 evals/run × 10 seeds)
Multimodal trap. Global minimum f = 0 at the origin.
| algorithm | best f | ms |
|---|---|---|
| RandomSearch | 1.1064e1 ± 2.54 | 14 |
| HillClimber | 1.5966e1 ± 6.25 | 6 |
| **(1+1)-ES** | **0.0000e0 ± 0.00** | 4 |
| SimulatedAnneal | 3.8540e0 ± 1.48 | 7 |
| PAES | 1.5966e1 ± 6.25 | 10 |
| GA | 7.0913e-8 ± 5.50e-8 | 16 |
| PSO | 7.9598e-1 ± 8.67e-1 | 5 |
| NSGA-II | 4.9270e-5 ± 5.04e-5 | 83 |
| **DE** | **0.0000e0 ± 0.00** | 6 |
| CMA-ES | 2.3453e0 ± 1.49 | 11 |
| **IPOP-CMA-ES** | 1.3423e-1 ± 2.71e-1 | 66 |
(1+1)-ES and DE tie for f = 0. **IPOP-CMA-ES drops vanilla CMA-ES from
2.35 → 0.13** — the restart logic does what it should.
## Rosenbrock (dim=5, 30000 evals × 10 seeds)
Smooth non-convex valley.
| algorithm | best f | ms |
|---|---|---|
| DE | 3.3345e-1 ± 3.01e-1 | 2 |
| PSO | 8.2124e-1 ± 1.58e0 | 2 |
| **CMA-ES** | **3.6207e-29 ± 2.35e-29** | 5 |
| TLBO | 1.8458e-3 ± 1.91e-3 | 1 |
| (1+1)-ES | 2.2115e0 ± 2.70e0 | 1 |
| **Nelder-Mead** | **0.0000e0 ± 0.00** | 1 |
| BO (60 evals) | 3.1725e3 ± 2.92e3 | 40 |
Nelder-Mead **= 0 exactly**, CMA-ES at machine epsilon. BO at only 60
evaluations is honestly bad on 5-D Rosenbrock (no kernel
hyperparameter tuning) — included as a reminder that BO needs more
evaluations than a smooth problem actually requires for these other
methods.
## Ackley (dim=5, 30000 evals × 10 seeds)
Smoother multimodal landscape than Rastrigin.
| algorithm | best f | ms |
|---|---|---|
| DE | 4.4409e-16 ± 0.00 | 4 |
| PSO | 1.5099e-15 ± 1.63e-15 | 3 |
| CMA-ES | 1.5099e-15 ± 1.63e-15 | 6 |
| TLBO | 2.2204e-15 ± 1.78e-15 | 2 |
| BO (60 evals) | 1.9622e1 ± 1.23 | 40 |
All conventional methods reach machine precision. BO at 60 evals
struggles — same caveat as Rosenbrock.
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//! Constrained multi-objective optimization (BNH problem) plus a
//! demo of the observer / stop-condition API.
//!
//! BNH (Binh & Korn 1996) is a 2-variable / 2-objective / 2-constraint
//! multi-objective problem:
//!
//! ```text
//! minimize f1 = 4·x1² + 4·x2²
//! f2 = (x1 5)² + (x2 5)²
//! subject to
//! g1: (x1 5)² + x2² ≤ 25
//! g2: (x1 8)² + (x2 + 3)² ≥ 7.7
//! 0 ≤ x1 ≤ 5, 0 ≤ x2 ≤ 3
//! ```
//!
//! Demonstrates:
//! - Constraint handling via `Evaluation::constrained` (heuropt's
//! default tournament/Pareto comparators prefer feasibles).
//! - The Observer API: a `Stagnation` observer that halts the run
//! once the front stops improving, plus a `Periodic` observer that
//! prints progress every 25 generations.
//! - Composing observers with `.or()`.
//!
//! Run with: `cargo run --release --example constrained`
use heuropt::prelude::*;
struct Bnh;
impl Problem for Bnh {
type Decision = Vec<f64>;
fn objectives(&self) -> ObjectiveSpace {
ObjectiveSpace::new(vec![Objective::minimize("f1"), Objective::minimize("f2")])
}
fn evaluate(&self, x: &Vec<f64>) -> Evaluation {
let f1 = 4.0 * x[0] * x[0] + 4.0 * x[1] * x[1];
let f2 = (x[0] - 5.0).powi(2) + (x[1] - 5.0).powi(2);
// g1: (x1 5)² + x2² ≤ 25 → violation = max(0, lhs 25)
let g1 = ((x[0] - 5.0).powi(2) + x[1].powi(2) - 25.0).max(0.0);
// g2: (x1 8)² + (x2 + 3)² ≥ 7.7 → violation = max(0, 7.7 lhs)
let g2 = (7.7 - ((x[0] - 8.0).powi(2) + (x[1] + 3.0).powi(2))).max(0.0);
let total_violation = g1 + g2;
Evaluation::constrained(vec![f1, f2], total_violation)
}
}
fn main() {
let bounds = vec![(0.0_f64, 5.0_f64), (0.0_f64, 3.0_f64)];
// Compose stop conditions: halt after 5 s OR (via .or()) print
// periodic progress every 25 generations. The Periodic observer
// never breaks; it only logs.
let stop = MaxTime::new(std::time::Duration::from_secs(5));
let progress = Periodic::new(25, |snap: &Snapshot<'_, Vec<f64>>| {
let feasible_in_pop = snap
.population
.iter()
.filter(|c| c.evaluation.is_feasible())
.count();
let front_size = snap.pareto_front.map(|f| f.len()).unwrap_or(0);
println!(
"gen {:>4} evaluations = {:>6} feasible/pop = {}/{} front = {}",
snap.iteration,
snap.evaluations,
feasible_in_pop,
snap.population.len(),
front_size,
);
});
let mut observer = <_ as Observer<Vec<f64>>>::or(stop, progress);
let mut opt = Nsga2::new(
Nsga2Config {
population_size: 100,
generations: 250,
seed: 42,
},
RealBounds::new(bounds.clone()),
CompositeVariation {
crossover: SimulatedBinaryCrossover::new(bounds.clone(), 15.0, 0.5),
mutation: PolynomialMutation::new(bounds, 20.0, 1.0 / 2.0),
},
);
let result = opt.run_with(&Bnh, &mut observer);
let total_feasible = result
.population
.iter()
.filter(|c| c.evaluation.is_feasible())
.count();
println!();
println!("Final state after {} generations:", result.generations);
println!(" total evaluations: {}", result.evaluations);
println!(
" feasible / total pop: {} / {}",
total_feasible,
result.population.len()
);
println!(" pareto front size: {}", result.pareto_front.len());
println!();
println!("Sample of the front (f1, f2):");
let mut sorted = result.pareto_front.clone();
sorted.sort_by(|a, b| {
a.evaluation.objectives[0]
.partial_cmp(&b.evaluation.objectives[0])
.unwrap_or(std::cmp::Ordering::Equal)
});
let n = sorted.len();
if n > 0 {
for k in (0..n).step_by((n / 5).max(1)) {
let c = &sorted[k];
println!(
" f1 = {:>7.3}, f2 = {:>7.3}, violation = {:.3}",
c.evaluation.objectives[0],
c.evaluation.objectives[1],
c.evaluation.constraint_violation,
);
}
}
}
+4 -1
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@@ -26,7 +26,10 @@ where
{
fn run(&mut self, problem: &P) -> OptimizationResult<P::Decision> {
let objectives = problem.objectives();
assert!(objectives.is_single_objective(), "HillClimber needs one objective");
assert!(
objectives.is_single_objective(),
"HillClimber needs one objective"
);
let mut rng = rng_from_seed(self.seed);
let mut variation = GaussianMutation { sigma: self.sigma };
+124
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@@ -0,0 +1,124 @@
//! Tune a synthetic ML model's hyperparameters with Bayesian Optimization
//! and (separately) Tree-structured Parzen Estimator.
//!
//! The "model" here is a deterministic function over `(learning_rate,
//! weight_decay, depth)` that mimics the shape of a real validation-loss
//! surface — a noisy minimum near sensible hyperparameters with sharp
//! penalties as you stray. It's compute-cheap so the example runs in
//! seconds, but the *workflow* is exactly what you'd use on a real
//! 30-second-per-eval model.
//!
//! Demonstrates:
//! - Sample-efficient optimization: 60 evaluations total, not 60,000.
//! - Comparing BO vs TPE on the same problem with the same budget.
//! - Decoding decision vectors with mixed scales (log-uniform learning
//! rate, integer-valued depth) using transforms inside `evaluate`.
//!
//! Run with: `cargo run --release --example hyperparam_tuning`
use heuropt::prelude::*;
/// A pretend deep-learning model whose validation loss is a
/// reproducible analytic function of three hyperparameters.
struct ModelTuning;
impl Problem for ModelTuning {
type Decision = Vec<f64>;
fn objectives(&self) -> ObjectiveSpace {
ObjectiveSpace::new(vec![Objective::minimize("val_loss")])
}
fn evaluate(&self, x: &Vec<f64>) -> Evaluation {
// The decision vector is in [0, 1] per dim; we decode each axis
// into the "real" hyperparameter space.
let lr = log_uniform(x[0], 1e-5, 1e-1); // learning rate
let wd = log_uniform(x[1], 1e-6, 1e-2); // weight decay
let depth = scale_to_int(x[2], 2, 12); // num layers
// Synthetic validation loss surface:
// * minimum at lr ≈ 1e-3, wd ≈ 1e-4, depth = 6
// * log-quadratic in lr / wd (typical hyperparameter shape)
// * mild penalty for depth far from 6
// * tiny deterministic "noise" so flat regions don't all tie
let lr_term = (lr.log10() - (-3.0)).powi(2);
let wd_term = (wd.log10() - (-4.0)).powi(2);
let depth_term = 0.05 * ((depth as f64 - 6.0).abs());
let noise = 0.02 * ((10.0 * x[0] + 17.0 * x[1] + 23.0 * x[2]).sin());
let val_loss = 0.05 + 0.3 * lr_term + 0.2 * wd_term + depth_term + noise;
Evaluation::new(vec![val_loss])
}
}
fn log_uniform(unit: f64, lo: f64, hi: f64) -> f64 {
let log_lo = lo.ln();
let log_hi = hi.ln();
(log_lo + unit * (log_hi - log_lo)).exp()
}
fn scale_to_int(unit: f64, lo: i32, hi: i32) -> i32 {
let span = (hi - lo + 1) as f64;
let i = (unit * span).floor() as i32;
(lo + i).min(hi)
}
fn run_bo(seed: u64) -> OptimizationResult<Vec<f64>> {
let mut opt = BayesianOpt::new(
BayesianOptConfig {
initial_samples: 10,
iterations: 50, // 60 total evals
length_scales: None,
signal_variance: 1.0,
noise_variance: 1e-6,
acquisition_samples: 200,
seed,
},
RealBounds::new(vec![(0.0, 1.0); 3]),
);
opt.run(&ModelTuning)
}
fn run_tpe(seed: u64) -> OptimizationResult<Vec<f64>> {
let mut opt = Tpe::new(
TpeConfig {
initial_samples: 10,
iterations: 50, // 60 total evals
good_fraction: 0.25,
candidate_samples: 64,
bandwidth_factor: 1.0,
seed,
},
RealBounds::new(vec![(0.0, 1.0); 3]),
);
opt.run(&ModelTuning)
}
fn report(name: &str, r: &OptimizationResult<Vec<f64>>) {
let best = r.best.as_ref().expect("at least one feasible candidate");
let lr = log_uniform(best.decision[0], 1e-5, 1e-1);
let wd = log_uniform(best.decision[1], 1e-6, 1e-2);
let depth = scale_to_int(best.decision[2], 2, 12);
println!(
"{:<8} val_loss = {:>7.4} | lr = {:>10.2e} wd = {:>10.2e} depth = {} | evals = {}",
name, best.evaluation.objectives[0], lr, wd, depth, r.evaluations,
);
}
fn main() {
println!("Tuning ModelTuning (synthetic 3-D loss surface)");
println!("Optimum: lr ≈ 1e-3, wd ≈ 1e-4, depth = 6, val_loss ≈ 0.03");
println!();
println!(
"{:<8} {:<26} {:<24} {:<24}",
"alg", "best", "(decoded hyperparams)", "(eval budget)"
);
for seed in 0..5 {
println!();
println!("seed {}:", seed);
let bo = run_bo(seed);
let tpe = run_tpe(seed);
report("BO", &bo);
report("TPE", &tpe);
}
}
+192 -50
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@@ -62,6 +62,30 @@ const SWEET_HI: u32 = 45;
const N_DAYS: usize = 1000;
// -----------------------------------------------------------------------------
// A-posteriori decision weights (must sum to 1.0).
// -----------------------------------------------------------------------------
const W_LUNCH: f64 = 0.30; // top — design goal
const W_AFTER: f64 = 0.25; // top — minimize after-hours waste
const W_WORK: f64 = 0.20; // medium — failures bad but recoverable
const W_PRESS: f64 = 0.15; // matters with a hinge below
const W_BALANCE: f64 = 0.10; // bonus for longer yellow + red phases
// Press hinge: full reward at or below LOW, linearly drops to 0 at COMFORT_CAP,
// and any candidate with mean_presses > COMFORT_CAP is rejected outright.
//
// Counts every daily press: morning boot, 13:00 lunch retap, warning-phase
// reactions, and any death-restart presses during the workday. With ~2
// baseline presses already mandatory each day, the LOW threshold sits just
// above baseline (2 + a half warning press) and the cap allows up to
// 1.5 additional presses on top of baseline before rejecting.
const PRESS_HINGE_LOW: f64 = 2.5;
const PRESS_COMFORT_CAP: f64 = 3.5;
// Balance bonus saturates: a min(yellow_width, red_width) of >= this many
// minutes scores the full balance term.
const BALANCE_SATURATION_MIN: f64 = 10.0;
// -----------------------------------------------------------------------------
// Day model + Monte Carlo (same model as scripts/tune_runtime.py)
// -----------------------------------------------------------------------------
@@ -127,18 +151,41 @@ impl JigglyTuning {
) -> DayOutcome {
let mut rng = StdRng::seed_from_u64(day_seed);
let mut expire = s + rt;
let mut o = DayOutcome::default();
let t_max = e.max(expire) + 1;
// Boot press at workday start: user presses to begin cycle 1.
let mut o = DayOutcome {
presses: 1,
..Default::default()
};
// Allow the loop to extend past the larger of (workday end, last
// possible cycle end given any in-loop expire bumps). Cap at one
// extra cycle's worth so a long string of presses can't blow the
// budget.
let t_max = e.max(expire).max(s + 2 * rt) + 1;
let mut prev_running = true;
for t in s..t_max {
// Free re-tap when the user re-logs in at 13:00.
// 13:00 re-login press: user comes back from lunch, presses to
// start cycle 2.
if t == LUNCH_END && t < e {
expire = t + rt;
o.presses += 1;
}
let in_workday = t >= s && t < e;
let at_lunch = (LUNCH_START..LUNCH_END).contains(&t);
let device_running = t < expire;
let device_dead = !device_running;
// Death-restart press: when the device transitions from running
// to dead during workday (not at lunch), user notices the screen
// sleeping and presses to restart. Counts as a press for THIS
// minute; subsequent at-desk minutes are now covered.
if prev_running && device_dead && in_workday && !at_lunch {
expire = t + rt;
o.presses += 1;
prev_running = true;
continue;
}
prev_running = device_running;
if device_dead && in_workday {
if at_lunch {
o.slept_lunch += 1;
@@ -304,7 +351,11 @@ fn print_header() {
}
fn print_row(label: &str, r: &Row) {
let prefix = if label.is_empty() { String::new() } else { format!("{label} ") };
let prefix = if label.is_empty() {
String::new()
} else {
format!("{label} ")
};
println!(
"{}{:<6} {:>3} {:>3} {:>3} {:>9} {:>9} {:>7.2}/d {:>8} {:>6.1}%",
prefix,
@@ -396,7 +447,11 @@ fn main() {
println!("=== Pareto front (sorted by lunch sleep, descending) ===");
print_header();
rows.sort_by(|a, b| b.lunch.partial_cmp(&a.lunch).unwrap_or(std::cmp::Ordering::Equal));
rows.sort_by(|a, b| {
b.lunch
.partial_cmp(&a.lunch)
.unwrap_or(std::cmp::Ordering::Equal)
});
for r in rows.iter().take(15) {
print_row("", r);
}
@@ -443,16 +498,18 @@ fn main() {
//
// Every point on the front is incomparable in the strict Pareto sense —
// none dominates another. To surface ONE recommendation we apply explicit
// weights to the four normalized objectives. Anyone with different
// priorities can read the front above and pick a different row.
// weights to four normalized outcome axes plus two structural terms:
//
// We add the firmware's shipping defaults to the candidate set so they
// compete on equal footing with the front the optimizer found.
const W_WORK: f64 = 0.45; // work failures hurt most
const W_LUNCH: f64 = 0.30; // the design goal
const W_PRESS: f64 = 0.15; // UX friction
const W_AFTER: f64 = 0.10; // minor screen-burn cost
// * `lunch_sleep` (max), `after_hours` (min), `work_fail` (min) —
// normalized to [0, 1] across the candidate set.
// * `presses` — hinge: full reward when <= PRESS_HINGE_LOW, ramps to
// zero at PRESS_COMFORT_CAP, candidates above the cap are rejected.
// * `balance` — bonus for longer warning phases:
// `min(YA - RA, RA - FRA)` saturated at BALANCE_SATURATION_MIN.
//
// Anyone with different priorities can read the front above and pick a
// different row. We add the firmware's shipping defaults to the
// candidate set so they compete on equal footing with the front.
let mut candidates: Vec<(String, Row)> = rows
.iter()
@@ -461,20 +518,36 @@ fn main() {
let shipping_candidate_idx = candidates.len();
candidates.push(("shipping default".to_string(), shipping_row.clone()));
let scores =
compute_weighted_scores(&candidates.iter().map(|(_, r)| r.clone()).collect::<Vec<_>>());
let scores = compute_weighted_scores(
&candidates
.iter()
.map(|(_, r)| r.clone())
.collect::<Vec<_>>(),
);
let mut ranked: Vec<(usize, f64)> = scores.iter().copied().enumerate().collect();
ranked.sort_by(|a, b| b.1.partial_cmp(&a.1).unwrap_or(std::cmp::Ordering::Equal));
println!("=== ranked by weighted preferences ===");
println!(
" weights: work_fail {}% · lunch_sleep {}% · presses {}% · after_hours {}%",
(W_WORK * 100.0) as i32,
" weights: lunch_sleep {}% · after_hours {}% · work_fail {}% · presses {}% · balance {}%",
(W_LUNCH * 100.0) as i32,
(W_PRESS * 100.0) as i32,
(W_AFTER * 100.0) as i32,
(W_WORK * 100.0) as i32,
(W_PRESS * 100.0) as i32,
(W_BALANCE * 100.0) as i32,
);
println!(
" press hinge: full reward ≤ {:.1}/d, ramps to 0 at {:.1}/d, REJECTED above",
PRESS_HINGE_LOW, PRESS_COMFORT_CAP,
);
println!(
" balance bonus: min(yellow_width, red_width), saturates at {:.0} min",
BALANCE_SATURATION_MIN,
);
println!(
" candidate set: {} Pareto-front rows + 1 shipping default",
rows.len()
);
println!(" candidate set: {} Pareto-front rows + 1 shipping default", rows.len());
println!();
println!("{:>4} {:>5} source", "rank", "score");
print_header();
@@ -493,8 +566,10 @@ fn main() {
.map(|p| p + 1)
.unwrap_or(0);
let max_work = candidates.iter().map(|(_, r)| r.work_fail).fold(0.0, f64::max);
let max_press = candidates.iter().map(|(_, r)| r.presses).fold(0.0, f64::max);
let max_work = candidates
.iter()
.map(|(_, r)| r.work_fail)
.fold(0.0, f64::max);
println!("=== RECOMMENDED PICK ({top_label}) ===");
println!(
@@ -506,23 +581,45 @@ fn main() {
);
println!(" weighted score = {top_score:.3}");
println!();
let yellow_w = top.ya - top.ra;
let red_w = top.ra - top.fra;
println!("Why:");
println!(
" • {} mean work-time failure ({} better than the worst candidate)",
fmt_minutes(top.work_fail),
ratio_str(max_work, top.work_fail.max(1e-9)),
);
println!(
" • {} mean lunch sleep ({:.1}% land in the 12:1512:45 sweet spot)",
fmt_minutes(top.lunch),
top.p_sweet * 100.0,
);
println!(
" • {:.2} button presses/day ({} fewer than the worst candidate)",
top.presses,
ratio_str(max_press, top.presses.max(1e-9)),
" • {} mean after-hours awake (kept tight, your second priority)",
fmt_minutes(top.after),
);
println!(
" • {} mean work-time failure ({} better than the worst candidate)",
fmt_minutes(top.work_fail),
ratio_str(max_work, top.work_fail.max(1e-9)),
);
let press_note = if top.presses <= PRESS_HINGE_LOW {
format!("inside your no-penalty zone ≤{:.1}/d", PRESS_HINGE_LOW)
} else if top.presses < PRESS_COMFORT_CAP {
format!(
"above the {:.1}/d hinge but below your {:.1}/d cap",
PRESS_HINGE_LOW, PRESS_COMFORT_CAP,
)
} else {
format!("AT or ABOVE your {:.1}/d comfort cap", PRESS_COMFORT_CAP)
};
println!(
" • {:.2} button presses/day total — {}",
top.presses, press_note,
);
println!(" (counts: boot + 13:00 retap + warning-phase reactions + death-restarts)");
println!(
" • warning phases: yellow {} min, red {} min, fast-red {} min (balance score {:.2})",
yellow_w,
red_w,
top.fra,
balance_score_for(top),
);
println!("{} mean after-hours awake (negligible)", fmt_minutes(top.after));
if top_label != "shipping default" {
println!();
@@ -540,45 +637,90 @@ fn main() {
}
}
/// Score every row in `rows` by a fixed weighted sum of normalized objectives.
/// Score every row in `rows` by a weighted sum that combines normalized
/// outcome axes with a press hinge and a phase-balance bonus.
///
/// Each objective is normalized to `[0, 1]` across `rows` with `1` meaning
/// "best on the front" and `0` meaning "worst on the front", direction-aware
/// (lunch is maximize, the rest are minimize).
/// `work_fail`, `lunch`, and `after` are normalized to `[0, 1]` across `rows`
/// (best→1, worst→0; direction-aware). `presses` uses a hinge that rewards
/// values at or below `PRESS_HINGE_LOW`, ramps linearly to zero at
/// `PRESS_COMFORT_CAP`, and rejects candidates above the cap by returning
/// `f64::NEG_INFINITY`. `balance` is a bonus for longer yellow + red
/// phases, computed as `min(YA - RA, RA - FRA)` saturated at
/// `BALANCE_SATURATION_MIN`.
fn compute_weighted_scores(rows: &[Row]) -> Vec<f64> {
const W_WORK: f64 = 0.45;
const W_LUNCH: f64 = 0.30;
const W_PRESS: f64 = 0.15;
const W_AFTER: f64 = 0.10;
let work_min = rows.iter().map(|r| r.work_fail).fold(f64::INFINITY, f64::min);
let work_max = rows.iter().map(|r| r.work_fail).fold(f64::NEG_INFINITY, f64::max);
let work_min = rows
.iter()
.map(|r| r.work_fail)
.fold(f64::INFINITY, f64::min);
let work_max = rows
.iter()
.map(|r| r.work_fail)
.fold(f64::NEG_INFINITY, f64::max);
let lunch_min = rows.iter().map(|r| r.lunch).fold(f64::INFINITY, f64::min);
let lunch_max = rows.iter().map(|r| r.lunch).fold(f64::NEG_INFINITY, f64::max);
let press_min = rows.iter().map(|r| r.presses).fold(f64::INFINITY, f64::min);
let press_max = rows.iter().map(|r| r.presses).fold(f64::NEG_INFINITY, f64::max);
let lunch_max = rows
.iter()
.map(|r| r.lunch)
.fold(f64::NEG_INFINITY, f64::max);
let after_min = rows.iter().map(|r| r.after).fold(f64::INFINITY, f64::min);
let after_max = rows.iter().map(|r| r.after).fold(f64::NEG_INFINITY, f64::max);
let after_max = rows
.iter()
.map(|r| r.after)
.fold(f64::NEG_INFINITY, f64::max);
rows.iter()
.map(|r| {
// Hard comfort cap on presses.
if r.presses > PRESS_COMFORT_CAP {
return f64::NEG_INFINITY;
}
let work = norm_min(r.work_fail, work_min, work_max);
let lunch = norm_max(r.lunch, lunch_min, lunch_max);
let press = norm_min(r.presses, press_min, press_max);
let after = norm_min(r.after, after_min, after_max);
W_WORK * work + W_LUNCH * lunch + W_PRESS * press + W_AFTER * after
// Hinge: 1.0 at or below LOW, linear ramp to 0.0 at the cap.
let press_score = if r.presses <= PRESS_HINGE_LOW {
1.0
} else {
((PRESS_COMFORT_CAP - r.presses) / (PRESS_COMFORT_CAP - PRESS_HINGE_LOW))
.clamp(0.0, 1.0)
};
// Balance bonus: longer yellow + red is better, saturated.
let balance_score = balance_score_for(r);
W_LUNCH * lunch
+ W_AFTER * after
+ W_WORK * work
+ W_PRESS * press_score
+ W_BALANCE * balance_score
})
.collect()
}
/// Balance bonus for a row: `min(YA - RA, RA - FRA)` clamped to
/// `[0, BALANCE_SATURATION_MIN]` and divided by saturation so the result is
/// in `[0, 1]`.
fn balance_score_for(r: &Row) -> f64 {
let yellow_w = (r.ya - r.ra) as f64;
let red_w = (r.ra - r.fra) as f64;
let raw = yellow_w.min(red_w).max(0.0);
(raw / BALANCE_SATURATION_MIN).clamp(0.0, 1.0)
}
/// Normalize a minimize-direction value to `[0, 1]` (best→1, worst→0).
fn norm_min(v: f64, lo: f64, hi: f64) -> f64 {
if (hi - lo).abs() < 1e-12 { 1.0 } else { (hi - v) / (hi - lo) }
if (hi - lo).abs() < 1e-12 {
1.0
} else {
(hi - v) / (hi - lo)
}
}
/// Normalize a maximize-direction value to `[0, 1]` (best→1, worst→0).
fn norm_max(v: f64, lo: f64, hi: f64) -> f64 {
if (hi - lo).abs() < 1e-12 { 1.0 } else { (v - lo) / (hi - lo) }
if (hi - lo).abs() < 1e-12 {
1.0
} else {
(v - lo) / (hi - lo)
}
}
/// Render `worst / best` as e.g. "7.5×" for the recommendation rationale.
+210
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@@ -0,0 +1,210 @@
//! Multi-objective portfolio optimization with a budget constraint.
//!
//! Real-world flavor: pick a portfolio over five synthetic assets that
//! trades off **return** (maximize) against **risk** (minimize). Weights
//! must be non-negative and sum to 1.0 (the standard probability-simplex
//! budget constraint).
//!
//! Demonstrates:
//! - Multi-objective formulation with a maximize axis (return) and a
//! minimize axis (variance-based risk).
//! - The `ProjectToSimplex` repair operator wired into a `Repair`-aware
//! variation pipeline so every offspring respects the budget.
//! - NSGA-II producing a Pareto front of trade-offs.
//! - Picking one answer off the front via a-posteriori weighting (see
//! `docs/book/src/cookbook/pick-one.md`).
//!
//! Run with: `cargo run --release --example portfolio`
use heuropt::prelude::*;
/// Five-asset toy market. Means and a covariance matrix you'd estimate
/// from real returns; here they're synthetic but realistic-shape.
struct Portfolio {
/// Expected per-period returns (one per asset).
expected_returns: [f64; 5],
/// Symmetric 5×5 covariance matrix.
covariance: [[f64; 5]; 5],
}
impl Problem for Portfolio {
type Decision = Vec<f64>;
fn objectives(&self) -> ObjectiveSpace {
ObjectiveSpace::new(vec![
Objective::maximize("return"),
Objective::minimize("risk"),
])
}
fn evaluate(&self, weights: &Vec<f64>) -> Evaluation {
// Expected return: w · μ
let r: f64 = weights
.iter()
.zip(self.expected_returns.iter())
.map(|(w, m)| w * m)
.sum();
// Risk (portfolio variance): w · Σ · w
let mut risk = 0.0;
for i in 0..5 {
for j in 0..5 {
risk += weights[i] * self.covariance[i][j] * weights[j];
}
}
Evaluation::new(vec![r, risk])
}
}
/// Variation pipeline that respects the simplex constraint: SBX +
/// PolyMut produce real-valued children, then `ProjectToSimplex` projects
/// them back onto `{ w : w ≥ 0, Σw = 1 }`.
struct SimplexVariation {
crossover: SimulatedBinaryCrossover,
mutation: PolynomialMutation,
repair: ProjectToSimplex,
}
impl Variation<Vec<f64>> for SimplexVariation {
fn vary(&mut self, parents: &[Vec<f64>], rng: &mut Rng) -> Vec<Vec<f64>> {
let crossed = self.crossover.vary(parents, rng);
let mut out = Vec::with_capacity(crossed.len());
for child in crossed {
let mut mutated = self
.mutation
.vary(std::slice::from_ref(&child), rng)
.pop()
.expect("PolynomialMutation returned no child");
self.repair.repair(&mut mutated);
out.push(mutated);
}
out
}
}
/// `Initializer` that uniformly samples points on the simplex via the
/// standard "log-and-normalize" trick. Every initial member is feasible
/// by construction.
struct SimplexInit {
dim: usize,
}
impl Initializer<Vec<f64>> for SimplexInit {
fn initialize(&mut self, size: usize, rng: &mut Rng) -> Vec<Vec<f64>> {
use rand::Rng as _;
let mut out = Vec::with_capacity(size);
for _ in 0..size {
// Sample exponentials, normalize → uniform on simplex.
let mut e: Vec<f64> = (0..self.dim)
.map(|_| -(1.0_f64 - rng.random::<f64>()).ln())
.collect();
let s: f64 = e.iter().sum();
for v in e.iter_mut() {
*v /= s;
}
out.push(e);
}
out
}
}
fn main() {
let problem = Portfolio {
// Synthetic but plausible: 8% / 12% / 5% / 15% / 3% expected
// returns. The two "stocks" (B, D) have higher expected return
// and higher variance than the bonds / cash equivalents.
expected_returns: [0.08, 0.12, 0.05, 0.15, 0.03],
covariance: [
[0.04, 0.02, 0.01, 0.03, 0.005],
[0.02, 0.10, 0.01, 0.05, 0.005],
[0.01, 0.01, 0.02, 0.01, 0.005],
[0.03, 0.05, 0.01, 0.16, 0.005],
[0.005, 0.005, 0.005, 0.005, 0.001],
],
};
let bounds = vec![(0.0_f64, 1.0_f64); 5];
let variation = SimplexVariation {
crossover: SimulatedBinaryCrossover::new(bounds.clone(), 15.0, 1.0),
mutation: PolynomialMutation::new(bounds.clone(), 20.0, 1.0 / 5.0),
repair: ProjectToSimplex::new(1.0),
};
let mut opt = Nsga2::new(
Nsga2Config {
population_size: 100,
generations: 200,
seed: 42,
},
SimplexInit { dim: 5 },
variation,
);
let result = opt.run(&problem);
println!("Pareto front size: {}", result.pareto_front.len());
println!("Total evaluations: {}", result.evaluations);
// Pick one: a-posteriori weighted decision favoring return slightly.
// Lower score = preferred. We compare in oriented space (maximize
// axis already flipped to negative by `as_minimization`).
let space = problem.objectives();
let weights = [1.0, 1.5]; // weight risk a bit more than -return
let chosen = result
.pareto_front
.iter()
.min_by(|a, b| {
let ax: f64 = space
.as_minimization(&a.evaluation.objectives)
.iter()
.zip(&weights)
.map(|(v, w)| v * w)
.sum();
let bx: f64 = space
.as_minimization(&b.evaluation.objectives)
.iter()
.zip(&weights)
.map(|(v, w)| v * w)
.sum();
ax.partial_cmp(&bx).unwrap_or(std::cmp::Ordering::Equal)
})
.expect("non-empty front");
println!();
println!(
"Picked portfolio: weights = [{:.3}, {:.3}, {:.3}, {:.3}, {:.3}]",
chosen.decision[0],
chosen.decision[1],
chosen.decision[2],
chosen.decision[3],
chosen.decision[4],
);
println!(
" expected return: {:>6.4}",
chosen.evaluation.objectives[0]
);
println!(
" risk (variance): {:>6.4}",
chosen.evaluation.objectives[1]
);
// Print 5 representative points across the front.
println!();
println!("Sample of the front (return, risk):");
let mut sorted = result.pareto_front.clone();
sorted.sort_by(|a, b| {
a.evaluation.objectives[0]
.partial_cmp(&b.evaluation.objectives[0])
.unwrap_or(std::cmp::Ordering::Equal)
});
let n = sorted.len();
for k in (0..n).step_by((n / 5).max(1)) {
let c = &sorted[k];
println!(
" return = {:.4}, risk = {:.4}",
c.evaluation.objectives[0], c.evaluation.objectives[1],
);
}
}
+5 -1
View File
@@ -24,7 +24,11 @@ impl Problem for Sphere2D {
fn main() {
let initializer = RealBounds::new(vec![(-5.0, 5.0), (-5.0, 5.0)]);
let config = RandomSearchConfig { iterations: 500, batch_size: 1, seed: 7 };
let config = RandomSearchConfig {
iterations: 500,
batch_size: 1,
seed: 7,
};
let mut optimizer = RandomSearch::new(config, initializer);
let result = optimizer.run(&Sphere2D);
+132
View File
@@ -0,0 +1,132 @@
//! Single-machine job-shop scheduling: minimize total weighted
//! completion time given per-job processing times and due-date weights.
//!
//! The decision is a permutation `Vec<usize>` — the order in which
//! jobs are processed. We use `SimulatedAnnealing` paired with
//! `SwapMutation` (the standard generic-permutation pair).
//!
//! Demonstrates:
//! - Permutation decisions (`Vec<usize>`).
//! - Simulated annealing with a custom `Initializer` that produces a
//! randomly shuffled identity permutation.
//! - `SwapMutation` preserving the permutation invariant for free.
//!
//! Run with: `cargo run --release --example scheduling`
use heuropt::prelude::*;
/// Single-machine weighted-completion-time problem (1 || Σwᵢ Cᵢ).
struct Scheduling {
/// Processing time for each job.
process_times: Vec<f64>,
/// Importance weight for each job. Higher weight = more
/// punishing if the job finishes late.
weights: Vec<f64>,
}
impl Problem for Scheduling {
type Decision = Vec<usize>;
fn objectives(&self) -> ObjectiveSpace {
ObjectiveSpace::new(vec![Objective::minimize("total_wct")])
}
fn evaluate(&self, schedule: &Vec<usize>) -> Evaluation {
// Compute each job's completion time as the running sum of
// processing times in the chosen order.
let mut clock = 0.0_f64;
let mut total_wct = 0.0_f64;
for &job in schedule {
clock += self.process_times[job];
total_wct += self.weights[job] * clock;
}
Evaluation::new(vec![total_wct])
}
}
/// Initializer that produces a single randomly-shuffled permutation
/// `[0, 1, …, n-1]`. Simulated annealing only needs one initial decision.
struct ShuffledPerm {
n: usize,
}
impl Initializer<Vec<usize>> for ShuffledPerm {
fn initialize(&mut self, _size: usize, rng: &mut Rng) -> Vec<Vec<usize>> {
use rand::seq::SliceRandom;
let mut perm: Vec<usize> = (0..self.n).collect();
perm.shuffle(rng);
vec![perm]
}
}
fn main() {
// 12 jobs. The optimal policy is the Smith's-rule order: sort by
// p_i / w_i ascending (shortest weighted processing time first).
// We can compute that directly to compare against the search result.
let jobs = [
(3.0_f64, 2.0_f64),
(5.0, 1.0),
(2.0, 4.0),
(8.0, 3.0),
(4.0, 5.0),
(1.0, 2.0),
(7.0, 6.0),
(6.0, 1.0),
(3.0, 3.0),
(5.0, 4.0),
(2.0, 2.0),
(4.0, 1.0),
];
let process_times: Vec<f64> = jobs.iter().map(|j| j.0).collect();
let weights: Vec<f64> = jobs.iter().map(|j| j.1).collect();
let n = jobs.len();
let problem = Scheduling {
process_times: process_times.clone(),
weights: weights.clone(),
};
// Smith's rule oracle: sort jobs by p / w ascending.
let mut smith_order: Vec<usize> = (0..n).collect();
smith_order.sort_by(|&a, &b| {
let ra = process_times[a] / weights[a];
let rb = process_times[b] / weights[b];
ra.partial_cmp(&rb).unwrap_or(std::cmp::Ordering::Equal)
});
let smith_score = problem.evaluate(&smith_order).objectives[0];
// Search via simulated annealing with swap mutation.
let mut opt = SimulatedAnnealing::new(
SimulatedAnnealingConfig {
iterations: 5_000,
initial_temperature: 50.0,
final_temperature: 1e-3,
seed: 42,
},
ShuffledPerm { n },
SwapMutation,
);
let result = opt.run(&problem);
let best = result.best.unwrap();
println!("Single-machine weighted completion time, {} jobs", n);
println!();
println!(
"Smith's-rule oracle: {:>8.2} order = {:?}",
smith_score, smith_order
);
println!(
"Simulated annealing best: {:>8.2} order = {:?}",
best.evaluation.objectives[0], best.decision,
);
println!(
"Random initial schedule: {:>8.2} order = {:?}",
problem.evaluate(&(0..n).collect()).objectives[0],
(0..n).collect::<Vec<usize>>(),
);
println!();
println!(
"SA reached optimum (Smith): {}",
(best.evaluation.objectives[0] - smith_score).abs() < 1e-9
);
}
+5 -1
View File
@@ -26,7 +26,11 @@ impl Problem for SchafferN1 {
fn main() {
let initializer = RealBounds::new(vec![(-5.0, 5.0)]);
let variation = GaussianMutation { sigma: 0.2 };
let config = Nsga2Config { population_size: 60, generations: 80, seed: 42 };
let config = Nsga2Config {
population_size: 60,
generations: 80,
seed: 42,
};
let mut optimizer = Nsga2::new(config, initializer, variation);
let result = optimizer.run(&SchafferN1);
+4
View File
@@ -0,0 +1,4 @@
target
corpus
artifacts
coverage
+254
View File
@@ -0,0 +1,254 @@
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+69
View File
@@ -0,0 +1,69 @@
[package]
name = "heuropt-fuzz"
version = "0.0.0"
publish = false
edition = "2024"
[package.metadata]
cargo-fuzz = true
[dependencies]
libfuzzer-sys = "0.4"
arbitrary = { version = "1", features = ["derive"] }
heuropt = { path = ".." }
[[bin]]
name = "pareto_compare"
path = "fuzz_targets/pareto_compare.rs"
test = false
doc = false
bench = false
[[bin]]
name = "non_dominated_sort"
path = "fuzz_targets/non_dominated_sort.rs"
test = false
doc = false
bench = false
[[bin]]
name = "hypervolume_2d"
path = "fuzz_targets/hypervolume_2d.rs"
test = false
doc = false
bench = false
[[bin]]
name = "pareto_archive"
path = "fuzz_targets/pareto_archive.rs"
test = false
doc = false
bench = false
[[bin]]
name = "crowding_distance"
path = "fuzz_targets/crowding_distance.rs"
test = false
doc = false
bench = false
[[bin]]
name = "spacing"
path = "fuzz_targets/spacing.rs"
test = false
doc = false
bench = false
[[bin]]
name = "sbx_polymut"
path = "fuzz_targets/sbx_polymut.rs"
test = false
doc = false
bench = false
[[bin]]
name = "clamp_to_bounds"
path = "fuzz_targets/clamp_to_bounds.rs"
test = false
doc = false
bench = false
+88
View File
@@ -0,0 +1,88 @@
#![no_main]
//! Fuzz `ClampToBounds` + `ProjectToSimplex` repair operators for
//! idempotence and target-set membership.
use arbitrary::Arbitrary;
use libfuzzer_sys::fuzz_target;
use heuropt::prelude::*;
#[derive(Arbitrary, Debug)]
struct Input {
bounds: Vec<(f64, f64)>,
x: Vec<f64>,
simplex_total: f64,
}
fuzz_target!(|input: Input| {
if input.bounds.is_empty() || input.bounds.len() > 16 {
return;
}
if input.x.len() != input.bounds.len() {
return;
}
let bounds: Vec<(f64, f64)> = input
.bounds
.iter()
.filter_map(|&(lo, hi)| {
if lo.is_finite() && hi.is_finite() && lo < hi {
Some((lo, hi))
} else {
None
}
})
.collect();
if bounds.len() != input.bounds.len() {
return;
}
// Restrict to a numerically-reasonable magnitude range for repair
// operators — they are invoked downstream of evolutionary search where
// candidate magnitudes are bounded.
if input.x.iter().any(|v| !v.is_finite() || v.abs() > 1e30) {
return;
}
let mut x = input.x.clone();
let mut clamp = ClampToBounds::new(bounds.clone());
clamp.repair(&mut x);
for (j, &v) in x.iter().enumerate() {
let (lo, hi) = bounds[j];
assert!(v >= lo && v <= hi, "clamp out of bounds");
}
let after_one = x.clone();
clamp.repair(&mut x);
assert_eq!(x, after_one, "clamp not idempotent");
// Simplex projection only meaningful when total > 0 and dim >= 1.
// The Duchi/Held-Wolfe projection loses precision when |x| ≫ total
// (τ becomes indistinguishable from max(x) in f64). Restrict to inputs
// within the algorithm's well-conditioned regime, |x_i| ≤ total · 1e6.
let max_abs = input.x.iter().fold(0.0_f64, |a, &b| a.max(b.abs()));
if input.simplex_total.is_finite()
&& input.simplex_total > 1.0
&& input.simplex_total < 1e9
&& max_abs <= input.simplex_total * 1e6
{
let mut y = input.x.clone();
let mut proj = ProjectToSimplex::new(input.simplex_total);
proj.repair(&mut y);
for &v in &y {
assert!(v >= 0.0, "project negative entry");
}
let s: f64 = y.iter().sum();
assert!(
(s - input.simplex_total).abs() < 1e-6 * input.simplex_total.max(1.0),
"project sum {s} != target {}",
input.simplex_total,
);
let after = y.clone();
proj.repair(&mut y);
for (a, b) in after.iter().zip(y.iter()) {
let scale = a.abs().max(b.abs()).max(1.0);
assert!(
(a - b).abs() < 1e-9 * scale,
"project not idempotent: {a} vs {b}",
);
}
}
});
+50
View File
@@ -0,0 +1,50 @@
#![no_main]
//! Fuzz `crowding_distance` for shape and non-negativity.
use arbitrary::Arbitrary;
use libfuzzer_sys::fuzz_target;
use heuropt::core::candidate::Candidate;
use heuropt::core::evaluation::Evaluation;
use heuropt::core::objective::{Objective, ObjectiveSpace};
use heuropt::pareto::crowding::crowding_distance;
#[derive(Arbitrary, Debug)]
struct Input {
points: Vec<(f64, f64)>,
}
fuzz_target!(|input: Input| {
if input.points.len() > 64 {
return;
}
// Bound magnitudes — crowding's `(max - min)` and per-axis gaps can
// both overflow to +∞ when points span ±f64::MAX, yielding inf/inf=NaN.
if input
.points
.iter()
.any(|&(a, b)| !a.is_finite() || !b.is_finite() || a.abs() > 1e150 || b.abs() > 1e150)
{
return;
}
let space = ObjectiveSpace::new(vec![Objective::minimize("f1"), Objective::minimize("f2")]);
let pop: Vec<Candidate<()>> = input
.points
.iter()
.map(|&(a, b)| Candidate::new((), Evaluation::new(vec![a, b])))
.collect();
let front: Vec<usize> = (0..pop.len()).collect();
let d = crowding_distance(&pop, &front, &space);
assert_eq!(d.len(), front.len(), "crowding distance length mismatch");
for (i, &v) in d.iter().enumerate() {
assert!(v >= 0.0 || v.is_infinite(), "negative crowding[{i}] = {v}");
assert!(!v.is_nan(), "NaN crowding[{i}]");
}
// If size <= 2, every entry is +∞.
if pop.len() <= 2 {
for (i, &v) in d.iter().enumerate() {
assert!(v.is_infinite(), "size<=2 crowding[{i}] not inf: {v}");
}
}
});
+47
View File
@@ -0,0 +1,47 @@
#![no_main]
//! Fuzz `hypervolume_2d` for non-negativity and reference-point handling.
use arbitrary::Arbitrary;
use libfuzzer_sys::fuzz_target;
use heuropt::core::candidate::Candidate;
use heuropt::core::evaluation::Evaluation;
use heuropt::core::objective::{Objective, ObjectiveSpace};
use heuropt::metrics::hypervolume::hypervolume_2d;
#[derive(Arbitrary, Debug)]
struct Input {
points: Vec<(f64, f64)>,
ref_point: (f64, f64),
}
fuzz_target!(|input: Input| {
if input.points.len() > 64 {
return;
}
// Non-finite floats are permitted by Evaluation, but HV is undefined
// there — restrict to finite for this property.
if !input.ref_point.0.is_finite() || !input.ref_point.1.is_finite() {
return;
}
if input
.points
.iter()
.any(|&(a, b)| !a.is_finite() || !b.is_finite())
{
return;
}
let space = ObjectiveSpace::new(vec![Objective::minimize("f1"), Objective::minimize("f2")]);
let pop: Vec<Candidate<()>> = input
.points
.iter()
.map(|&(a, b)| Candidate::new((), Evaluation::new(vec![a, b])))
.collect();
let hv = hypervolume_2d(&pop, &space, [input.ref_point.0, input.ref_point.1]);
// HV can be +∞ when the dominated rectangle area overflows f64 (e.g. a
// ref point at f64::MAX with deeply negative front coords). The
// contracted invariants are non-negativity and non-NaN.
assert!(hv >= 0.0, "HV negative: {hv}");
assert!(!hv.is_nan(), "HV is NaN");
});
+62
View File
@@ -0,0 +1,62 @@
#![no_main]
//! Fuzz `non_dominated_sort` for partition correctness.
//!
//! Invariants checked:
//! * Every population index appears in exactly one front.
//! * Earlier fronts dominate later fronts (no backwards domination).
//! * No panics on any vector of finite or non-finite objective values.
use arbitrary::Arbitrary;
use libfuzzer_sys::fuzz_target;
use heuropt::core::candidate::Candidate;
use heuropt::core::evaluation::Evaluation;
use heuropt::core::objective::{Objective, ObjectiveSpace};
use heuropt::pareto::dominance::{Dominance, pareto_compare};
use heuropt::pareto::sort::non_dominated_sort;
#[derive(Arbitrary, Debug)]
struct Input {
objectives: Vec<(f64, f64)>,
}
fuzz_target!(|input: Input| {
if input.objectives.is_empty() || input.objectives.len() > 32 {
return;
}
let space = ObjectiveSpace::new(vec![Objective::minimize("f1"), Objective::minimize("f2")]);
let pop: Vec<Candidate<()>> = input
.objectives
.iter()
.map(|&(a, b)| Candidate::new((), Evaluation::new(vec![a, b])))
.collect();
let fronts = non_dominated_sort(&pop, &space);
// Partition: every index appears exactly once.
let mut seen = vec![false; pop.len()];
for front in &fronts {
for &idx in front {
assert!(!seen[idx], "index {idx} in multiple fronts");
seen[idx] = true;
}
}
for (i, &was) in seen.iter().enumerate() {
assert!(was, "index {i} missing from all fronts");
}
// Earlier fronts cannot be dominated by later fronts.
for (k, fk) in fronts.iter().enumerate() {
for fl in fronts.iter().skip(k + 1) {
for &i in fk {
for &j in fl {
let r = pareto_compare(&pop[i].evaluation, &pop[j].evaluation, &space);
assert!(
!matches!(r, Dominance::DominatedBy),
"front-{k}/{i} dominated by later front",
);
}
}
}
}
});
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#![no_main]
//! Fuzz `ParetoArchive` for the non-domination invariant under arbitrary
//! insertion/truncation sequences.
use arbitrary::Arbitrary;
use libfuzzer_sys::fuzz_target;
use heuropt::core::candidate::Candidate;
use heuropt::core::evaluation::Evaluation;
use heuropt::core::objective::{Objective, ObjectiveSpace};
use heuropt::pareto::archive::ParetoArchive;
use heuropt::pareto::dominance::{Dominance, pareto_compare};
#[derive(Arbitrary, Debug)]
enum Op {
Insert(f64, f64),
Truncate(u8),
}
#[derive(Arbitrary, Debug)]
struct Input {
ops: Vec<Op>,
}
fuzz_target!(|input: Input| {
if input.ops.len() > 64 {
return;
}
let space = ObjectiveSpace::new(vec![Objective::minimize("f1"), Objective::minimize("f2")]);
let mut archive: ParetoArchive<()> = ParetoArchive::new(space.clone());
for op in input.ops {
match op {
Op::Insert(a, b) => {
let cand = Candidate::new((), Evaluation::new(vec![a, b]));
archive.insert(cand);
}
Op::Truncate(n) => archive.truncate(n as usize),
}
}
// Members must be pairwise non-dominated.
let m = archive.members();
for i in 0..m.len() {
for j in 0..m.len() {
if i == j {
continue;
}
let r = pareto_compare(&m[i].evaluation, &m[j].evaluation, &space);
assert!(
!matches!(r, Dominance::DominatedBy),
"archive member {i} dominated by {j}: {:?} vs {:?}",
m[i].evaluation.objectives,
m[j].evaluation.objectives,
);
}
}
});
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#![no_main]
//! Fuzz `pareto_compare` for anti-symmetry and reflexivity.
//!
//! Invariants checked:
//! * `compare(a, b)` and `compare(b, a)` form an anti-symmetric pair
//! (`Dominates ↔ DominatedBy`, `Equal ↔ Equal`, `NonDominated ↔ NonDominated`).
//! * `compare(a, a) == Equal`.
//! * No panics on any combination of finite/non-finite floats.
use arbitrary::Arbitrary;
use libfuzzer_sys::fuzz_target;
use heuropt::core::evaluation::Evaluation;
use heuropt::core::objective::{Objective, ObjectiveSpace};
use heuropt::pareto::dominance::{Dominance, pareto_compare};
#[derive(Arbitrary, Debug)]
struct Input {
a_objs: Vec<f64>,
b_objs: Vec<f64>,
a_violation: f64,
b_violation: f64,
minimize_mask: u8,
}
fuzz_target!(|input: Input| {
if input.a_objs.is_empty() || input.a_objs.len() != input.b_objs.len() {
return;
}
if input.a_objs.len() > 8 {
return;
}
let m = input.a_objs.len();
let space = ObjectiveSpace::new(
(0..m)
.map(|i| {
if (input.minimize_mask >> i) & 1 == 0 {
Objective::minimize(format!("f{i}"))
} else {
Objective::maximize(format!("f{i}"))
}
})
.collect(),
);
let a = Evaluation::constrained(input.a_objs.clone(), input.a_violation);
let b = Evaluation::constrained(input.b_objs.clone(), input.b_violation);
let ab = pareto_compare(&a, &b, &space);
let ba = pareto_compare(&b, &a, &space);
let aa = pareto_compare(&a, &a, &space);
// Anti-symmetry pairs.
let antisymmetric = matches!(
(ab, ba),
(Dominance::Dominates, Dominance::DominatedBy)
| (Dominance::DominatedBy, Dominance::Dominates)
| (Dominance::Equal, Dominance::Equal)
| (Dominance::NonDominated, Dominance::NonDominated),
);
assert!(antisymmetric, "asymmetric: ab={ab:?}, ba={ba:?}");
// Reflexivity (when objectives are finite — NaNs make equality
// ill-defined, so skip the check there).
if input.a_objs.iter().all(|v| v.is_finite()) && input.a_violation.is_finite() {
assert_eq!(aa, Dominance::Equal);
}
});
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#![no_main]
//! Fuzz SBX + PolynomialMutation: in-bounds parents must produce in-bounds
//! children for any seed and any (η, per-variable-probability) pair.
use arbitrary::Arbitrary;
use libfuzzer_sys::fuzz_target;
use heuropt::core::rng::rng_from_seed;
use heuropt::prelude::*;
#[derive(Arbitrary, Debug)]
struct Input {
bounds: Vec<(f64, f64)>,
eta_sbx: f64,
eta_pm: f64,
pvp_sbx: f64,
pvp_pm: f64,
a_frac: Vec<f64>,
b_frac: Vec<f64>,
seed: u64,
}
fuzz_target!(|input: Input| {
let n = input.bounds.len();
if n == 0 || n > 8 {
return;
}
if !(input.eta_sbx.is_finite() && input.eta_pm.is_finite()) {
return;
}
if !(input.eta_sbx >= 1.0 && input.eta_sbx <= 100.0) {
return;
}
if !(input.eta_pm >= 1.0 && input.eta_pm <= 100.0) {
return;
}
let pvp_sbx = match input.pvp_sbx {
v if v.is_finite() && (0.0..=1.0).contains(&v) => v,
_ => return,
};
let pvp_pm = match input.pvp_pm {
v if v.is_finite() && (0.0..=1.0).contains(&v) => v,
_ => return,
};
// Sanitize bounds: lo < hi, finite.
let bounds: Vec<(f64, f64)> = input
.bounds
.iter()
.filter_map(|&(lo, hi)| {
if lo.is_finite() && hi.is_finite() && hi - lo > 1e-9 {
Some((lo, hi))
} else {
None
}
})
.collect();
if bounds.len() != n {
return;
}
if input.a_frac.len() < n || input.b_frac.len() < n {
return;
}
let p1: Vec<f64> = bounds
.iter()
.zip(&input.a_frac)
.map(|(&(lo, hi), &f)| {
let frac = if f.is_finite() { f.fract().abs() } else { 0.5 };
lo + frac * (hi - lo)
})
.collect();
let p2: Vec<f64> = bounds
.iter()
.zip(&input.b_frac)
.map(|(&(lo, hi), &f)| {
let frac = if f.is_finite() { f.fract().abs() } else { 0.5 };
lo + frac * (hi - lo)
})
.collect();
let mut rng = rng_from_seed(input.seed);
let mut sbx = SimulatedBinaryCrossover::new(bounds.clone(), input.eta_sbx, pvp_sbx);
let kids = sbx.vary(&[p1, p2], &mut rng);
assert_eq!(kids.len(), 2);
for c in &kids {
for (j, &v) in c.iter().enumerate() {
let (lo, hi) = bounds[j];
assert!(v >= lo && v <= hi, "SBX child[{j}] = {v} out of [{lo}, {hi}]");
}
}
let mut pm = PolynomialMutation::new(bounds.clone(), input.eta_pm, pvp_pm);
let mutated = pm.vary(std::slice::from_ref(&kids[0]), &mut rng);
assert_eq!(mutated.len(), 1);
for (j, &v) in mutated[0].iter().enumerate() {
let (lo, hi) = bounds[j];
assert!(v >= lo && v <= hi, "PM child[{j}] = {v} out of [{lo}, {hi}]");
}
});
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#![no_main]
//! Fuzz the `spacing` metric for non-negativity.
use arbitrary::Arbitrary;
use libfuzzer_sys::fuzz_target;
use heuropt::core::candidate::Candidate;
use heuropt::core::evaluation::Evaluation;
use heuropt::core::objective::{Objective, ObjectiveSpace};
use heuropt::metrics::spacing::spacing;
#[derive(Arbitrary, Debug)]
struct Input {
points: Vec<(f64, f64)>,
}
fuzz_target!(|input: Input| {
if input.points.len() > 64 {
return;
}
// Bound magnitudes so distance computations don't overflow to
// inf-inf=NaN — `spacing` is documented to operate on values produced
// by `as_minimization` of problem evaluations, not arbitrary f64s.
if input
.points
.iter()
.any(|&(a, b)| !a.is_finite() || !b.is_finite() || a.abs() > 1e150 || b.abs() > 1e150)
{
return;
}
let space = ObjectiveSpace::new(vec![Objective::minimize("f1"), Objective::minimize("f2")]);
let pop: Vec<Candidate<()>> = input
.points
.iter()
.map(|&(a, b)| Candidate::new((), Evaluation::new(vec![a, b])))
.collect();
let s = spacing(&pop, &space);
// Spacing can overflow to +∞ when point coordinates straddle ±f64::MAX.
// Contract is non-negative + non-NaN.
assert!(s >= 0.0, "spacing negative: {s}");
assert!(!s.is_nan(), "spacing is NaN");
});
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//! `AgeMoea` — Panichella 2019 Adaptive Geometry Estimation MOEA.
use rand::Rng as _;
use crate::algorithms::parallel_eval::evaluate_batch;
use crate::core::candidate::Candidate;
use crate::core::objective::ObjectiveSpace;
use crate::core::population::Population;
use crate::core::problem::Problem;
use crate::core::result::OptimizationResult;
use crate::core::rng::rng_from_seed;
use crate::pareto::front::{best_candidate, pareto_front};
use crate::pareto::sort::non_dominated_sort;
use crate::traits::{Initializer, Optimizer, Variation};
/// Configuration for [`AgeMoea`].
#[derive(Debug, Clone)]
pub struct AgeMoeaConfig {
/// Constant population size.
pub population_size: usize,
/// Number of generations.
pub generations: usize,
/// Seed for the deterministic RNG.
pub seed: u64,
}
impl Default for AgeMoeaConfig {
fn default() -> Self {
Self {
population_size: 100,
generations: 250,
seed: 42,
}
}
}
/// Adaptive Geometry Estimation MOEA.
///
/// Estimates the current front's L_p geometry parameter and uses it to
/// score survivors by a combination of proximity (distance to the
/// translated origin in the L_p frame) and diversity (distance to the
/// nearest survivor in the same frame).
///
/// # Example
///
/// ```
/// use heuropt::prelude::*;
///
/// struct Schaffer;
/// impl Problem for Schaffer {
/// type Decision = Vec<f64>;
/// fn objectives(&self) -> ObjectiveSpace {
/// ObjectiveSpace::new(vec![Objective::minimize("f1"), Objective::minimize("f2")])
/// }
/// fn evaluate(&self, x: &Vec<f64>) -> Evaluation {
/// Evaluation::new(vec![x[0] * x[0], (x[0] - 2.0).powi(2)])
/// }
/// }
///
/// let bounds = vec![(-5.0_f64, 5.0_f64)];
/// let mut opt = AgeMoea::new(
/// AgeMoeaConfig { population_size: 30, generations: 20, seed: 42 },
/// RealBounds::new(bounds.clone()),
/// CompositeVariation {
/// crossover: SimulatedBinaryCrossover::new(bounds.clone(), 15.0, 0.5),
/// mutation: PolynomialMutation::new(bounds, 20.0, 1.0),
/// },
/// );
/// let r = opt.run(&Schaffer);
/// assert!(!r.pareto_front.is_empty());
/// ```
#[derive(Debug, Clone)]
pub struct AgeMoea<I, V> {
/// Algorithm configuration.
pub config: AgeMoeaConfig,
/// Initial-decision sampler.
pub initializer: I,
/// Offspring-producing variation operator.
pub variation: V,
}
impl<I, V> AgeMoea<I, V> {
/// Construct an `AgeMoea`.
pub fn new(config: AgeMoeaConfig, initializer: I, variation: V) -> Self {
Self {
config,
initializer,
variation,
}
}
}
impl<P, I, V> Optimizer<P> for AgeMoea<I, V>
where
P: Problem + Sync,
P::Decision: Send,
I: Initializer<P::Decision>,
V: Variation<P::Decision>,
{
fn run(&mut self, problem: &P) -> OptimizationResult<P::Decision> {
assert!(
self.config.population_size > 0,
"AgeMoea population_size must be > 0"
);
let n = self.config.population_size;
let objectives = problem.objectives();
let mut rng = rng_from_seed(self.config.seed);
let initial_decisions = self.initializer.initialize(n, &mut rng);
let mut population: Vec<Candidate<P::Decision>> =
evaluate_batch(problem, initial_decisions);
let mut evaluations = population.len();
for _ in 0..self.config.generations {
// Phase 1: random parent selection + variation.
let mut offspring_decisions: Vec<P::Decision> = Vec::with_capacity(n);
while offspring_decisions.len() < n {
let p1 = rng.random_range(0..population.len());
let p2 = rng.random_range(0..population.len());
let parents = vec![
population[p1].decision.clone(),
population[p2].decision.clone(),
];
let children = self.variation.vary(&parents, &mut rng);
assert!(
!children.is_empty(),
"AgeMoea variation returned no children"
);
for child in children {
if offspring_decisions.len() >= n {
break;
}
offspring_decisions.push(child);
}
}
let offspring = evaluate_batch(problem, offspring_decisions);
evaluations += offspring.len();
// Phase 3: combine + age-moea survival selection.
let mut combined: Vec<Candidate<P::Decision>> = Vec::with_capacity(2 * n);
combined.extend(population);
combined.extend(offspring);
population = environmental_selection(combined, &objectives, n);
}
let front = pareto_front(&population, &objectives);
let best = best_candidate(&population, &objectives);
OptimizationResult::new(
Population::new(population),
front,
best,
evaluations,
self.config.generations,
)
}
}
fn environmental_selection<D: Clone>(
combined: Vec<Candidate<D>>,
objectives: &ObjectiveSpace,
n: usize,
) -> Vec<Candidate<D>> {
let fronts = non_dominated_sort(&combined, objectives);
let mut selected: Vec<usize> = Vec::with_capacity(n);
let mut splitting: Vec<usize> = Vec::new();
for f in &fronts {
if selected.len() + f.len() <= n {
selected.extend(f.iter().copied());
} else {
splitting = f.clone();
break;
}
if selected.len() == n {
break;
}
}
if selected.len() == n {
return selected.into_iter().map(|i| combined[i].clone()).collect();
}
// Translate by ideal point z*.
let m = objectives.len();
let n0_oriented: Vec<Vec<f64>> = fronts[0]
.iter()
.map(|&i| objectives.as_minimization(&combined[i].evaluation.objectives))
.collect();
let mut ideal = vec![f64::INFINITY; m];
for o in &n0_oriented {
for (k, v) in o.iter().enumerate() {
if *v < ideal[k] {
ideal[k] = *v;
}
}
}
// Translate every combined member.
let translated: Vec<Vec<f64>> = combined
.iter()
.map(|c| {
let oriented = objectives.as_minimization(&c.evaluation.objectives);
oriented
.iter()
.enumerate()
.map(|(k, v)| (v - ideal[k]).max(0.0))
.collect()
})
.collect();
// Estimate p (geometry parameter) from the *first* front's
// extreme points: find the point with the largest single-axis value
// for each axis, then solve for p such that all extreme points have
// unit L_p norm after normalizing by the per-axis maximum.
let p = estimate_p(&fronts[0], &translated, m);
// Score every member of the splitting front by:
// proximity = ||translated||_p
// diversity = nearest-neighbor distance in the same L_p frame
// among already-selected + splitting members.
//
// Two caches make this much cheaper than the textbook formulation:
// * `prox[i]` — `lp_norm(translated[i], p)` is constant across
// iterations, so compute it once per splitting-front member.
// * `nearest[i]` — the nearest-keep distance only ever decreases
// when a new candidate is picked, so we maintain it
// incrementally: seed it from `selected`, then on every pick
// update each remaining `i`'s nearest by taking
// `min(nearest[i], lp_distance(translated[i], translated[pick], p))`.
//
// That cuts the score loop from O(R · K · M) per iteration (where
// R = remaining count, K = current keep count) to O(R · M) per
// iteration, with the dominant `powf` calls in lp_distance counted
// once per (remaining, pick) pair instead of per (remaining, all-keep).
let mut keep = selected.clone();
let mut remaining: Vec<usize> = splitting.clone();
let prox: Vec<f64> = (0..combined.len())
.map(|i| lp_norm(&translated[i], p))
.collect();
let mut nearest: Vec<f64> = (0..combined.len())
.map(|i| nearest_neighbor_distance(i, &translated, &keep, p))
.collect();
while keep.len() < n {
// Pick the remaining candidate with the largest score.
let mut best_idx: Option<usize> = None;
let mut best_score = f64::NEG_INFINITY;
for &i in &remaining {
let score = nearest[i] / (prox[i].max(1e-12));
if score > best_score {
best_score = score;
best_idx = Some(i);
}
}
match best_idx {
None => break,
Some(pick) => {
keep.push(pick);
remaining.retain(|&i| i != pick);
// Update each surviving remaining's nearest-keep using
// just the distance to the new pick.
for &i in &remaining {
let d = lp_distance(&translated[i], &translated[pick], p);
if d < nearest[i] {
nearest[i] = d;
}
}
}
}
}
keep.into_iter().map(|i| combined[i].clone()).collect()
}
fn lp_norm(v: &[f64], p: f64) -> f64 {
v.iter().map(|x| x.abs().powf(p)).sum::<f64>().powf(1.0 / p)
}
fn lp_distance(a: &[f64], b: &[f64], p: f64) -> f64 {
a.iter()
.zip(b.iter())
.map(|(x, y)| (x - y).abs().powf(p))
.sum::<f64>()
.powf(1.0 / p)
}
fn nearest_neighbor_distance(i: usize, translated: &[Vec<f64>], selected: &[usize], p: f64) -> f64 {
if selected.is_empty() {
return f64::INFINITY;
}
let mut best = f64::INFINITY;
for &j in selected {
if j == i {
continue;
}
let d = lp_distance(&translated[i], &translated[j], p);
if d < best {
best = d;
}
}
best
}
/// Estimate the L_p geometry parameter from the front's extreme points.
///
/// Find the extreme point on each axis (the front member maximizing that
/// objective relative to its own L_∞ norm), then choose p such that all
/// extreme points have approximately the same L_p magnitude. Falls back
/// to p = 2 (spherical) if anything degenerates.
fn estimate_p(front_indices: &[usize], translated: &[Vec<f64>], m: usize) -> f64 {
if front_indices.is_empty() || m == 0 {
return 2.0;
}
// For each axis, find the extreme: the front member with the largest
// ratio of its k-th coordinate to its own L1 norm (i.e., the most
// "k-aligned" member).
let extremes: Vec<usize> = (0..m)
.map(|axis| {
let mut best = front_indices[0];
let mut best_ratio = f64::NEG_INFINITY;
for &idx in front_indices {
let l1: f64 = translated[idx].iter().sum::<f64>().max(1e-12);
let ratio = translated[idx][axis] / l1;
if ratio > best_ratio {
best_ratio = ratio;
best = idx;
}
}
best
})
.collect();
// Solve for p ∈ [0.1, 10.0] that minimizes std-dev of L_p norms across
// extremes (a coarse sweep is fine — full Brent isn't needed for this
// shape estimate).
let candidates: Vec<f64> = (1..=40).map(|i| (i as f64) * 0.25).collect();
let mut best_p = 2.0;
let mut best_loss = f64::INFINITY;
for &p in &candidates {
let norms: Vec<f64> = extremes
.iter()
.map(|&i| lp_norm(&translated[i], p))
.collect();
let mean = norms.iter().sum::<f64>() / norms.len() as f64;
if mean.is_finite() && mean > 0.0 {
let var = norms.iter().map(|x| (x - mean).powi(2)).sum::<f64>() / norms.len() as f64;
let loss = var.sqrt() / mean;
if loss < best_loss {
best_loss = loss;
best_p = p;
}
}
}
best_p
}
#[cfg(test)]
mod tests {
use super::*;
use crate::operators::{
CompositeVariation, PolynomialMutation, RealBounds, SimulatedBinaryCrossover,
};
use crate::tests_support::SchafferN1;
fn make_optimizer(
seed: u64,
) -> AgeMoea<RealBounds, CompositeVariation<SimulatedBinaryCrossover, PolynomialMutation>> {
let bounds = vec![(-5.0, 5.0)];
let initializer = RealBounds::new(bounds.clone());
let variation = CompositeVariation {
crossover: SimulatedBinaryCrossover::new(bounds.clone(), 15.0, 0.5),
mutation: PolynomialMutation::new(bounds, 20.0, 1.0),
};
AgeMoea::new(
AgeMoeaConfig {
population_size: 20,
generations: 15,
seed,
},
initializer,
variation,
)
}
#[test]
fn produces_pareto_front() {
let mut opt = make_optimizer(1);
let r = opt.run(&SchafferN1);
assert_eq!(r.population.len(), 20);
assert!(!r.pareto_front.is_empty());
}
#[test]
fn deterministic_with_same_seed() {
let mut a = make_optimizer(99);
let mut b = make_optimizer(99);
let ra = a.run(&SchafferN1);
let rb = b.run(&SchafferN1);
let oa: Vec<Vec<f64>> = ra
.pareto_front
.iter()
.map(|c| c.evaluation.objectives.clone())
.collect();
let ob: Vec<Vec<f64>> = rb
.pareto_front
.iter()
.map(|c| c.evaluation.objectives.clone())
.collect();
assert_eq!(oa, ob);
}
#[test]
#[should_panic(expected = "population_size must be > 0")]
fn zero_pop_panics() {
let bounds = vec![(0.0, 1.0)];
let initializer = RealBounds::new(bounds.clone());
let variation = CompositeVariation {
crossover: SimulatedBinaryCrossover::new(bounds.clone(), 15.0, 0.5),
mutation: PolynomialMutation::new(bounds, 20.0, 1.0),
};
let mut opt = AgeMoea::new(
AgeMoeaConfig {
population_size: 0,
generations: 1,
seed: 0,
},
initializer,
variation,
);
let _ = opt.run(&SchafferN1);
}
}
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//! `AntColonyTsp` — Dorigo-style Ant System for permutation problems on a
//! complete graph (TSP-style).
use rand::Rng as _;
use crate::core::candidate::Candidate;
use crate::core::objective::Direction;
use crate::core::population::Population;
use crate::core::problem::Problem;
use crate::core::result::OptimizationResult;
use crate::core::rng::rng_from_seed;
use crate::traits::Optimizer;
/// Configuration for [`AntColonyTsp`].
#[derive(Debug, Clone)]
pub struct AntColonyTspConfig {
/// Number of ants per generation.
pub ants: usize,
/// Number of generations.
pub generations: usize,
/// Pheromone weight `α`.
pub alpha: f64,
/// Heuristic weight `β`.
pub beta: f64,
/// Pheromone evaporation rate `ρ` ∈ [0, 1].
pub evaporation: f64,
/// Pheromone deposit constant `Q`. Reinforcement on edge (i, j) is
/// `Q / tour_length` for every ant whose tour uses (i, j).
pub deposit: f64,
/// Initial pheromone level on every edge.
pub initial_pheromone: f64,
/// Seed for the deterministic RNG.
pub seed: u64,
}
impl Default for AntColonyTspConfig {
fn default() -> Self {
Self {
ants: 30,
generations: 100,
alpha: 1.0,
beta: 2.0,
evaporation: 0.5,
deposit: 1.0,
initial_pheromone: 1.0,
seed: 42,
}
}
}
/// Ant Colony Optimization for permutation-style problems on a complete graph.
///
/// `Vec<usize>` decisions only (the permutation `[0, 1, …, n_cities - 1]`).
/// Single-objective only — typically minimizing total tour length, but the
/// algorithm is direction-aware for completeness.
///
/// Each ant builds a tour by repeatedly choosing the next node with
/// probability `∝ τ_ij^α · η_ij^β` over the unvisited cities, where
/// `η_ij = 1 / distance_ij` is the heuristic desirability.
///
/// # Example
///
/// ```
/// use heuropt::prelude::*;
///
/// struct Tsp { distances: Vec<Vec<f64>> }
/// impl Problem for Tsp {
/// type Decision = Vec<usize>;
/// fn objectives(&self) -> ObjectiveSpace {
/// ObjectiveSpace::new(vec![Objective::minimize("length")])
/// }
/// fn evaluate(&self, tour: &Vec<usize>) -> Evaluation {
/// let mut len = 0.0;
/// for w in tour.windows(2) { len += self.distances[w[0]][w[1]]; }
/// len += self.distances[*tour.last().unwrap()][tour[0]];
/// Evaluation::new(vec![len])
/// }
/// }
///
/// // 5 cities laid out in a small square + center. The optimal tour
/// // is the perimeter; the diagonal is suboptimal.
/// let cities = [(0.0_f64, 0.0), (3.0, 0.0), (3.0, 3.0), (0.0, 3.0), (1.5, 1.5)];
/// let n = cities.len();
/// let mut d = vec![vec![0.0; n]; n];
/// for i in 0..n {
/// for j in 0..n {
/// let dx = cities[i].0 - cities[j].0;
/// let dy = cities[i].1 - cities[j].1;
/// d[i][j] = (dx * dx + dy * dy).sqrt();
/// }
/// }
/// let problem = Tsp { distances: d.clone() };
///
/// let mut opt = AntColonyTsp::new(AntColonyTspConfig {
/// ants: 10,
/// generations: 50,
/// alpha: 1.0,
/// beta: 5.0,
/// evaporation: 0.5,
/// deposit: 1.0,
/// initial_pheromone: 0.1,
/// seed: 42,
/// }, d);
/// let r = opt.run(&problem);
/// assert!(r.best.is_some());
/// ```
pub struct AntColonyTsp {
/// Algorithm configuration.
pub config: AntColonyTspConfig,
/// Symmetric distance matrix; size `n_cities × n_cities`. Diagonal must
/// be zero.
pub distances: Vec<Vec<f64>>,
}
impl AntColonyTsp {
/// Construct an `AntColonyTsp`. Validates that `distances` is square
/// and has a zero diagonal.
pub fn new(config: AntColonyTspConfig, distances: Vec<Vec<f64>>) -> Self {
let n = distances.len();
assert!(
n >= 2,
"AntColonyTsp distances matrix must have >= 2 cities"
);
for (i, row) in distances.iter().enumerate() {
assert_eq!(row.len(), n, "AntColonyTsp distances matrix must be square");
assert_eq!(
row[i], 0.0,
"AntColonyTsp distance from city to itself must be 0"
);
}
Self { config, distances }
}
}
impl<P> Optimizer<P> for AntColonyTsp
where
P: Problem<Decision = Vec<usize>> + Sync,
{
fn run(&mut self, problem: &P) -> OptimizationResult<P::Decision> {
assert!(self.config.ants >= 1, "AntColonyTsp ants must be >= 1");
let objectives = problem.objectives();
assert!(
objectives.is_single_objective(),
"AntColonyTsp requires exactly one objective",
);
let direction = objectives.objectives[0].direction;
let n = self.distances.len();
let mut rng = rng_from_seed(self.config.seed);
// Heuristic desirability: 1 / distance (with a small floor to avoid
// division by zero for very-close cities).
let eta: Vec<Vec<f64>> = self
.distances
.iter()
.map(|row| {
row.iter()
.map(|&d| if d > 0.0 { 1.0 / d } else { 0.0 })
.collect()
})
.collect();
// Pheromone matrix.
let mut pheromone: Vec<Vec<f64>> = vec![vec![self.config.initial_pheromone; n]; n];
let mut best_decision: Option<Vec<usize>> = None;
let mut best_eval: Option<crate::core::evaluation::Evaluation> = None;
let mut evaluations = 0usize;
for _ in 0..self.config.generations {
let mut tours: Vec<Vec<usize>> = Vec::with_capacity(self.config.ants);
let mut tour_evals: Vec<crate::core::evaluation::Evaluation> =
Vec::with_capacity(self.config.ants);
for _ in 0..self.config.ants {
let start = rng.random_range(0..n);
let tour = build_tour(
n,
start,
&pheromone,
&eta,
self.config.alpha,
self.config.beta,
&mut rng,
);
let eval = problem.evaluate(&tour);
evaluations += 1;
tours.push(tour);
tour_evals.push(eval);
}
// Update best.
for (tour, eval) in tours.iter().zip(tour_evals.iter()) {
let beats = match &best_eval {
None => true,
Some(b) => better_than_so(eval, b, direction),
};
if beats {
best_decision = Some(tour.clone());
best_eval = Some(eval.clone());
}
}
// Pheromone evaporation.
for row in pheromone.iter_mut() {
for v in row.iter_mut() {
*v *= 1.0 - self.config.evaporation;
}
}
// Pheromone deposit on each ant's tour.
for (tour, eval) in tours.iter().zip(tour_evals.iter()) {
let length = eval
.objectives
.first()
.copied()
.unwrap_or(f64::INFINITY)
.max(1e-12);
let deposit = self.config.deposit / length;
for w in tour.windows(2) {
let (i, j) = (w[0], w[1]);
pheromone[i][j] += deposit;
pheromone[j][i] += deposit;
}
// Close the loop.
let (i, j) = (*tour.last().unwrap(), tour[0]);
pheromone[i][j] += deposit;
pheromone[j][i] += deposit;
}
}
let best = Candidate::new(best_decision.unwrap(), best_eval.unwrap());
let population = Population::new(vec![best.clone()]);
let front = vec![best.clone()];
OptimizationResult::new(
population,
front,
Some(best),
evaluations,
self.config.generations,
)
}
}
fn build_tour(
n: usize,
start: usize,
pheromone: &[Vec<f64>],
eta: &[Vec<f64>],
alpha: f64,
beta: f64,
rng: &mut crate::core::rng::Rng,
) -> Vec<usize> {
let mut tour = Vec::with_capacity(n);
let mut visited = vec![false; n];
tour.push(start);
visited[start] = true;
for _ in 1..n {
let current = *tour.last().unwrap();
// Build a probability vector over the unvisited candidates.
let probs: Vec<(usize, f64)> = (0..n)
.filter(|&j| !visited[j])
.map(|j| {
let p = pheromone[current][j].max(0.0).powf(alpha) * eta[current][j].powf(beta);
(j, p)
})
.collect();
let total: f64 = probs.iter().map(|(_, p)| *p).sum();
let next = if total > 0.0 {
let r: f64 = rng.random::<f64>() * total;
let mut acc = 0.0;
let mut chosen = probs.last().unwrap().0;
for (j, p) in &probs {
acc += *p;
if r <= acc {
chosen = *j;
break;
}
}
chosen
} else {
// Degenerate case: pheromone × heuristic is 0 for every
// unvisited city. Fall back to uniform random.
let &(j, _) = probs.choose_uniform(rng);
j
};
let _ = probs;
tour.push(next);
visited[next] = true;
}
tour
}
trait ChooseUniform<T> {
fn choose_uniform(&self, rng: &mut crate::core::rng::Rng) -> &T;
}
impl<T> ChooseUniform<T> for [T] {
fn choose_uniform(&self, rng: &mut crate::core::rng::Rng) -> &T {
&self[rng.random_range(0..self.len())]
}
}
fn better_than_so(
a: &crate::core::evaluation::Evaluation,
b: &crate::core::evaluation::Evaluation,
direction: Direction,
) -> bool {
match (a.is_feasible(), b.is_feasible()) {
(true, false) => true,
(false, true) => false,
(false, false) => a.constraint_violation < b.constraint_violation,
(true, true) => match direction {
Direction::Minimize => a.objectives[0] < b.objectives[0],
Direction::Maximize => a.objectives[0] > b.objectives[0],
},
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::core::evaluation::Evaluation;
use crate::core::objective::{Objective, ObjectiveSpace};
/// A 5-city ring problem: cities placed at `(cos(2πi/5), sin(2πi/5))`.
/// Optimal tour length: 2·5·sin(π/5) ≈ 5.878 (a regular pentagon).
struct RingTsp {
distances: Vec<Vec<f64>>,
}
impl RingTsp {
fn new(n: usize) -> Self {
use std::f64::consts::PI;
let pts: Vec<(f64, f64)> = (0..n)
.map(|i| {
let a = 2.0 * PI * (i as f64) / (n as f64);
(a.cos(), a.sin())
})
.collect();
let distances = (0..n)
.map(|i| {
(0..n)
.map(|j| {
let (xi, yi) = pts[i];
let (xj, yj) = pts[j];
((xi - xj).powi(2) + (yi - yj).powi(2)).sqrt()
})
.collect()
})
.collect();
Self { distances }
}
}
impl Problem for RingTsp {
type Decision = Vec<usize>;
fn objectives(&self) -> ObjectiveSpace {
ObjectiveSpace::new(vec![Objective::minimize("tour_length")])
}
fn evaluate(&self, tour: &Vec<usize>) -> Evaluation {
let n = tour.len();
let mut total = 0.0;
for w in tour.windows(2) {
total += self.distances[w[0]][w[1]];
}
total += self.distances[tour[n - 1]][tour[0]];
Evaluation::new(vec![total])
}
}
/// Trivial single-objective problem to test the multi-objective panic.
struct DummyMo;
impl Problem for DummyMo {
type Decision = Vec<usize>;
fn objectives(&self) -> ObjectiveSpace {
ObjectiveSpace::new(vec![Objective::minimize("a"), Objective::minimize("b")])
}
fn evaluate(&self, _tour: &Vec<usize>) -> Evaluation {
Evaluation::new(vec![0.0, 0.0])
}
}
#[test]
fn finds_near_optimum_on_5_city_ring() {
let problem = RingTsp::new(5);
let mut opt = AntColonyTsp::new(
AntColonyTspConfig {
ants: 10,
generations: 30,
alpha: 1.0,
beta: 3.0,
evaporation: 0.5,
deposit: 1.0,
initial_pheromone: 1.0,
seed: 1,
},
problem.distances.clone(),
);
let r = opt.run(&problem);
let best = r.best.unwrap();
// Optimal pentagon perimeter ≈ 5.878. ACO should hit close.
assert!(
best.evaluation.objectives[0] < 5.95,
"got tour length = {}",
best.evaluation.objectives[0],
);
}
#[test]
fn deterministic_with_same_seed() {
let problem = RingTsp::new(5);
let cfg = AntColonyTspConfig {
ants: 8,
generations: 10,
alpha: 1.0,
beta: 2.0,
evaporation: 0.5,
deposit: 1.0,
initial_pheromone: 1.0,
seed: 99,
};
let mut a = AntColonyTsp::new(cfg.clone(), problem.distances.clone());
let mut b = AntColonyTsp::new(cfg, problem.distances.clone());
let ra = a.run(&problem);
let rb = b.run(&problem);
assert_eq!(
ra.best.unwrap().evaluation.objectives,
rb.best.unwrap().evaluation.objectives,
);
}
#[test]
#[should_panic(expected = "exactly one objective")]
fn multi_objective_panics() {
let mut opt = AntColonyTsp::new(
AntColonyTspConfig::default(),
vec![vec![0.0, 1.0], vec![1.0, 0.0]],
);
let _ = opt.run(&DummyMo);
}
}
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//! `BayesianOpt` — Gaussian-process-based Bayesian Optimization.
//!
//! Sample-efficient sequential optimizer for expensive black-box
//! single-objective real-valued problems. Builds a GP surrogate of the
//! objective and selects the next evaluation point by maximizing the
//! Expected Improvement acquisition.
use rand::Rng as _;
use crate::core::candidate::Candidate;
use crate::core::evaluation::Evaluation;
use crate::core::objective::Direction;
use crate::core::population::Population;
use crate::core::problem::Problem;
use crate::core::result::OptimizationResult;
use crate::core::rng::{Rng, rng_from_seed};
use crate::internal::cholesky::{cholesky, solve};
use crate::operators::real::RealBounds;
use crate::traits::Optimizer;
/// Configuration for [`BayesianOpt`].
#[derive(Debug, Clone)]
pub struct BayesianOptConfig {
/// Number of uniform-random initial samples before the BO loop starts.
/// Hansen-style rule of thumb: 5×dim, but small budgets often work.
pub initial_samples: usize,
/// Number of BO iterations after the initial design.
pub iterations: usize,
/// Per-axis RBF length scales (one per dimension). Smaller = more
/// "wiggly" surrogate. Reasonable default: 0.2 × bound range per axis.
pub length_scales: Option<Vec<f64>>,
/// GP signal variance (the "amplitude" of the surrogate).
pub signal_variance: f64,
/// GP noise variance (small jitter to keep the kernel matrix SPD even
/// at duplicate or near-duplicate points).
pub noise_variance: f64,
/// Number of random samples used to maximize the acquisition function
/// each step. The best-EI sample is chosen as the next evaluation.
pub acquisition_samples: usize,
/// Seed for the deterministic RNG.
pub seed: u64,
}
impl Default for BayesianOptConfig {
fn default() -> Self {
Self {
initial_samples: 10,
iterations: 40,
length_scales: None,
signal_variance: 1.0,
noise_variance: 1e-6,
acquisition_samples: 1_000,
seed: 42,
}
}
}
/// Gaussian-process Bayesian Optimization with Expected Improvement.
///
/// `Vec<f64>` decisions only. Single-objective only. Targets expensive
/// evaluation budgets (50500). The GP kernel is anisotropic RBF; the
/// acquisition function is EI; both are optimized by best-of-N random
/// sampling each step (simple, predictable cost).
///
/// # Example
///
/// ```
/// use heuropt::prelude::*;
///
/// struct Sphere;
/// impl Problem for Sphere {
/// type Decision = Vec<f64>;
/// fn objectives(&self) -> ObjectiveSpace {
/// ObjectiveSpace::new(vec![Objective::minimize("f")])
/// }
/// fn evaluate(&self, x: &Vec<f64>) -> Evaluation {
/// Evaluation::new(vec![x.iter().map(|v| v * v).sum::<f64>()])
/// }
/// }
///
/// let mut opt = BayesianOpt::new(
/// BayesianOptConfig {
/// initial_samples: 10,
/// iterations: 30,
/// length_scales: None, // default per-axis length scales
/// signal_variance: 1.0,
/// noise_variance: 1e-6,
/// acquisition_samples: 200,
/// seed: 42,
/// },
/// RealBounds::new(vec![(-3.0, 3.0); 3]),
/// );
/// let r = opt.run(&Sphere);
/// // 10 random + 30 BO steps = 40 total evaluations.
/// assert_eq!(r.evaluations, 40);
/// assert!(r.best.is_some());
/// ```
#[derive(Debug, Clone)]
pub struct BayesianOpt {
/// Algorithm configuration.
pub config: BayesianOptConfig,
/// Per-variable bounds.
pub bounds: RealBounds,
}
impl BayesianOpt {
/// Construct a `BayesianOpt`.
pub fn new(config: BayesianOptConfig, bounds: RealBounds) -> Self {
Self { config, bounds }
}
}
impl<P> Optimizer<P> for BayesianOpt
where
P: Problem<Decision = Vec<f64>> + Sync,
{
fn run(&mut self, problem: &P) -> OptimizationResult<P::Decision> {
assert!(
self.config.initial_samples >= 2,
"BayesianOpt initial_samples must be >= 2",
);
assert!(
self.config.signal_variance > 0.0,
"BayesianOpt signal_variance must be > 0"
);
assert!(
self.config.noise_variance > 0.0,
"BayesianOpt noise_variance must be > 0"
);
assert!(
self.config.acquisition_samples >= 1,
"BayesianOpt acquisition_samples must be >= 1",
);
let objectives = problem.objectives();
assert!(
objectives.is_single_objective(),
"BayesianOpt requires exactly one objective",
);
let direction = objectives.objectives[0].direction;
let dim = self.bounds.bounds.len();
if let Some(ls) = &self.config.length_scales {
assert_eq!(
ls.len(),
dim,
"BayesianOpt length_scales.len() must equal dim"
);
}
let length_scales: Vec<f64> = self.config.length_scales.clone().unwrap_or_else(|| {
self.bounds
.bounds
.iter()
.map(|&(lo, hi)| 0.2 * (hi - lo).max(1e-9))
.collect()
});
let mut rng = rng_from_seed(self.config.seed);
// ---------------- Initial random design ----------------
let mut decisions: Vec<Vec<f64>> =
Vec::with_capacity(self.config.initial_samples + self.config.iterations);
let mut targets: Vec<f64> = Vec::with_capacity(decisions.capacity());
let mut evaluations = Vec::with_capacity(decisions.capacity());
for _ in 0..self.config.initial_samples {
let x = sample_uniform_in_bounds(&self.bounds, &mut rng);
let e = problem.evaluate(&x);
// GP works on minimization-oriented "want low" targets.
let t = oriented_target(&e, direction);
decisions.push(x);
targets.push(t);
evaluations.push(e);
}
// ---------------- Sequential BO loop ----------------
for _ in 0..self.config.iterations {
// Build the GP posterior around current observations.
let posterior = match GpPosterior::fit(
&decisions,
&targets,
&length_scales,
self.config.signal_variance,
self.config.noise_variance,
) {
Ok(p) => p,
Err(_) => {
// SPD failure (typically numerical): fall back to a
// single uniform-random sample this step.
let x = sample_uniform_in_bounds(&self.bounds, &mut rng);
let e = problem.evaluate(&x);
targets.push(oriented_target(&e, direction));
decisions.push(x);
evaluations.push(e);
continue;
}
};
let best_target = targets.iter().cloned().fold(f64::INFINITY, f64::min);
// Maximize EI by best-of-N random sampling.
let mut best_x = sample_uniform_in_bounds(&self.bounds, &mut rng);
let mut best_ei = -f64::INFINITY;
for _ in 0..self.config.acquisition_samples {
let cand = sample_uniform_in_bounds(&self.bounds, &mut rng);
let (mu, sigma) = posterior.predict(&cand);
let ei = expected_improvement(mu, sigma, best_target);
if ei > best_ei {
best_ei = ei;
best_x = cand;
}
}
let e = problem.evaluate(&best_x);
targets.push(oriented_target(&e, direction));
decisions.push(best_x);
evaluations.push(e);
}
// Build the final population/best.
let final_pop: Vec<Candidate<Vec<f64>>> = decisions
.into_iter()
.zip(evaluations)
.map(|(d, e)| Candidate::new(d, e))
.collect();
let mut best_idx = 0;
for i in 1..final_pop.len() {
if better(
&final_pop[i].evaluation,
&final_pop[best_idx].evaluation,
direction,
) {
best_idx = i;
}
}
let total_evaluations = final_pop.len();
let best = final_pop[best_idx].clone();
let front = vec![best.clone()];
OptimizationResult::new(
Population::new(final_pop),
front,
Some(best),
total_evaluations,
self.config.iterations + self.config.initial_samples,
)
}
}
/// Convert an Evaluation into a "smaller is better" target. For Maximize
/// problems we negate; infeasibles get a large penalty proportional to
/// the violation magnitude.
fn oriented_target(e: &Evaluation, direction: Direction) -> f64 {
let base = match direction {
Direction::Minimize => e.objectives[0],
Direction::Maximize => -e.objectives[0],
};
if e.is_feasible() {
base
} else {
// Penalize so the GP learns to avoid this region.
base + 1e6 * e.constraint_violation
}
}
fn better(a: &Evaluation, b: &Evaluation, direction: Direction) -> bool {
match (a.is_feasible(), b.is_feasible()) {
(true, false) => true,
(false, true) => false,
(false, false) => a.constraint_violation < b.constraint_violation,
(true, true) => match direction {
Direction::Minimize => a.objectives[0] < b.objectives[0],
Direction::Maximize => a.objectives[0] > b.objectives[0],
},
}
}
fn sample_uniform_in_bounds(bounds: &RealBounds, rng: &mut Rng) -> Vec<f64> {
bounds
.bounds
.iter()
.map(|&(lo, hi)| {
if lo == hi {
lo
} else {
lo + (hi - lo) * rng.random::<f64>()
}
})
.collect()
}
/// Anisotropic RBF kernel: `k(x, y) = σ² · exp(-0.5 · Σ ((x_i - y_i)/_i)²)`.
fn rbf_kernel(x: &[f64], y: &[f64], length_scales: &[f64], signal_variance: f64) -> f64 {
let mut sum = 0.0;
for ((a, b), l) in x.iter().zip(y.iter()).zip(length_scales.iter()) {
let d = (a - b) / l.max(1e-12);
sum += d * d;
}
signal_variance * (-0.5 * sum).exp()
}
struct GpPosterior {
decisions: Vec<Vec<f64>>,
length_scales: Vec<f64>,
signal_variance: f64,
/// `α = K^{-1} · y_target`, precomputed for the mean prediction.
alpha: Vec<f64>,
/// Cholesky factor of `K + σ_n² · I`, kept for variance prediction.
chol_l: Vec<Vec<f64>>,
}
impl GpPosterior {
fn fit(
decisions: &[Vec<f64>],
targets: &[f64],
length_scales: &[f64],
signal_variance: f64,
noise_variance: f64,
) -> Result<Self, &'static str> {
let n = decisions.len();
let mut k = vec![vec![0.0_f64; n]; n];
for i in 0..n {
for j in 0..=i {
let v = rbf_kernel(&decisions[i], &decisions[j], length_scales, signal_variance);
k[i][j] = v;
k[j][i] = v;
}
k[i][i] += noise_variance;
}
let chol_l = cholesky(&k)?;
let alpha = solve(&chol_l, targets);
Ok(Self {
decisions: decisions.to_vec(),
length_scales: length_scales.to_vec(),
signal_variance,
alpha,
chol_l,
})
}
fn predict(&self, x: &[f64]) -> (f64, f64) {
let n = self.decisions.len();
let mut k_star = vec![0.0_f64; n];
for (i, k_star_i) in k_star.iter_mut().enumerate() {
*k_star_i = rbf_kernel(
x,
&self.decisions[i],
&self.length_scales,
self.signal_variance,
);
}
let _ = n;
let mu: f64 = k_star
.iter()
.zip(self.alpha.iter())
.map(|(a, b)| a * b)
.sum();
// Var = k(x,x) - k_star^T · K^{-1} · k_star
// Compute K^{-1}·k_star = solve_upper_transpose(L, solve_lower(L, k_star))
let v_temp = crate::internal::cholesky::solve_lower(&self.chol_l, &k_star);
let v: f64 = v_temp.iter().map(|x| x * x).sum();
let var = (self.signal_variance - v).max(0.0);
(mu, var.sqrt())
}
}
/// Expected Improvement (minimization-oriented) at a point with predicted
/// mean `mu` and standard deviation `sigma`, given the current best
/// observed target `f_best`. Returns 0 if `sigma` is effectively zero.
fn expected_improvement(mu: f64, sigma: f64, f_best: f64) -> f64 {
if sigma < 1e-12 {
return 0.0;
}
let improvement = f_best - mu;
let z = improvement / sigma;
improvement * normal_cdf(z) + sigma * normal_pdf(z)
}
fn normal_pdf(z: f64) -> f64 {
(-0.5 * z * z).exp() / (2.0 * std::f64::consts::PI).sqrt()
}
fn normal_cdf(z: f64) -> f64 {
// Approximate Φ(z) via erf. Abramowitz & Stegun 7.1.26 series-free
// rational approximation good to ~1.5e-7.
0.5 * (1.0 + erf(z / std::f64::consts::SQRT_2))
}
fn erf(x: f64) -> f64 {
// Numerical Recipes-style erf, accurate to ~1e-7.
let a1 = 0.254_829_592;
let a2 = -0.284_496_736;
let a3 = 1.421_413_741;
let a4 = -1.453_152_027;
let a5 = 1.061_405_429;
let p = 0.327_591_1;
let sign = if x < 0.0 { -1.0 } else { 1.0 };
let x = x.abs();
let t = 1.0 / (1.0 + p * x);
let y = 1.0 - (((((a5 * t + a4) * t) + a3) * t + a2) * t + a1) * t * (-x * x).exp();
sign * y
}
#[cfg(test)]
mod tests {
use super::*;
use crate::tests_support::{SchafferN1, Sphere1D};
fn make_optimizer(seed: u64) -> BayesianOpt {
BayesianOpt::new(
BayesianOptConfig {
initial_samples: 5,
iterations: 25,
length_scales: None,
signal_variance: 1.0,
noise_variance: 1e-6,
acquisition_samples: 500,
seed,
},
RealBounds::new(vec![(-5.0, 5.0)]),
)
}
#[test]
fn finds_minimum_of_sphere_quickly() {
// BO's whole point is sample efficiency: 30 evals ought to be
// enough for a 1-D sphere. (Pop-based methods needed thousands.)
let mut opt = make_optimizer(1);
let r = opt.run(&Sphere1D);
let best = r.best.unwrap();
assert!(
best.evaluation.objectives[0] < 1e-3,
"BO should converge fast on 1-D sphere; got f = {}",
best.evaluation.objectives[0],
);
assert!(r.evaluations <= 30 + 1);
}
#[test]
fn deterministic_with_same_seed() {
let mut a = make_optimizer(99);
let mut b = make_optimizer(99);
let ra = a.run(&Sphere1D);
let rb = b.run(&Sphere1D);
assert_eq!(
ra.best.unwrap().evaluation.objectives,
rb.best.unwrap().evaluation.objectives,
);
}
#[test]
#[should_panic(expected = "exactly one objective")]
fn multi_objective_panics() {
let mut opt = make_optimizer(0);
let _ = opt.run(&SchafferN1);
}
#[test]
#[should_panic(expected = "length_scales.len() must equal dim")]
fn length_scales_dim_mismatch_panics() {
let mut opt = BayesianOpt::new(
BayesianOptConfig {
initial_samples: 5,
iterations: 5,
length_scales: Some(vec![1.0, 1.0]),
signal_variance: 1.0,
noise_variance: 1e-6,
acquisition_samples: 100,
seed: 0,
},
RealBounds::new(vec![(-1.0, 1.0)]),
);
let _ = opt.run(&Sphere1D);
}
}
+517
View File
@@ -0,0 +1,517 @@
//! CMA-ES — Hansen & Ostermeier 2001 Covariance Matrix Adaptation
//! Evolution Strategy.
use rand_distr::{Distribution, Normal};
use crate::algorithms::parallel_eval::evaluate_batch;
use crate::core::candidate::Candidate;
use crate::core::objective::Direction;
use crate::core::population::Population;
use crate::core::problem::Problem;
use crate::core::result::OptimizationResult;
use crate::core::rng::rng_from_seed;
use crate::internal::eigen::symmetric_eigen;
use crate::operators::real::RealBounds;
use crate::pareto::front::best_candidate;
use crate::traits::Optimizer;
/// Configuration for [`CmaEs`].
#[derive(Debug, Clone)]
pub struct CmaEsConfig {
/// Population size `λ`. Must be at least 4. Hansen recommends
/// `4 + floor(3 · ln(N))` as a default for `N`-dim problems.
pub population_size: usize,
/// Number of generations.
pub generations: usize,
/// Initial step size `σ_0`. Often ~ 1/3 of the search range per dim.
pub initial_sigma: f64,
/// Recompute the eigendecomposition of `C` every this many generations
/// to amortize cost. The full algorithm decomposes every generation
/// (set this to 1); 110 is fine for small `N`.
pub eigen_decomposition_period: usize,
/// Optional initial mean. If `None`, the mean defaults to the per-axis
/// midpoint of the bounds. Used by `IpopCmaEs` to inject restart
/// diversity without shrinking the search box.
pub initial_mean: Option<Vec<f64>>,
/// Seed for the deterministic RNG.
pub seed: u64,
}
impl Default for CmaEsConfig {
fn default() -> Self {
Self {
population_size: 16,
generations: 200,
initial_sigma: 0.5,
eigen_decomposition_period: 1,
initial_mean: None,
seed: 42,
}
}
}
/// Single-objective real-valued CMA-ES.
///
/// Maintains a multivariate Gaussian sampler `mean + σ · N(0, C)`, samples
/// `λ` offspring from it each generation, selects the `μ` best (weighted),
/// and updates `mean`, `σ`, and `C` via the standard CMA-ES rules.
///
/// `Vec<f64>` decisions only. Bounds come from the embedded `RealBounds`
/// field; both the initial mean and every offspring are clamped per
/// dimension.
///
/// # Example
///
/// ```
/// use heuropt::prelude::*;
///
/// struct Sphere;
/// impl Problem for Sphere {
/// type Decision = Vec<f64>;
/// fn objectives(&self) -> ObjectiveSpace {
/// ObjectiveSpace::new(vec![Objective::minimize("f")])
/// }
/// fn evaluate(&self, x: &Vec<f64>) -> Evaluation {
/// Evaluation::new(vec![x.iter().map(|v| v * v).sum::<f64>()])
/// }
/// }
///
/// let mut opt = CmaEs::new(
/// CmaEsConfig {
/// population_size: 12,
/// generations: 100,
/// initial_sigma: 1.0,
/// eigen_decomposition_period: 1,
/// initial_mean: None,
/// seed: 42,
/// },
/// RealBounds::new(vec![(-5.0, 5.0); 5]),
/// );
/// let r = opt.run(&Sphere);
/// // CMA-ES converges aggressively on Sphere.
/// assert!(r.best.unwrap().evaluation.objectives[0] < 1e-3);
/// ```
#[derive(Debug, Clone)]
pub struct CmaEs {
/// Algorithm configuration.
pub config: CmaEsConfig,
/// Per-variable bounds — used both to seed `mean` (midpoint) and to
/// clamp every offspring.
pub bounds: RealBounds,
}
impl CmaEs {
/// Construct a `CmaEs`.
pub fn new(config: CmaEsConfig, bounds: RealBounds) -> Self {
Self { config, bounds }
}
}
impl<P> Optimizer<P> for CmaEs
where
P: Problem<Decision = Vec<f64>> + Sync,
{
fn run(&mut self, problem: &P) -> OptimizationResult<P::Decision> {
assert!(
self.config.population_size >= 4,
"CmaEs population_size must be >= 4",
);
assert!(
self.config.initial_sigma > 0.0,
"CmaEs initial_sigma must be positive",
);
assert!(
self.config.eigen_decomposition_period >= 1,
"CmaEs eigen_decomposition_period must be >= 1",
);
let objectives = problem.objectives();
assert!(
objectives.is_single_objective(),
"CmaEs only supports single-objective problems",
);
let direction = objectives.objectives[0].direction;
let n = self.bounds.bounds.len();
let n_f = n as f64;
let lambda = self.config.population_size;
let lambda_f = lambda as f64;
let mu = lambda / 2;
assert!(mu >= 1, "CmaEs derived mu (= lambda/2) must be >= 1");
let mut rng = rng_from_seed(self.config.seed);
// ---------------------------------------------------------------
// Selection weights w_i ∝ ln((λ+1)/2) ln(i) for i = 1..μ,
// normalized so they sum to 1. Then mu_eff = 1 / Σ w_i².
// ---------------------------------------------------------------
let raw_weights: Vec<f64> = (0..mu)
.map(|i| ((lambda_f + 1.0) / 2.0).ln() - ((i + 1) as f64).ln())
.collect();
let sum_w: f64 = raw_weights.iter().sum();
let weights: Vec<f64> = raw_weights.iter().map(|w| w / sum_w).collect();
let mu_eff = 1.0 / weights.iter().map(|w| w * w).sum::<f64>();
// ---------------------------------------------------------------
// Standard CMA-ES strategy parameters (Hansen tutorial §7.1).
// ---------------------------------------------------------------
let c_sigma = (mu_eff + 2.0) / (n_f + mu_eff + 5.0);
let d_sigma = 1.0 + 2.0 * ((mu_eff - 1.0) / (n_f + 1.0)).sqrt().max(0.0) + c_sigma;
let c_c = (4.0 + mu_eff / n_f) / (n_f + 4.0 + 2.0 * mu_eff / n_f);
let c_1 = 2.0 / ((n_f + 1.3).powi(2) + mu_eff);
let c_mu = ((1.0 - c_1) * 2.0 * (mu_eff - 2.0 + 1.0 / mu_eff)
/ ((n_f + 2.0).powi(2) + mu_eff))
.min(1.0 - c_1);
// E‖N(0, I)‖ ≈ √n · (1 1/(4n) + 1/(21n²))
let chi_n = n_f.sqrt() * (1.0 - 1.0 / (4.0 * n_f) + 1.0 / (21.0 * n_f * n_f));
// ---------------------------------------------------------------
// Initial state.
// ---------------------------------------------------------------
let mut mean: Vec<f64> = if let Some(provided) = self.config.initial_mean.clone() {
assert_eq!(
provided.len(),
self.bounds.bounds.len(),
"CmaEs initial_mean.len() must equal the bounds dimension",
);
// Clamp the user-provided mean into the bounds so the algorithm
// doesn't start outside the search box.
provided
.into_iter()
.zip(self.bounds.bounds.iter())
.map(|(v, &(lo, hi))| v.clamp(lo, hi))
.collect()
} else {
self.bounds
.bounds
.iter()
.map(|&(lo, hi)| 0.5 * (lo + hi))
.collect()
};
let mut sigma = self.config.initial_sigma;
// Covariance C, eigenvectors B, eigenvalues d (square roots of eigenvalues of C).
let mut c_matrix: Vec<Vec<f64>> = (0..n)
.map(|i| (0..n).map(|j| if i == j { 1.0 } else { 0.0 }).collect())
.collect();
let mut b: Vec<Vec<f64>> = c_matrix.to_vec();
let mut d: Vec<f64> = vec![1.0; n];
let mut p_sigma = vec![0.0_f64; n];
let mut p_c = vec![0.0_f64; n];
let mut evaluations = 0usize;
let normal = Normal::new(0.0, 1.0).expect("Normal::new(0, 1)");
let mut best_candidate_seen: Option<Candidate<Vec<f64>>> = None;
for generation in 0..self.config.generations {
// Recompute B, d every period generations from C (after symmetrizing).
if generation % self.config.eigen_decomposition_period == 0 {
// Force symmetry.
#[allow(clippy::needless_range_loop)] // body indexes both [i][j] and [j][i].
for i in 0..n {
for j in (i + 1)..n {
let avg = 0.5 * (c_matrix[i][j] + c_matrix[j][i]);
c_matrix[i][j] = avg;
c_matrix[j][i] = avg;
}
}
let (eigenvalues, eigenvectors) = symmetric_eigen(&c_matrix, 1e-14, 100);
// eigenvectors is sorted descending; we don't depend on order
// for sampling correctness, but we do need positive eigenvalues.
d = eigenvalues.iter().map(|&v| v.max(1e-20).sqrt()).collect();
// B is the matrix whose columns are the eigenvectors. The
// helper returns `eigenvectors[i]` as the i-th *eigenvector*,
// so b[r][c] should equal eigenvectors[c][r].
b = (0..n)
.map(|r| (0..n).map(|c| eigenvectors[c][r]).collect())
.collect();
}
// ----- Sample λ offspring -----
let mut z_samples: Vec<Vec<f64>> = Vec::with_capacity(lambda);
let mut x_samples: Vec<Vec<f64>> = Vec::with_capacity(lambda);
for _ in 0..lambda {
let z: Vec<f64> = (0..n).map(|_| normal.sample(&mut rng)).collect();
// y = B · D · z
let bd_z: Vec<f64> = (0..n)
.map(|i| (0..n).map(|j| b[i][j] * d[j] * z[j]).sum::<f64>())
.collect();
// x = mean + σ · y, clamped to bounds
let x: Vec<f64> = (0..n)
.map(|i| {
let v = mean[i] + sigma * bd_z[i];
let (lo, hi) = self.bounds.bounds[i];
v.clamp(lo, hi)
})
.collect();
z_samples.push(z);
x_samples.push(x);
}
// Evaluate offspring (parallel-friendly).
let evaluated = evaluate_batch(problem, x_samples.clone());
evaluations += evaluated.len();
// Track the best candidate ever.
for c in &evaluated {
let beats_best = match &best_candidate_seen {
None => true,
Some(b) => better_than_so(&c.evaluation, &b.evaluation, direction),
};
if beats_best {
best_candidate_seen = Some(c.clone());
}
}
// Sort offspring by fitness ascending (best first).
let mut order: Vec<usize> = (0..lambda).collect();
order.sort_by(|&a, &b_| {
compare_so(
&evaluated[a].evaluation,
&evaluated[b_].evaluation,
direction,
)
});
// ----- Recompute mean from the μ best (weighted average of x) -----
let old_mean = mean.clone();
let mut new_mean = vec![0.0_f64; n];
for k in 0..mu {
let xk = &x_samples[order[k]];
let wk = weights[k];
for i in 0..n {
new_mean[i] += wk * xk[i];
}
}
mean = new_mean;
// ----- Weighted average of z (used for evolution-path updates) -----
let mut z_weighted = vec![0.0_f64; n];
for k in 0..mu {
let zk = &z_samples[order[k]];
let wk = weights[k];
for i in 0..n {
z_weighted[i] += wk * zk[i];
}
}
// ----- Evolution path for step size: p_σ = (1 - c_σ) p_σ + sqrt(c_σ (2 - c_σ) μ_eff) · B z̄ -----
let factor_p_sigma = (c_sigma * (2.0 - c_sigma) * mu_eff).sqrt();
// B · z_weighted (since C^{-1/2} (m_new - m_old) / σ = B · D^{-1} · D · z̄ = B · z̄)
let bz: Vec<f64> = (0..n)
.map(|i| (0..n).map(|j| b[i][j] * z_weighted[j]).sum::<f64>())
.collect();
for i in 0..n {
p_sigma[i] = (1.0 - c_sigma) * p_sigma[i] + factor_p_sigma * bz[i];
}
// ----- Step-size update -----
let p_sigma_norm = p_sigma.iter().map(|x| x * x).sum::<f64>().sqrt();
sigma *= ((c_sigma / d_sigma) * (p_sigma_norm / chi_n - 1.0)).exp();
// Heaviside for h_σ: damp p_c update if the step length is huge.
let h_sigma = if p_sigma_norm
/ (1.0 - (1.0 - c_sigma).powi(2 * (generation as i32 + 1))).sqrt()
< (1.4 + 2.0 / (n_f + 1.0)) * chi_n
{
1.0
} else {
0.0
};
// ----- Evolution path for C: p_c = (1 - c_c) p_c + h_σ · sqrt(c_c (2 - c_c) μ_eff) · (m_new - m_old)/σ -----
let factor_p_c = h_sigma * (c_c * (2.0 - c_c) * mu_eff).sqrt();
for i in 0..n {
p_c[i] = (1.0 - c_c) * p_c[i] + factor_p_c * (mean[i] - old_mean[i]) / sigma;
}
// ----- Covariance matrix update (rank-1 + rank-μ) -----
let delta_h = (1.0 - h_sigma) * c_c * (2.0 - c_c);
#[allow(clippy::needless_range_loop)]
// body uses both i and j to index c_matrix and offspring.
for i in 0..n {
for j in 0..n {
let mut update = (1.0 - c_1 - c_mu) * c_matrix[i][j]
+ c_1 * (p_c[i] * p_c[j] + delta_h * c_matrix[i][j]);
// Rank-μ contribution.
let mut rank_mu_term = 0.0;
for k in 0..mu {
let xk = &x_samples[order[k]];
let yi = (xk[i] - old_mean[i]) / sigma;
let yj = (xk[j] - old_mean[j]) / sigma;
rank_mu_term += weights[k] * yi * yj;
}
update += c_mu * rank_mu_term;
c_matrix[i][j] = update;
}
}
// Clamp mean to bounds (sigma may push it out otherwise).
for (i, m) in mean.iter_mut().enumerate() {
let (lo, hi) = self.bounds.bounds[i];
*m = m.clamp(lo, hi);
}
}
// Final population: just the best-seen candidate. Match other
// single-objective algorithms' convention.
let best = best_candidate_seen.expect("at least one generation evaluated");
let final_pop = vec![best.clone()];
let front = vec![best.clone()];
let best_opt = best_candidate(&final_pop, &objectives);
OptimizationResult::new(
Population::new(final_pop),
front,
best_opt,
evaluations,
self.config.generations,
)
}
}
fn compare_so(
a: &crate::core::evaluation::Evaluation,
b: &crate::core::evaluation::Evaluation,
direction: Direction,
) -> std::cmp::Ordering {
match (a.is_feasible(), b.is_feasible()) {
(true, false) => std::cmp::Ordering::Less,
(false, true) => std::cmp::Ordering::Greater,
(false, false) => a
.constraint_violation
.partial_cmp(&b.constraint_violation)
.unwrap_or(std::cmp::Ordering::Equal),
(true, true) => match direction {
Direction::Minimize => a.objectives[0]
.partial_cmp(&b.objectives[0])
.unwrap_or(std::cmp::Ordering::Equal),
Direction::Maximize => b.objectives[0]
.partial_cmp(&a.objectives[0])
.unwrap_or(std::cmp::Ordering::Equal),
},
}
}
fn better_than_so(
a: &crate::core::evaluation::Evaluation,
b: &crate::core::evaluation::Evaluation,
direction: Direction,
) -> bool {
compare_so(a, b, direction) == std::cmp::Ordering::Less
}
#[cfg(test)]
mod tests {
use super::*;
use crate::core::evaluation::Evaluation;
use crate::core::objective::{Objective, ObjectiveSpace};
use crate::tests_support::{SchafferN1, Sphere1D};
/// 5-D Rosenbrock for exercise.
struct Rosenbrock5D;
impl Problem for Rosenbrock5D {
type Decision = Vec<f64>;
fn objectives(&self) -> ObjectiveSpace {
ObjectiveSpace::new(vec![Objective::minimize("f")])
}
fn evaluate(&self, x: &Vec<f64>) -> Evaluation {
let f: f64 = (0..(x.len() - 1))
.map(|i| {
let a = 1.0 - x[i];
let b = x[i + 1] - x[i] * x[i];
a * a + 100.0 * b * b
})
.sum();
Evaluation::new(vec![f])
}
}
#[test]
fn finds_minimum_of_sphere() {
let mut opt = CmaEs::new(
CmaEsConfig {
population_size: 12,
generations: 100,
initial_sigma: 0.5,
eigen_decomposition_period: 1,
initial_mean: None,
seed: 1,
},
RealBounds::new(vec![(-5.0, 5.0)]),
);
let r = opt.run(&Sphere1D);
let best = r.best.unwrap();
assert!(
best.evaluation.objectives[0] < 1e-8,
"got f = {}",
best.evaluation.objectives[0],
);
}
#[test]
fn finds_minimum_of_rosenbrock_5d() {
let mut opt = CmaEs::new(
CmaEsConfig {
population_size: 16,
generations: 400,
initial_sigma: 0.5,
eigen_decomposition_period: 1,
initial_mean: None,
seed: 1,
},
RealBounds::new(vec![(-5.0, 5.0); 5]),
);
let r = opt.run(&Rosenbrock5D);
let best = r.best.unwrap();
// Rosenbrock is a tough non-convex valley; CMA-ES should still get
// far closer than random search.
assert!(
best.evaluation.objectives[0] < 1.0,
"got f = {}",
best.evaluation.objectives[0],
);
}
#[test]
fn deterministic_with_same_seed() {
let cfg = CmaEsConfig {
population_size: 8,
generations: 30,
initial_sigma: 0.5,
eigen_decomposition_period: 1,
initial_mean: None,
seed: 99,
};
let mut a = CmaEs::new(cfg.clone(), RealBounds::new(vec![(-5.0, 5.0)]));
let mut b = CmaEs::new(cfg, RealBounds::new(vec![(-5.0, 5.0)]));
let ra = a.run(&Sphere1D);
let rb = b.run(&Sphere1D);
assert_eq!(
ra.best.unwrap().evaluation.objectives,
rb.best.unwrap().evaluation.objectives,
);
}
#[test]
#[should_panic(expected = "single-objective")]
fn multi_objective_panics() {
let mut opt = CmaEs::new(CmaEsConfig::default(), RealBounds::new(vec![(-5.0, 5.0)]));
let _ = opt.run(&SchafferN1);
}
#[test]
#[should_panic(expected = "population_size must be >= 4")]
fn small_population_panics() {
let mut opt = CmaEs::new(
CmaEsConfig {
population_size: 3,
generations: 1,
initial_sigma: 0.5,
eigen_decomposition_period: 1,
initial_mean: None,
seed: 0,
},
RealBounds::new(vec![(-1.0, 1.0)]),
);
let _ = opt.run(&Sphere1D);
}
}
+107 -15
View File
@@ -3,7 +3,6 @@
use rand::Rng as _;
use crate::algorithms::parallel_eval::evaluate_batch;
use crate::core::candidate::Candidate;
use crate::core::objective::Direction;
use crate::core::population::Population;
use crate::core::problem::Problem;
@@ -44,6 +43,37 @@ impl Default for DifferentialEvolutionConfig {
///
/// `Vec<f64>` decisions only; single-objective problems only. Bounds come from
/// the embedded `RealBounds`, and mutant vectors are clamped to those bounds.
///
/// # Example
///
/// ```
/// use heuropt::prelude::*;
///
/// struct Sphere;
/// impl Problem for Sphere {
/// type Decision = Vec<f64>;
/// fn objectives(&self) -> ObjectiveSpace {
/// ObjectiveSpace::new(vec![Objective::minimize("f")])
/// }
/// fn evaluate(&self, x: &Vec<f64>) -> Evaluation {
/// Evaluation::new(vec![x.iter().map(|v| v * v).sum::<f64>()])
/// }
/// }
///
/// let mut opt = DifferentialEvolution::new(
/// DifferentialEvolutionConfig {
/// population_size: 20,
/// generations: 50,
/// differential_weight: 0.5,
/// crossover_probability: 0.9,
/// seed: 42,
/// },
/// RealBounds::new(vec![(-5.0, 5.0); 5]),
/// );
/// let r = opt.run(&Sphere);
/// // DE crushes Sphere; expect very small objective.
/// assert!(r.best.unwrap().evaluation.objectives[0] < 1e-3);
/// ```
#[derive(Debug, Clone)]
pub struct DifferentialEvolution {
/// Algorithm configuration.
@@ -64,6 +94,16 @@ where
P: Problem<Decision = Vec<f64>> + Sync,
{
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;
assert!(
self.config.population_size >= 4,
"DifferentialEvolution requires population_size >= 4 (DE/rand/1 needs three distinct donors plus the target)",
@@ -79,6 +119,7 @@ where
"DifferentialEvolution only supports single-objective problems",
);
let direction = objectives.objectives[0].direction;
let started = std::time::Instant::now();
let dim = self.bounds.bounds.len();
let n = self.config.population_size;
@@ -91,10 +132,39 @@ where
};
let initial_pop = evaluate_batch(problem, decisions.clone());
let mut evaluations = initial_pop.len();
let mut evals: Vec<f64> =
initial_pop.iter().map(|c| c.evaluation.objectives[0]).collect();
let mut current_pop = initial_pop;
let mut evals: Vec<f64> = current_pop
.iter()
.map(|c| c.evaluation.objectives[0])
.collect();
let mut completed_generations: usize = 0;
for _gen in 0..self.config.generations {
// Initial snapshot.
{
let best = best_candidate(&current_pop, &objectives);
let snap = Snapshot {
iteration: 0,
evaluations,
elapsed: started.elapsed(),
population: &current_pop,
pareto_front: None,
best: best.as_ref(),
objectives: &objectives,
};
if let ControlFlow::Break(()) = observer.observe(&snap) {
let front = pareto_front(&current_pop, &objectives);
let best = best_candidate(&current_pop, &objectives);
return OptimizationResult::new(
Population::new(current_pop),
front,
best,
evaluations,
completed_generations,
);
}
}
for generation in 1..=self.config.generations {
// Phase 1 (serial): construct one trial per target. RNG state is
// consumed in deterministic order so seeded runs reproduce
// exactly regardless of the `parallel` feature.
@@ -131,27 +201,47 @@ where
Direction::Maximize => trial_obj >= target_obj,
};
if trial_better {
decisions[i] = trial_cand.decision;
decisions[i] = trial_cand.decision.clone();
evals[i] = trial_obj;
current_pop[i] = trial_cand;
}
}
completed_generations = generation;
// Per-generation snapshot.
let best = best_candidate(&current_pop, &objectives);
let snap = Snapshot {
iteration: generation,
evaluations,
elapsed: started.elapsed(),
population: &current_pop,
pareto_front: None,
best: best.as_ref(),
objectives: &objectives,
};
if let ControlFlow::Break(()) = observer.observe(&snap) {
break;
}
}
let final_pop: Vec<Candidate<Vec<f64>>> = evaluate_batch(problem, decisions);
evaluations += final_pop.len();
let front = pareto_front(&final_pop, &objectives);
let best = best_candidate(&final_pop, &objectives);
// Re-evaluate to make sure final population is consistent (current_pop is already current).
let front = pareto_front(&current_pop, &objectives);
let best = best_candidate(&current_pop, &objectives);
OptimizationResult::new(
Population::new(final_pop),
Population::new(current_pop),
front,
best,
evaluations,
self.config.generations,
completed_generations,
)
}
}
fn pick_three_distinct(n: usize, exclude: usize, rng: &mut crate::core::rng::Rng) -> (usize, usize, usize) {
fn pick_three_distinct(
n: usize,
exclude: usize,
rng: &mut crate::core::rng::Rng,
) -> (usize, usize, usize) {
let pick = |rng: &mut crate::core::rng::Rng, taken: &[usize]| -> usize {
loop {
let v = rng.random_range(0..n);
@@ -185,7 +275,10 @@ mod tests {
);
let r = opt.run(&Sphere1D);
let best = r.best.unwrap();
assert!(best.evaluation.objectives[0] < 1e-3, "DE should converge near 0");
assert!(
best.evaluation.objectives[0] < 1e-3,
"DE should converge near 0"
);
}
#[test]
@@ -197,8 +290,7 @@ mod tests {
crossover_probability: 0.7,
seed: 99,
};
let mut a =
DifferentialEvolution::new(cfg.clone(), RealBounds::new(vec![(-5.0, 5.0)]));
let mut a = DifferentialEvolution::new(cfg.clone(), RealBounds::new(vec![(-5.0, 5.0)]));
let mut b = DifferentialEvolution::new(cfg, RealBounds::new(vec![(-5.0, 5.0)]));
let ra = a.run(&Sphere1D);
let rb = b.run(&Sphere1D);
+406
View File
@@ -0,0 +1,406 @@
//! `EpsilonMoea` — Deb, Mohan & Mishra 2003 ε-dominance MOEA.
use rand::Rng as _;
use crate::core::candidate::Candidate;
use crate::core::evaluation::Evaluation;
use crate::core::objective::ObjectiveSpace;
use crate::core::population::Population;
use crate::core::problem::Problem;
use crate::core::result::OptimizationResult;
use crate::core::rng::rng_from_seed;
use crate::pareto::dominance::{Dominance, pareto_compare};
use crate::pareto::front::{best_candidate, pareto_front};
use crate::traits::{Initializer, Optimizer, Variation};
/// Configuration for [`EpsilonMoea`].
#[derive(Debug, Clone)]
pub struct EpsilonMoeaConfig {
/// Internal population size.
pub population_size: usize,
/// Number of evaluations to perform (steady-state: one offspring per gen).
pub evaluations: usize,
/// ε for each objective. Must have one entry per objective; controls
/// the resolution of the regular box-grid the archive lives on.
pub epsilon: Vec<f64>,
/// Seed for the deterministic RNG.
pub seed: u64,
}
impl Default for EpsilonMoeaConfig {
fn default() -> Self {
Self {
population_size: 50,
evaluations: 25_000,
epsilon: vec![0.05, 0.05],
seed: 42,
}
}
}
/// ε-dominance MOEA.
///
/// Steady-state EA with an ε-grid archive: every member that lands in
/// the same ε-box as an existing one is replaced by the closer point
/// to the box's grid corner. Auto-bounds the front size by the choice
/// of `epsilon`.
///
/// # Example
///
/// ```
/// use heuropt::prelude::*;
///
/// struct Schaffer;
/// impl Problem for Schaffer {
/// type Decision = Vec<f64>;
/// fn objectives(&self) -> ObjectiveSpace {
/// ObjectiveSpace::new(vec![Objective::minimize("f1"), Objective::minimize("f2")])
/// }
/// fn evaluate(&self, x: &Vec<f64>) -> Evaluation {
/// Evaluation::new(vec![x[0] * x[0], (x[0] - 2.0).powi(2)])
/// }
/// }
///
/// let bounds = vec![(-5.0_f64, 5.0_f64)];
/// let mut opt = EpsilonMoea::new(
/// EpsilonMoeaConfig {
/// population_size: 20,
/// evaluations: 1_000,
/// epsilon: vec![0.1, 0.1],
/// seed: 42,
/// },
/// RealBounds::new(bounds.clone()),
/// CompositeVariation {
/// crossover: SimulatedBinaryCrossover::new(bounds.clone(), 15.0, 0.5),
/// mutation: PolynomialMutation::new(bounds, 20.0, 1.0),
/// },
/// );
/// let r = opt.run(&Schaffer);
/// assert!(!r.pareto_front.is_empty());
/// ```
#[derive(Debug, Clone)]
pub struct EpsilonMoea<I, V> {
/// Algorithm configuration.
pub config: EpsilonMoeaConfig,
/// Initial-decision sampler.
pub initializer: I,
/// Offspring-producing variation operator.
pub variation: V,
}
impl<I, V> EpsilonMoea<I, V> {
/// Construct an `EpsilonMoea`.
pub fn new(config: EpsilonMoeaConfig, initializer: I, variation: V) -> Self {
Self {
config,
initializer,
variation,
}
}
}
impl<P, I, V> Optimizer<P> for EpsilonMoea<I, V>
where
P: Problem + Sync,
P::Decision: Send,
I: Initializer<P::Decision>,
V: Variation<P::Decision>,
{
fn run(&mut self, problem: &P) -> OptimizationResult<P::Decision> {
assert!(
self.config.population_size > 0,
"EpsilonMoea population_size must be > 0"
);
let n = self.config.population_size;
let objectives = problem.objectives();
assert_eq!(
self.config.epsilon.len(),
objectives.len(),
"EpsilonMoea epsilon.len() must equal number of objectives",
);
for (i, &e) in self.config.epsilon.iter().enumerate() {
assert!(e > 0.0, "EpsilonMoea epsilon[{i}] must be > 0.0");
}
let epsilon = self.config.epsilon.clone();
let mut rng = rng_from_seed(self.config.seed);
// Internal population.
let initial_decisions = self.initializer.initialize(n, &mut rng);
let mut population: Vec<Candidate<P::Decision>> = initial_decisions
.into_iter()
.map(|d| {
let e = problem.evaluate(&d);
Candidate::new(d, e)
})
.collect();
let mut evaluations = population.len();
// ε-archive.
let mut archive: Vec<Candidate<P::Decision>> = Vec::new();
for c in &population {
insert_into_epsilon_archive(&mut archive, c.clone(), &objectives, &epsilon);
}
let total_evals = self.config.evaluations.max(evaluations);
while evaluations < total_evals {
// Pick one parent from the population, one from the archive
// (when non-empty; else two from the population).
let p1_idx = rng.random_range(0..population.len());
let parent_a = population[p1_idx].decision.clone();
let parent_b = if !archive.is_empty() {
let j = rng.random_range(0..archive.len());
archive[j].decision.clone()
} else {
let j = rng.random_range(0..population.len());
population[j].decision.clone()
};
let parents = vec![parent_a, parent_b];
let children = self.variation.vary(&parents, &mut rng);
assert!(
!children.is_empty(),
"EpsilonMoea variation returned no children"
);
let child_decision = children.into_iter().next().unwrap();
let child_eval = problem.evaluate(&child_decision);
evaluations += 1;
let child = Candidate::new(child_decision, child_eval);
// Update population: child replaces a Pareto-dominated random member,
// or any random member if non-dominated wrt every population member.
update_population(&mut population, &child, &objectives, &mut rng);
// Update ε-archive.
insert_into_epsilon_archive(&mut archive, child, &objectives, &epsilon);
}
let final_pop: Vec<Candidate<P::Decision>> = if !archive.is_empty() {
archive.clone()
} else {
population
};
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.evaluations,
)
}
}
/// Standard ε-MOEA population update: if the child is dominated by some
/// member, drop it; if it dominates a member, replace that member; if
/// non-dominated wrt all, replace a random member.
fn update_population<D: Clone>(
population: &mut [Candidate<D>],
child: &Candidate<D>,
objectives: &ObjectiveSpace,
rng: &mut crate::core::rng::Rng,
) {
let mut dominated_indices: Vec<usize> = Vec::new();
for (i, c) in population.iter().enumerate() {
match pareto_compare(&child.evaluation, &c.evaluation, objectives) {
Dominance::DominatedBy => return, // child dominated → discard
Dominance::Dominates => dominated_indices.push(i),
_ => {}
}
}
if !dominated_indices.is_empty() {
let pick = dominated_indices[rng.random_range(0..dominated_indices.len())];
population[pick] = child.clone();
} else {
let pick = rng.random_range(0..population.len());
population[pick] = child.clone();
}
}
/// Insert `child` into the ε-archive following Deb's standard rule:
///
/// - Translate every objective vector into ε-box coordinates
/// `b_i = floor(o_i / ε_i)` (in minimization frame).
/// - If `child`'s box is ε-dominated by an existing member → drop child.
/// - Else, drop existing members whose box is ε-dominated by `child`'s.
/// - Among members in the SAME box as `child`, keep the one closer to its
/// box's "ideal corner" (smallest L2 distance from box origin).
fn insert_into_epsilon_archive<D: Clone>(
archive: &mut Vec<Candidate<D>>,
child: Candidate<D>,
objectives: &ObjectiveSpace,
epsilon: &[f64],
) {
let child_box = box_coords(&child.evaluation, objectives, epsilon);
let child_corner_dist = corner_distance(&child.evaluation, objectives, epsilon, &child_box);
let mut to_drop: Vec<usize> = Vec::new();
let mut child_box_index: Option<usize> = None;
for (i, member) in archive.iter().enumerate() {
let member_box = box_coords(&member.evaluation, objectives, epsilon);
if box_dominates(&member_box, &child_box) {
// Child's box is ε-dominated; ignore the child.
return;
}
if box_dominates(&child_box, &member_box) {
to_drop.push(i);
} else if member_box == child_box {
child_box_index = Some(i);
}
}
// Drop ε-dominated members (in reverse order to keep indices valid).
to_drop.sort_unstable();
for i in to_drop.into_iter().rev() {
archive.swap_remove(i);
}
if let Some(idx) = child_box_index {
// Same box: keep whichever is closer to box's ideal corner.
let member_corner_dist =
corner_distance(&archive[idx].evaluation, objectives, epsilon, &child_box);
if child_corner_dist < member_corner_dist {
archive[idx] = child;
}
} else {
archive.push(child);
}
}
fn box_coords(eval: &Evaluation, objectives: &ObjectiveSpace, epsilon: &[f64]) -> Vec<i64> {
let oriented = objectives.as_minimization(&eval.objectives);
oriented
.iter()
.zip(epsilon.iter())
.map(|(v, e)| (v / e).floor() as i64)
.collect()
}
fn corner_distance(
eval: &Evaluation,
objectives: &ObjectiveSpace,
epsilon: &[f64],
box_idx: &[i64],
) -> f64 {
let oriented = objectives.as_minimization(&eval.objectives);
let mut sq = 0.0;
for k in 0..oriented.len() {
let corner = box_idx[k] as f64 * epsilon[k];
let d = oriented[k] - corner;
sq += d * d;
}
sq.sqrt()
}
/// Box-A ε-dominates box-B iff every coordinate of A is ≤ B and at least
/// one is strictly less.
fn box_dominates(a: &[i64], b: &[i64]) -> bool {
let mut strictly_less = false;
for (x, y) in a.iter().zip(b.iter()) {
if x > y {
return false;
}
if x < y {
strictly_less = true;
}
}
strictly_less
}
#[cfg(test)]
mod tests {
use super::*;
use crate::operators::{
CompositeVariation, PolynomialMutation, RealBounds, SimulatedBinaryCrossover,
};
use crate::tests_support::SchafferN1;
fn make_optimizer(
seed: u64,
) -> EpsilonMoea<RealBounds, CompositeVariation<SimulatedBinaryCrossover, PolynomialMutation>>
{
let bounds = vec![(-5.0, 5.0)];
let initializer = RealBounds::new(bounds.clone());
let variation = CompositeVariation {
crossover: SimulatedBinaryCrossover::new(bounds.clone(), 15.0, 0.5),
mutation: PolynomialMutation::new(bounds, 20.0, 1.0),
};
EpsilonMoea::new(
EpsilonMoeaConfig {
population_size: 20,
evaluations: 1_000,
epsilon: vec![0.05, 0.05],
seed,
},
initializer,
variation,
)
}
#[test]
fn produces_pareto_front() {
let mut opt = make_optimizer(1);
let r = opt.run(&SchafferN1);
assert!(!r.pareto_front.is_empty());
}
#[test]
fn deterministic_with_same_seed() {
let mut a = make_optimizer(99);
let mut b = make_optimizer(99);
let ra = a.run(&SchafferN1);
let rb = b.run(&SchafferN1);
let oa: Vec<Vec<f64>> = ra
.pareto_front
.iter()
.map(|c| c.evaluation.objectives.clone())
.collect();
let ob: Vec<Vec<f64>> = rb
.pareto_front
.iter()
.map(|c| c.evaluation.objectives.clone())
.collect();
assert_eq!(oa, ob);
}
#[test]
#[should_panic(expected = "epsilon.len() must equal number of objectives")]
fn dim_mismatch_panics() {
let bounds = vec![(0.0, 1.0)];
let initializer = RealBounds::new(bounds.clone());
let variation = CompositeVariation {
crossover: SimulatedBinaryCrossover::new(bounds.clone(), 15.0, 0.5),
mutation: PolynomialMutation::new(bounds, 20.0, 1.0),
};
let mut opt = EpsilonMoea::new(
EpsilonMoeaConfig {
population_size: 4,
evaluations: 100,
epsilon: vec![0.1, 0.1, 0.1],
seed: 0,
},
initializer,
variation,
);
let _ = opt.run(&SchafferN1);
}
#[test]
#[should_panic(expected = "must be > 0.0")]
fn zero_epsilon_panics() {
let bounds = vec![(0.0, 1.0)];
let initializer = RealBounds::new(bounds.clone());
let variation = CompositeVariation {
crossover: SimulatedBinaryCrossover::new(bounds.clone(), 15.0, 0.5),
mutation: PolynomialMutation::new(bounds, 20.0, 1.0),
};
let mut opt = EpsilonMoea::new(
EpsilonMoeaConfig {
population_size: 4,
evaluations: 100,
epsilon: vec![0.0, 0.1],
seed: 0,
},
initializer,
variation,
);
let _ = opt.run(&SchafferN1);
}
}
+318
View File
@@ -0,0 +1,318 @@
//! `GeneticAlgorithm` — single-objective generational GA with elitism.
use crate::algorithms::parallel_eval::evaluate_batch;
use crate::core::candidate::Candidate;
use crate::core::objective::Direction;
use crate::core::population::Population;
use crate::core::problem::Problem;
use crate::core::result::OptimizationResult;
use crate::core::rng::rng_from_seed;
use crate::pareto::front::best_candidate;
use crate::selection::tournament::tournament_select_single_objective;
use crate::traits::{Initializer, Optimizer, Variation};
/// Configuration for [`GeneticAlgorithm`].
#[derive(Debug, Clone)]
pub struct GeneticAlgorithmConfig {
/// Constant population size.
pub population_size: usize,
/// Number of generations.
pub generations: usize,
/// Tournament size for parent selection (typical: 2).
pub tournament_size: usize,
/// Number of elite members to carry over each generation (must be
/// `< population_size`).
pub elitism: usize,
/// Seed for the deterministic RNG.
pub seed: u64,
}
impl Default for GeneticAlgorithmConfig {
fn default() -> Self {
Self {
population_size: 100,
generations: 200,
tournament_size: 2,
elitism: 2,
seed: 42,
}
}
}
/// Single-objective generational genetic algorithm with elitism.
///
/// Each generation: binary tournament selection (on the configured
/// `tournament_size`) chooses parent pairs, the variation operator
/// produces offspring, those are evaluated, and the next population is
/// the top `elitism` from the previous generation plus the best
/// `population_size - elitism` offspring (by fitness).
///
/// # Example
///
/// ```
/// use heuropt::prelude::*;
///
/// struct Sphere;
/// impl Problem for Sphere {
/// type Decision = Vec<f64>;
/// fn objectives(&self) -> ObjectiveSpace {
/// ObjectiveSpace::new(vec![Objective::minimize("f")])
/// }
/// fn evaluate(&self, x: &Vec<f64>) -> Evaluation {
/// Evaluation::new(vec![x.iter().map(|v| v * v).sum::<f64>()])
/// }
/// }
///
/// let bounds = vec![(-5.0_f64, 5.0_f64); 3];
/// let mut opt = GeneticAlgorithm::new(
/// GeneticAlgorithmConfig {
/// population_size: 30,
/// generations: 50,
/// tournament_size: 2,
/// elitism: 2,
/// seed: 42,
/// },
/// RealBounds::new(bounds.clone()),
/// CompositeVariation {
/// crossover: SimulatedBinaryCrossover::new(bounds.clone(), 15.0, 0.5),
/// mutation: PolynomialMutation::new(bounds, 20.0, 1.0),
/// },
/// );
/// let r = opt.run(&Sphere);
/// assert!(r.best.is_some());
/// ```
#[derive(Debug, Clone)]
pub struct GeneticAlgorithm<I, V> {
/// Algorithm configuration.
pub config: GeneticAlgorithmConfig,
/// Initial-decision sampler.
pub initializer: I,
/// Offspring-producing variation operator.
pub variation: V,
}
impl<I, V> GeneticAlgorithm<I, V> {
/// Construct a `GeneticAlgorithm`.
pub fn new(config: GeneticAlgorithmConfig, initializer: I, variation: V) -> Self {
Self {
config,
initializer,
variation,
}
}
}
impl<P, I, V> Optimizer<P> for GeneticAlgorithm<I, V>
where
P: Problem + Sync,
P::Decision: Send,
I: Initializer<P::Decision>,
V: Variation<P::Decision>,
{
fn run(&mut self, problem: &P) -> OptimizationResult<P::Decision> {
assert!(
self.config.population_size >= 2,
"GeneticAlgorithm population_size must be >= 2",
);
assert!(
self.config.tournament_size >= 1,
"GeneticAlgorithm tournament_size must be >= 1",
);
assert!(
self.config.elitism < self.config.population_size,
"GeneticAlgorithm elitism must be < population_size",
);
let n = self.config.population_size;
let objectives = problem.objectives();
assert!(
objectives.is_single_objective(),
"GeneticAlgorithm requires exactly one objective",
);
let direction = objectives.objectives[0].direction;
let mut rng = rng_from_seed(self.config.seed);
let initial_decisions = self.initializer.initialize(n, &mut rng);
let mut population: Vec<Candidate<P::Decision>> =
evaluate_batch(problem, initial_decisions);
let mut evaluations = population.len();
for _ in 0..self.config.generations {
// --- Phase 1: parent selection + variation (serial RNG) ---
let mut offspring_decisions: Vec<P::Decision> = Vec::with_capacity(n);
while offspring_decisions.len() < n {
let parents_decisions = tournament_select_single_objective(
&population,
&objectives,
self.config.tournament_size,
2,
&mut rng,
);
let children = self.variation.vary(&parents_decisions, &mut rng);
assert!(
!children.is_empty(),
"GeneticAlgorithm variation returned no children"
);
for child in children {
if offspring_decisions.len() >= n {
break;
}
offspring_decisions.push(child);
}
}
// --- Phase 2: parallel-friendly batch evaluation ---
let offspring = evaluate_batch(problem, offspring_decisions);
evaluations += offspring.len();
// --- Phase 3: survival = elites + best offspring ---
population =
survival_selection(&population, offspring, direction, n, self.config.elitism);
}
let best = best_candidate(&population, &objectives);
let front: Vec<Candidate<P::Decision>> = best.iter().cloned().collect();
OptimizationResult::new(
Population::new(population),
front,
best,
evaluations,
self.config.generations,
)
}
}
fn survival_selection<D: Clone>(
parents: &[Candidate<D>],
offspring: Vec<Candidate<D>>,
direction: Direction,
n: usize,
elitism: usize,
) -> Vec<Candidate<D>> {
// Sort the parents by fitness descending (best first).
let mut sorted_parents: Vec<Candidate<D>> = parents.to_vec();
sorted_parents.sort_by(|a, b| compare_for_fitness(a, b, direction));
// Sort the offspring the same way.
let mut sorted_offspring = offspring;
sorted_offspring.sort_by(|a, b| compare_for_fitness(a, b, direction));
let mut next: Vec<Candidate<D>> = Vec::with_capacity(n);
next.extend(sorted_parents.into_iter().take(elitism));
next.extend(sorted_offspring.into_iter().take(n - elitism));
next
}
/// Order such that "best" comes first. Feasible beats infeasible; among
/// infeasibles, lower violation wins; among feasibles, direction-aware
/// objective comparison.
fn compare_for_fitness<D>(
a: &Candidate<D>,
b: &Candidate<D>,
direction: Direction,
) -> std::cmp::Ordering {
match (a.evaluation.is_feasible(), b.evaluation.is_feasible()) {
(true, false) => std::cmp::Ordering::Less,
(false, true) => std::cmp::Ordering::Greater,
(false, false) => a
.evaluation
.constraint_violation
.partial_cmp(&b.evaluation.constraint_violation)
.unwrap_or(std::cmp::Ordering::Equal),
(true, true) => match direction {
Direction::Minimize => a.evaluation.objectives[0]
.partial_cmp(&b.evaluation.objectives[0])
.unwrap_or(std::cmp::Ordering::Equal),
Direction::Maximize => b.evaluation.objectives[0]
.partial_cmp(&a.evaluation.objectives[0])
.unwrap_or(std::cmp::Ordering::Equal),
},
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::operators::{
CompositeVariation, PolynomialMutation, RealBounds, SimulatedBinaryCrossover,
};
use crate::tests_support::{SchafferN1, Sphere1D};
fn make_optimizer(
seed: u64,
) -> GeneticAlgorithm<
RealBounds,
CompositeVariation<SimulatedBinaryCrossover, PolynomialMutation>,
> {
let bounds = vec![(-5.0, 5.0)];
let initializer = RealBounds::new(bounds.clone());
let variation = CompositeVariation {
crossover: SimulatedBinaryCrossover::new(bounds.clone(), 15.0, 0.5),
mutation: PolynomialMutation::new(bounds, 20.0, 1.0),
};
GeneticAlgorithm::new(
GeneticAlgorithmConfig {
population_size: 30,
generations: 50,
tournament_size: 2,
elitism: 2,
seed,
},
initializer,
variation,
)
}
#[test]
fn finds_minimum_of_sphere() {
let mut opt = make_optimizer(1);
let r = opt.run(&Sphere1D);
let best = r.best.unwrap();
assert!(
best.evaluation.objectives[0] < 1e-2,
"got f = {}",
best.evaluation.objectives[0],
);
}
#[test]
fn deterministic_with_same_seed() {
let mut a = make_optimizer(99);
let mut b = make_optimizer(99);
let ra = a.run(&Sphere1D);
let rb = b.run(&Sphere1D);
assert_eq!(
ra.best.unwrap().evaluation.objectives,
rb.best.unwrap().evaluation.objectives,
);
}
#[test]
#[should_panic(expected = "exactly one objective")]
fn multi_objective_panics() {
let mut opt = make_optimizer(0);
let _ = opt.run(&SchafferN1);
}
#[test]
#[should_panic(expected = "elitism must be < population_size")]
fn elitism_too_large_panics() {
let bounds = vec![(-1.0, 1.0)];
let initializer = RealBounds::new(bounds.clone());
let variation = CompositeVariation {
crossover: SimulatedBinaryCrossover::new(bounds.clone(), 15.0, 0.5),
mutation: PolynomialMutation::new(bounds, 20.0, 1.0),
};
let mut opt = GeneticAlgorithm::new(
GeneticAlgorithmConfig {
population_size: 4,
generations: 1,
tournament_size: 2,
elitism: 4,
seed: 0,
},
initializer,
variation,
);
let _ = opt.run(&Sphere1D);
}
}
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//! `Grea` — Yang, Li, Liu & Zheng 2013 Grid-based Evolutionary Algorithm.
use rand::Rng as _;
use crate::algorithms::parallel_eval::evaluate_batch;
use crate::core::candidate::Candidate;
use crate::core::objective::ObjectiveSpace;
use crate::core::population::Population;
use crate::core::problem::Problem;
use crate::core::result::OptimizationResult;
use crate::core::rng::rng_from_seed;
use crate::pareto::front::{best_candidate, pareto_front};
use crate::pareto::sort::non_dominated_sort;
use crate::traits::{Initializer, Optimizer, Variation};
/// Configuration for [`Grea`].
#[derive(Debug, Clone)]
pub struct GreaConfig {
/// Constant population size.
pub population_size: usize,
/// Number of generations.
pub generations: usize,
/// Grid divisions per objective axis.
pub grid_divisions: usize,
/// Seed for the deterministic RNG.
pub seed: u64,
}
impl Default for GreaConfig {
fn default() -> Self {
Self {
population_size: 100,
generations: 250,
grid_divisions: 8,
seed: 42,
}
}
}
/// Grid-based Evolutionary Algorithm (GrEA).
///
/// Many-objective EA that uses three grid-based metrics — grid rank,
/// grid crowding distance, and grid coordinate point distance — to
/// select survivors. Particularly strong on linear / simplex-shaped
/// fronts (e.g. DTLZ1).
///
/// # Example
///
/// ```
/// use heuropt::prelude::*;
///
/// struct Schaffer;
/// impl Problem for Schaffer {
/// type Decision = Vec<f64>;
/// fn objectives(&self) -> ObjectiveSpace {
/// ObjectiveSpace::new(vec![Objective::minimize("f1"), Objective::minimize("f2")])
/// }
/// fn evaluate(&self, x: &Vec<f64>) -> Evaluation {
/// Evaluation::new(vec![x[0] * x[0], (x[0] - 2.0).powi(2)])
/// }
/// }
///
/// let bounds = vec![(-5.0_f64, 5.0_f64)];
/// let mut opt = Grea::new(
/// GreaConfig { population_size: 30, generations: 20, grid_divisions: 8, seed: 42 },
/// RealBounds::new(bounds.clone()),
/// CompositeVariation {
/// crossover: SimulatedBinaryCrossover::new(bounds.clone(), 15.0, 0.5),
/// mutation: PolynomialMutation::new(bounds, 20.0, 1.0),
/// },
/// );
/// let r = opt.run(&Schaffer);
/// assert!(!r.pareto_front.is_empty());
/// ```
#[derive(Debug, Clone)]
pub struct Grea<I, V> {
/// Algorithm configuration.
pub config: GreaConfig,
/// Initial-decision sampler.
pub initializer: I,
/// Offspring-producing variation operator.
pub variation: V,
}
impl<I, V> Grea<I, V> {
/// Construct a `Grea`.
pub fn new(config: GreaConfig, initializer: I, variation: V) -> Self {
Self {
config,
initializer,
variation,
}
}
}
impl<P, I, V> Optimizer<P> for Grea<I, V>
where
P: Problem + Sync,
P::Decision: Send,
I: Initializer<P::Decision>,
V: Variation<P::Decision>,
{
fn run(&mut self, problem: &P) -> OptimizationResult<P::Decision> {
assert!(
self.config.population_size > 0,
"Grea population_size must be > 0"
);
assert!(
self.config.grid_divisions >= 1,
"Grea grid_divisions must be >= 1"
);
let n = self.config.population_size;
let objectives = problem.objectives();
let mut rng = rng_from_seed(self.config.seed);
let initial_decisions = self.initializer.initialize(n, &mut rng);
let mut population: Vec<Candidate<P::Decision>> =
evaluate_batch(problem, initial_decisions);
let mut evaluations = population.len();
for _ in 0..self.config.generations {
// Random parent selection + variation.
let mut offspring_decisions: Vec<P::Decision> = Vec::with_capacity(n);
while offspring_decisions.len() < n {
let p1 = rng.random_range(0..population.len());
let p2 = rng.random_range(0..population.len());
let parents = vec![
population[p1].decision.clone(),
population[p2].decision.clone(),
];
let children = self.variation.vary(&parents, &mut rng);
assert!(!children.is_empty(), "Grea variation returned no children");
for child in children {
if offspring_decisions.len() >= n {
break;
}
offspring_decisions.push(child);
}
}
let offspring = evaluate_batch(problem, offspring_decisions);
evaluations += offspring.len();
// Survival.
let mut combined: Vec<Candidate<P::Decision>> = Vec::with_capacity(2 * n);
combined.extend(population);
combined.extend(offspring);
population =
environmental_selection(combined, &objectives, n, self.config.grid_divisions);
}
let front = pareto_front(&population, &objectives);
let best = best_candidate(&population, &objectives);
OptimizationResult::new(
Population::new(population),
front,
best,
evaluations,
self.config.generations,
)
}
}
fn environmental_selection<D: Clone>(
combined: Vec<Candidate<D>>,
objectives: &ObjectiveSpace,
n: usize,
divisions: usize,
) -> Vec<Candidate<D>> {
let fronts = non_dominated_sort(&combined, objectives);
let mut selected: Vec<usize> = Vec::with_capacity(n);
let mut splitting: Vec<usize> = Vec::new();
for f in &fronts {
if selected.len() + f.len() <= n {
selected.extend(f.iter().copied());
} else {
splitting = f.clone();
break;
}
if selected.len() == n {
break;
}
}
if selected.len() == n {
return selected.into_iter().map(|i| combined[i].clone()).collect();
}
// Build grid + per-member coordinates on the splitting front (using
// its own min/max per axis to define the grid box).
let m = objectives.len();
let oriented: Vec<Vec<f64>> = splitting
.iter()
.map(|&i| objectives.as_minimization(&combined[i].evaluation.objectives))
.collect();
let mut lo = vec![f64::INFINITY; m];
let mut hi = vec![f64::NEG_INFINITY; m];
for o in &oriented {
for k in 0..m {
if o[k] < lo[k] {
lo[k] = o[k];
}
if o[k] > hi[k] {
hi[k] = o[k];
}
}
}
let grid_coords: Vec<Vec<usize>> = oriented
.iter()
.map(|o| {
(0..m)
.map(|k| {
let span = (hi[k] - lo[k]).max(1e-12);
let frac = ((o[k] - lo[k]) / span).clamp(0.0, 1.0 - 1e-9);
(frac * divisions as f64) as usize
})
.collect()
})
.collect();
let scores: Vec<(usize, usize, isize, isize)> = (0..splitting.len())
.map(|local_idx| {
let gr: usize = grid_coords[local_idx].iter().sum();
// GCD: count of other splitting members in adjacent grid cells.
let mut gcd = 0_isize;
for j in 0..splitting.len() {
if j == local_idx {
continue;
}
let max_diff: usize = (0..m)
.map(|k| grid_coords[local_idx][k].abs_diff(grid_coords[j][k]))
.max()
.unwrap_or(0);
if max_diff < 1 {
gcd += 1;
}
}
// GCPD: grid coordinate point distance to that cell's "ideal"
// origin. We negate to keep "smaller is better" through the
// sort key.
let gcpd: isize = grid_coords[local_idx]
.iter()
.map(|&c| (c as isize).pow(2))
.sum::<isize>();
(local_idx, gr, gcd, gcpd)
})
.collect();
// Sort by (GR ascending, GCD ascending, GCPD ascending).
let mut sorted_scores = scores;
sorted_scores.sort_by(|a, b| {
a.1.cmp(&b.1)
.then_with(|| a.2.cmp(&b.2))
.then_with(|| a.3.cmp(&b.3))
});
let need = n - selected.len();
for (local_idx, _, _, _) in sorted_scores.into_iter().take(need) {
selected.push(splitting[local_idx]);
}
selected.into_iter().map(|i| combined[i].clone()).collect()
}
#[cfg(test)]
mod tests {
use super::*;
use crate::operators::{
CompositeVariation, PolynomialMutation, RealBounds, SimulatedBinaryCrossover,
};
use crate::tests_support::SchafferN1;
fn make_optimizer(
seed: u64,
) -> Grea<RealBounds, CompositeVariation<SimulatedBinaryCrossover, PolynomialMutation>> {
let bounds = vec![(-5.0, 5.0)];
let initializer = RealBounds::new(bounds.clone());
let variation = CompositeVariation {
crossover: SimulatedBinaryCrossover::new(bounds.clone(), 15.0, 0.5),
mutation: PolynomialMutation::new(bounds, 20.0, 1.0),
};
Grea::new(
GreaConfig {
population_size: 20,
generations: 15,
grid_divisions: 8,
seed,
},
initializer,
variation,
)
}
#[test]
fn produces_pareto_front() {
let mut opt = make_optimizer(1);
let r = opt.run(&SchafferN1);
assert!(!r.pareto_front.is_empty());
}
#[test]
fn deterministic_with_same_seed() {
let mut a = make_optimizer(99);
let mut b = make_optimizer(99);
let ra = a.run(&SchafferN1);
let rb = b.run(&SchafferN1);
let oa: Vec<Vec<f64>> = ra
.pareto_front
.iter()
.map(|c| c.evaluation.objectives.clone())
.collect();
let ob: Vec<Vec<f64>> = rb
.pareto_front
.iter()
.map(|c| c.evaluation.objectives.clone())
.collect();
assert_eq!(oa, ob);
}
}
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//! `HillClimber` — single-objective greedy local search.
use crate::core::candidate::Candidate;
use crate::core::objective::Direction;
use crate::core::population::Population;
use crate::core::problem::Problem;
use crate::core::result::OptimizationResult;
use crate::core::rng::rng_from_seed;
use crate::traits::{Initializer, Optimizer, Variation};
/// Configuration for [`HillClimber`].
#[derive(Debug, Clone)]
pub struct HillClimberConfig {
/// Number of mutation iterations.
pub iterations: usize,
/// Seed for the deterministic RNG.
pub seed: u64,
}
impl Default for HillClimberConfig {
fn default() -> Self {
Self {
iterations: 1000,
seed: 42,
}
}
}
/// Single-objective greedy hill climber.
///
/// Starts from one initializer-sampled decision, repeatedly mutates it via
/// the variation operator, and keeps the child only when it is strictly
/// better than the current incumbent. Standard feasibility tiebreaks apply:
/// feasible beats infeasible, smaller violation wins among infeasibles.
///
/// Single-objective only.
///
/// # Example
///
/// ```
/// use heuropt::prelude::*;
///
/// struct Sphere;
/// impl Problem for Sphere {
/// type Decision = Vec<f64>;
/// fn objectives(&self) -> ObjectiveSpace {
/// ObjectiveSpace::new(vec![Objective::minimize("f")])
/// }
/// fn evaluate(&self, x: &Vec<f64>) -> Evaluation {
/// Evaluation::new(vec![x.iter().map(|v| v * v).sum::<f64>()])
/// }
/// }
///
/// let mut opt = HillClimber::new(
/// HillClimberConfig { iterations: 500, seed: 42 },
/// RealBounds::new(vec![(-5.0, 5.0); 3]),
/// GaussianMutation { sigma: 0.3 },
/// );
/// let r = opt.run(&Sphere);
/// assert!(r.best.is_some());
/// ```
#[derive(Debug, Clone)]
pub struct HillClimber<I, V> {
/// Algorithm configuration.
pub config: HillClimberConfig,
/// Initial-decision sampler.
pub initializer: I,
/// Mutation operator.
pub variation: V,
}
impl<I, V> HillClimber<I, V> {
/// Construct a `HillClimber`.
pub fn new(config: HillClimberConfig, initializer: I, variation: V) -> Self {
Self {
config,
initializer,
variation,
}
}
}
impl<P, I, V> Optimizer<P> for HillClimber<I, V>
where
P: Problem + Sync,
P::Decision: Send,
I: Initializer<P::Decision>,
V: Variation<P::Decision>,
{
fn run(&mut self, problem: &P) -> OptimizationResult<P::Decision> {
let objectives = problem.objectives();
assert!(
objectives.is_single_objective(),
"HillClimber requires exactly one objective",
);
let direction = objectives.objectives[0].direction;
let mut rng = rng_from_seed(self.config.seed);
let mut initial = self.initializer.initialize(1, &mut rng);
assert!(
!initial.is_empty(),
"HillClimber initializer returned no decisions"
);
let mut current_decision = initial.remove(0);
let mut current_eval = problem.evaluate(&current_decision);
let mut evaluations = 1usize;
for _ in 0..self.config.iterations {
let parents = vec![current_decision.clone()];
let children = self.variation.vary(&parents, &mut rng);
assert!(
!children.is_empty(),
"HillClimber variation returned no children"
);
let child_decision = children.into_iter().next().unwrap();
let child_eval = problem.evaluate(&child_decision);
evaluations += 1;
let child_better = match (child_eval.is_feasible(), current_eval.is_feasible()) {
(true, false) => true,
(false, true) => false,
(false, false) => {
child_eval.constraint_violation < current_eval.constraint_violation
}
(true, true) => match direction {
Direction::Minimize => child_eval.objectives[0] < current_eval.objectives[0],
Direction::Maximize => child_eval.objectives[0] > current_eval.objectives[0],
},
};
if child_better {
current_decision = child_decision;
current_eval = child_eval;
}
}
let best = Candidate::new(current_decision, current_eval);
let population = Population::new(vec![best.clone()]);
let front = vec![best.clone()];
OptimizationResult::new(
population,
front,
Some(best),
evaluations,
self.config.iterations,
)
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::operators::{GaussianMutation, RealBounds};
use crate::tests_support::{SchafferN1, Sphere1D};
fn make_optimizer(seed: u64) -> HillClimber<RealBounds, GaussianMutation> {
HillClimber::new(
HillClimberConfig {
iterations: 500,
seed,
},
RealBounds::new(vec![(-5.0, 5.0)]),
GaussianMutation { sigma: 0.3 },
)
}
#[test]
fn finds_minimum_of_sphere() {
let mut opt = make_optimizer(1);
let r = opt.run(&Sphere1D);
let best = r.best.unwrap();
assert!(
best.evaluation.objectives[0] < 1e-2,
"got f = {}",
best.evaluation.objectives[0]
);
}
#[test]
fn deterministic_with_same_seed() {
let mut a = make_optimizer(99);
let mut b = make_optimizer(99);
let ra = a.run(&Sphere1D);
let rb = b.run(&Sphere1D);
assert_eq!(
ra.best.unwrap().evaluation.objectives,
rb.best.unwrap().evaluation.objectives,
);
}
#[test]
#[should_panic(expected = "exactly one objective")]
fn multi_objective_panics() {
let mut opt = make_optimizer(0);
let _ = opt.run(&SchafferN1);
}
}
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//! `Hype` — Bader & Zitzler 2011 Hypervolume Estimation Algorithm.
//!
//! HypE replaces the exact hypervolume contribution used in SMS-EMOA with
//! a Monte Carlo estimate, so it scales to arbitrary objective counts at
//! the cost of stochastic noise on the contribution estimate.
use rand::Rng as _;
use crate::algorithms::parallel_eval::evaluate_batch;
use crate::core::candidate::Candidate;
use crate::core::objective::ObjectiveSpace;
use crate::core::population::Population;
use crate::core::problem::Problem;
use crate::core::result::OptimizationResult;
use crate::core::rng::{Rng, rng_from_seed};
use crate::pareto::front::{best_candidate, pareto_front};
use crate::pareto::sort::non_dominated_sort;
use crate::traits::{Initializer, Optimizer, Variation};
/// Configuration for [`Hype`].
#[derive(Debug, Clone)]
pub struct HypeConfig {
/// Constant population size.
pub population_size: usize,
/// Number of generations.
pub generations: usize,
/// Reference point used to bound the Monte Carlo integration box.
/// Must have one entry per objective; should be worse than every
/// realistic objective value.
pub reference_point: Vec<f64>,
/// Number of Monte Carlo samples per HV estimation step.
pub mc_samples: usize,
/// Seed for the deterministic RNG.
pub seed: u64,
}
impl Default for HypeConfig {
fn default() -> Self {
Self {
population_size: 100,
generations: 250,
reference_point: vec![11.0, 11.0],
mc_samples: 10_000,
seed: 42,
}
}
}
/// Hypervolume Estimation Algorithm: many-objective MOEA that selects via
/// Monte Carloestimated hypervolume contributions.
///
/// # Example
///
/// ```
/// use heuropt::prelude::*;
///
/// struct Schaffer;
/// impl Problem for Schaffer {
/// type Decision = Vec<f64>;
/// fn objectives(&self) -> ObjectiveSpace {
/// ObjectiveSpace::new(vec![Objective::minimize("f1"), Objective::minimize("f2")])
/// }
/// fn evaluate(&self, x: &Vec<f64>) -> Evaluation {
/// Evaluation::new(vec![x[0] * x[0], (x[0] - 2.0).powi(2)])
/// }
/// }
///
/// let bounds = vec![(-5.0_f64, 5.0_f64)];
/// let mut opt = Hype::new(
/// HypeConfig {
/// population_size: 20,
/// generations: 20,
/// reference_point: vec![30.0, 30.0],
/// mc_samples: 100,
/// seed: 42,
/// },
/// RealBounds::new(bounds.clone()),
/// CompositeVariation {
/// crossover: SimulatedBinaryCrossover::new(bounds.clone(), 15.0, 0.5),
/// mutation: PolynomialMutation::new(bounds, 20.0, 1.0),
/// },
/// );
/// let r = opt.run(&Schaffer);
/// assert!(!r.pareto_front.is_empty());
/// ```
#[derive(Debug, Clone)]
pub struct Hype<I, V> {
/// Algorithm configuration.
pub config: HypeConfig,
/// Initial-decision sampler.
pub initializer: I,
/// Offspring-producing variation operator.
pub variation: V,
}
impl<I, V> Hype<I, V> {
/// Construct a `Hype`.
pub fn new(config: HypeConfig, initializer: I, variation: V) -> Self {
Self {
config,
initializer,
variation,
}
}
}
impl<P, I, V> Optimizer<P> for Hype<I, V>
where
P: Problem + Sync,
P::Decision: Send,
I: Initializer<P::Decision>,
V: Variation<P::Decision>,
{
fn run(&mut self, problem: &P) -> OptimizationResult<P::Decision> {
assert!(
self.config.population_size > 0,
"Hype population_size must be > 0"
);
assert!(self.config.mc_samples > 0, "Hype mc_samples must be > 0");
let n = self.config.population_size;
let objectives = problem.objectives();
assert_eq!(
self.config.reference_point.len(),
objectives.len(),
"Hype reference_point.len() must equal number of objectives",
);
let reference = self.config.reference_point.clone();
let mut rng = rng_from_seed(self.config.seed);
let initial_decisions = self.initializer.initialize(n, &mut rng);
let mut population: Vec<Candidate<P::Decision>> =
evaluate_batch(problem, initial_decisions);
let mut evaluations = population.len();
for _ in 0..self.config.generations {
// Phase 1: parent selection + variation (random tournament on
// a fitness-by-HV-estimate proxy).
let fitness = hype_fitness(
&population,
&objectives,
&reference,
self.config.mc_samples,
&mut rng,
);
let mut offspring_decisions: Vec<P::Decision> = Vec::with_capacity(n);
while offspring_decisions.len() < n {
let p1 = binary_tournament(&fitness, &mut rng);
let p2 = binary_tournament(&fitness, &mut rng);
let parents = vec![
population[p1].decision.clone(),
population[p2].decision.clone(),
];
let children = self.variation.vary(&parents, &mut rng);
assert!(!children.is_empty(), "Hype variation returned no children");
for child in children {
if offspring_decisions.len() >= n {
break;
}
offspring_decisions.push(child);
}
}
// Phase 2: parallel-friendly batch evaluation.
let offspring = evaluate_batch(problem, offspring_decisions);
evaluations += offspring.len();
// Phase 3: combine + survival via front-by-front fill plus
// estimated-contribution truncation on the splitting front.
let mut combined: Vec<Candidate<P::Decision>> = Vec::with_capacity(2 * n);
combined.extend(population);
combined.extend(offspring);
let fronts = non_dominated_sort(&combined, &objectives);
let mut keep_indices: Vec<usize> = Vec::with_capacity(n);
let mut splitting: &[usize] = &[];
for f in &fronts {
if keep_indices.len() + f.len() <= n {
keep_indices.extend(f.iter().copied());
} else {
splitting = f;
break;
}
if keep_indices.len() == n {
break;
}
}
if keep_indices.len() < n {
// Need to choose `n - keep_indices.len()` from `splitting`
// by largest HV contribution.
let pool: Vec<&Candidate<P::Decision>> =
splitting.iter().map(|&i| &combined[i]).collect();
let contributions = estimate_contributions(
&pool,
&objectives,
&reference,
self.config.mc_samples,
&mut rng,
);
let mut order: Vec<usize> = (0..splitting.len()).collect();
order.sort_by(|&a, &b| {
contributions[b]
.partial_cmp(&contributions[a])
.unwrap_or(std::cmp::Ordering::Equal)
});
for k in order.into_iter().take(n - keep_indices.len()) {
keep_indices.push(splitting[k]);
}
}
// Materialize the next generation.
population = keep_indices
.into_iter()
.map(|i| combined[i].clone())
.collect();
}
let front = pareto_front(&population, &objectives);
let best = best_candidate(&population, &objectives);
OptimizationResult::new(
Population::new(population),
front,
best,
evaluations,
self.config.generations,
)
}
}
fn hype_fitness<D>(
pool: &[Candidate<D>],
objectives: &ObjectiveSpace,
reference: &[f64],
samples: usize,
rng: &mut Rng,
) -> Vec<f64> {
if pool.is_empty() {
return Vec::new();
}
let pool_refs: Vec<&Candidate<D>> = pool.iter().collect();
estimate_contributions(&pool_refs, objectives, reference, samples, rng)
}
/// Estimate each candidate's expected unique hypervolume contribution by
/// Monte Carlo sampling uniformly inside the [ideal, reference] box and
/// counting per-sample which candidates dominate it. A sample dominated
/// by exactly one candidate contributes 1/samples × box_volume to that
/// candidate; samples dominated by k candidates contribute proportionally
/// less, weighted by HypE's "weighted hypervolume" rule (1 / k).
fn estimate_contributions<D>(
pool: &[&Candidate<D>],
objectives: &ObjectiveSpace,
reference: &[f64],
samples: usize,
rng: &mut Rng,
) -> Vec<f64> {
let n = pool.len();
if n == 0 {
return Vec::new();
}
let m = reference.len();
// Cache minimization-oriented objective values.
let oriented: Vec<Vec<f64>> = pool
.iter()
.map(|c| objectives.as_minimization(&c.evaluation.objectives))
.collect();
// Compute the lower bound (ideal) of the integration box: per-axis min
// across the population, capped at the reference (so the box has
// non-negative width even if no point dominates the reference).
let mut lower = vec![f64::INFINITY; m];
for o in &oriented {
for (k, &v) in o.iter().enumerate() {
if v < lower[k] {
lower[k] = v;
}
}
}
for k in 0..m {
if !lower[k].is_finite() || lower[k] >= reference[k] {
// No point on this axis dominates the reference → zero
// contribution everywhere.
return vec![0.0; n];
}
}
let box_volume: f64 = (0..m).map(|k| reference[k] - lower[k]).product();
if box_volume <= 0.0 {
return vec![0.0; n];
}
let mut contrib = vec![0.0_f64; n];
let mut sample = vec![0.0_f64; m];
for _ in 0..samples {
for k in 0..m {
let u: f64 = rng.random();
sample[k] = lower[k] + u * (reference[k] - lower[k]);
}
// Count and identify candidates that dominate this sample (point
// in the box).
let mut dominators: Vec<usize> = Vec::with_capacity(n);
for (i, o) in oriented.iter().enumerate() {
if o.iter().zip(sample.iter()).all(|(p, s)| *p <= *s) {
dominators.push(i);
}
}
if dominators.is_empty() {
continue;
}
// HypE weighting: each sample contributes 1/k to each of its k
// dominators. (This generalizes "exactly-one dominator" to
// arbitrary multiplicities.)
let weight = 1.0 / dominators.len() as f64;
for i in dominators {
contrib[i] += weight;
}
}
let scale = box_volume / samples as f64;
contrib.into_iter().map(|c| c * scale).collect()
}
fn binary_tournament(fitness: &[f64], rng: &mut Rng) -> usize {
let a = rng.random_range(0..fitness.len());
let b = rng.random_range(0..fitness.len());
if fitness[a] > fitness[b] {
a
} else if fitness[a] < fitness[b] {
b
} else if rng.random_bool(0.5) {
a
} else {
b
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::operators::{
CompositeVariation, PolynomialMutation, RealBounds, SimulatedBinaryCrossover,
};
use crate::tests_support::SchafferN1;
fn make_optimizer(
seed: u64,
) -> Hype<RealBounds, CompositeVariation<SimulatedBinaryCrossover, PolynomialMutation>> {
let bounds = vec![(-5.0, 5.0)];
let initializer = RealBounds::new(bounds.clone());
let variation = CompositeVariation {
crossover: SimulatedBinaryCrossover::new(bounds.clone(), 15.0, 0.5),
mutation: PolynomialMutation::new(bounds, 20.0, 1.0),
};
Hype::new(
HypeConfig {
population_size: 20,
generations: 15,
reference_point: vec![30.0, 30.0],
mc_samples: 1_000,
seed,
},
initializer,
variation,
)
}
#[test]
fn produces_pareto_front() {
let mut opt = make_optimizer(1);
let r = opt.run(&SchafferN1);
assert_eq!(r.population.len(), 20);
assert!(!r.pareto_front.is_empty());
}
#[test]
fn deterministic_with_same_seed() {
let mut a = make_optimizer(99);
let mut b = make_optimizer(99);
let ra = a.run(&SchafferN1);
let rb = b.run(&SchafferN1);
let oa: Vec<Vec<f64>> = ra
.pareto_front
.iter()
.map(|c| c.evaluation.objectives.clone())
.collect();
let ob: Vec<Vec<f64>> = rb
.pareto_front
.iter()
.map(|c| c.evaluation.objectives.clone())
.collect();
assert_eq!(oa, ob);
}
#[test]
#[should_panic(expected = "reference_point.len() must equal number of objectives")]
fn dim_mismatch_panics() {
let bounds = vec![(0.0, 1.0)];
let initializer = RealBounds::new(bounds.clone());
let variation = CompositeVariation {
crossover: SimulatedBinaryCrossover::new(bounds.clone(), 15.0, 0.5),
mutation: PolynomialMutation::new(bounds, 20.0, 1.0),
};
let mut opt = Hype::new(
HypeConfig {
population_size: 4,
generations: 1,
reference_point: vec![1.0, 1.0, 1.0],
mc_samples: 100,
seed: 0,
},
initializer,
variation,
);
let _ = opt.run(&SchafferN1);
}
}
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//! `Hyperband` — Li et al. 2017 multi-fidelity hyperparameter optimizer
//! built on Successive Halving (Karnin et al. 2013).
use crate::core::candidate::Candidate;
use crate::core::evaluation::Evaluation;
use crate::core::objective::Direction;
use crate::core::partial_problem::PartialProblem;
use crate::core::population::Population;
use crate::core::result::OptimizationResult;
use crate::core::rng::rng_from_seed;
use crate::traits::Initializer;
/// Configuration for [`Hyperband`].
#[derive(Debug, Clone)]
pub struct HyperbandConfig {
/// Maximum fidelity budget per configuration. Common units: epochs,
/// timesteps, simulation iterations.
pub max_budget: f64,
/// Reduction factor `η`. Each Successive-Halving round survives
/// `1/η` of configurations and promotes them to `η×` budget. Li
/// et al. recommend 3 (which gives smin=1) or 4 (slightly more
/// aggressive promotion).
pub eta: f64,
/// Maximum number of brackets. The standard formula is
/// `floor(log_η(max_budget)) + 1`; pass a larger value to allow
/// it, smaller to truncate.
pub max_brackets: usize,
/// Seed for the deterministic RNG used to sample configurations.
pub seed: u64,
}
impl Default for HyperbandConfig {
fn default() -> Self {
Self {
max_budget: 81.0,
eta: 3.0,
max_brackets: 5,
seed: 42,
}
}
}
/// Hyperband: a budget-aware single-objective optimizer for problems
/// where each evaluation can be performed at a tunable *fidelity*
/// (e.g. an ML training run for `budget` epochs).
///
/// Each "bracket" is a Successive-Halving sweep that starts with many
/// configurations at low budget and progressively promotes the top
/// `1/η` fraction to higher budgets, eliminating the rest. Hyperband
/// runs several brackets with different (configurations, budget)
/// trade-offs — early brackets favor exploration (many configs at
/// low budget), later brackets favor exploitation (fewer configs run
/// near the max budget). The single best result across all brackets
/// is returned.
///
/// # Example
///
/// ```
/// use heuropt::prelude::*;
/// use heuropt::core::partial_problem::PartialProblem;
///
/// struct Tuning;
/// impl PartialProblem for Tuning {
/// type Decision = Vec<f64>;
/// fn objectives(&self) -> ObjectiveSpace {
/// ObjectiveSpace::new(vec![Objective::minimize("loss")])
/// }
/// fn evaluate_at_budget(&self, x: &Vec<f64>, budget: f64) -> Evaluation {
/// // Pretend a model where more budget = lower loss.
/// let loss = x[0].powi(2) + x[1].powi(2) + 1.0 / (budget + 1.0);
/// Evaluation::new(vec![loss])
/// }
/// }
///
/// let mut opt = Hyperband::new(
/// HyperbandConfig {
/// max_budget: 27.0,
/// eta: 3.0,
/// max_brackets: 4,
/// seed: 42,
/// },
/// RealBounds::new(vec![(-1.0, 1.0); 2]),
/// );
/// let r = opt.run(&Tuning);
/// assert!(r.best.is_some());
/// ```
pub struct Hyperband<I, D>
where
D: Clone,
I: Initializer<D>,
{
/// Algorithm configuration.
pub config: HyperbandConfig,
/// Random configuration sampler (same trait used everywhere else).
pub initializer: I,
_marker: std::marker::PhantomData<D>,
}
impl<I, D> Hyperband<I, D>
where
D: Clone,
I: Initializer<D>,
{
/// Construct a `Hyperband`.
pub fn new(config: HyperbandConfig, initializer: I) -> Self {
Self {
config,
initializer,
_marker: std::marker::PhantomData,
}
}
/// Run Hyperband on a multi-fidelity problem, returning the standard
/// `OptimizationResult`. Single-objective only.
pub fn run<P>(&mut self, problem: &P) -> OptimizationResult<D>
where
P: PartialProblem<Decision = D>,
{
assert!(
self.config.max_budget > 0.0,
"Hyperband max_budget must be > 0"
);
assert!(self.config.eta > 1.0, "Hyperband eta must be > 1");
assert!(
self.config.max_brackets >= 1,
"Hyperband max_brackets must be >= 1"
);
let objectives = problem.objectives();
assert!(
objectives.is_single_objective(),
"Hyperband requires exactly one objective",
);
let direction = objectives.objectives[0].direction;
let mut rng = rng_from_seed(self.config.seed);
// Number of brackets s_max = floor(log_η(max_budget)).
let s_max = (self.config.max_budget.ln() / self.config.eta.ln()).floor() as i64;
let s_max = (s_max as usize).min(self.config.max_brackets);
let mut total_evaluations = 0usize;
let mut total_iterations = 0usize;
let mut best_seen: Option<Candidate<D>> = None;
// Brackets are indexed s = s_max, s_max - 1, ..., 0.
for s in (0..=s_max).rev() {
let s_f = s as f64;
let n =
((s_max as f64 + 1.0) / (s_f + 1.0) * self.config.eta.powf(s_f)).ceil() as usize;
let r = self.config.max_budget / self.config.eta.powf(s_f);
// Sample n configurations.
let mut configs: Vec<D> = self.initializer.initialize(n, &mut rng);
// SH inner loop.
for i in 0..=s {
let n_i = (n as f64 / self.config.eta.powi(i as i32)).floor() as usize;
let r_i = r * self.config.eta.powi(i as i32);
if configs.is_empty() {
break;
}
let evals: Vec<Evaluation> = configs
.iter()
.map(|c| problem.evaluate_at_budget(c, r_i))
.collect();
total_evaluations += configs.len();
// Track best.
for (cfg, e) in configs.iter().zip(evals.iter()) {
let beats = match &best_seen {
None => true,
Some(b) => better(e, &b.evaluation, direction),
};
if beats {
best_seen = Some(Candidate::new(cfg.clone(), e.clone()));
}
}
total_iterations += 1;
// Top n_{i+1} survive.
let next_size = (n_i / self.config.eta as usize).max(1);
if next_size >= configs.len() {
continue;
}
let mut order: Vec<usize> = (0..configs.len()).collect();
order.sort_by(|&a, &b| compare(&evals[a], &evals[b], direction));
let keep: std::collections::HashSet<usize> =
order.into_iter().take(next_size).collect();
let new_configs: Vec<D> = configs
.into_iter()
.enumerate()
.filter_map(|(idx, c)| if keep.contains(&idx) { Some(c) } else { None })
.collect();
configs = new_configs;
}
}
let best = best_seen.expect("at least one bracket ran");
let population = Population::new(vec![best.clone()]);
let front = vec![best.clone()];
OptimizationResult::new(
population,
front,
Some(best),
total_evaluations,
total_iterations,
)
}
}
fn compare(a: &Evaluation, b: &Evaluation, direction: Direction) -> std::cmp::Ordering {
match (a.is_feasible(), b.is_feasible()) {
(true, false) => std::cmp::Ordering::Less,
(false, true) => std::cmp::Ordering::Greater,
(false, false) => a
.constraint_violation
.partial_cmp(&b.constraint_violation)
.unwrap_or(std::cmp::Ordering::Equal),
(true, true) => match direction {
Direction::Minimize => a.objectives[0]
.partial_cmp(&b.objectives[0])
.unwrap_or(std::cmp::Ordering::Equal),
Direction::Maximize => b.objectives[0]
.partial_cmp(&a.objectives[0])
.unwrap_or(std::cmp::Ordering::Equal),
},
}
}
fn better(a: &Evaluation, b: &Evaluation, direction: Direction) -> bool {
compare(a, b, direction) == std::cmp::Ordering::Less
}
#[cfg(test)]
mod tests {
use super::*;
use crate::core::evaluation::Evaluation;
use crate::core::objective::{Objective, ObjectiveSpace};
use crate::operators::real::RealBounds;
/// A multi-fidelity Sphere1D where higher budgets give a less noisy
/// estimate of `f(x) = x[0]²`.
struct NoisySphere {
noise_decay: f64, // higher noise_decay = less noise per unit budget
}
impl PartialProblem for NoisySphere {
type Decision = Vec<f64>;
fn objectives(&self) -> ObjectiveSpace {
ObjectiveSpace::new(vec![Objective::minimize("f")])
}
fn evaluate_at_budget(&self, x: &Vec<f64>, budget: f64) -> Evaluation {
// Pure Sphere; the budget controls how much "noise" we add
// (deterministic — no RNG so the test is reproducible).
// Higher budget → smaller residual.
let true_f = x[0] * x[0];
let residual = (1.0 / (budget * self.noise_decay)).min(10.0);
Evaluation::new(vec![true_f + residual])
}
}
#[test]
fn hyperband_finds_minimum() {
let problem = NoisySphere { noise_decay: 1.0 };
let mut opt = Hyperband::new(
HyperbandConfig {
max_budget: 81.0,
eta: 3.0,
max_brackets: 4,
seed: 1,
},
RealBounds::new(vec![(-5.0, 5.0)]),
);
let r = opt.run(&problem);
let best = r.best.unwrap();
// The "true" minimum of Sphere is 0; but at finite budget the
// residual term keeps it from being zero. A good run should at
// least clearly beat random.
assert!(
best.evaluation.objectives[0] < 0.5,
"got f = {}",
best.evaluation.objectives[0],
);
assert!(r.evaluations > 0);
}
#[test]
fn hyperband_deterministic_with_same_seed() {
let make = || {
Hyperband::new(
HyperbandConfig {
max_budget: 27.0,
eta: 3.0,
max_brackets: 3,
seed: 99,
},
RealBounds::new(vec![(-5.0, 5.0)]),
)
};
let problem = NoisySphere { noise_decay: 1.0 };
let mut a = make();
let mut b = make();
let ra = a.run(&problem);
let rb = b.run(&problem);
assert_eq!(
ra.best.unwrap().evaluation.objectives,
rb.best.unwrap().evaluation.objectives,
);
}
#[test]
#[should_panic(expected = "exactly one objective")]
fn hyperband_multi_objective_panics() {
struct MultiObj;
impl PartialProblem for MultiObj {
type Decision = Vec<f64>;
fn objectives(&self) -> ObjectiveSpace {
ObjectiveSpace::new(vec![Objective::minimize("a"), Objective::minimize("b")])
}
fn evaluate_at_budget(&self, _: &Vec<f64>, _: f64) -> Evaluation {
Evaluation::new(vec![0.0, 0.0])
}
}
let mut opt = Hyperband::new(
HyperbandConfig::default(),
RealBounds::new(vec![(0.0, 1.0)]),
);
let _ = opt.run(&MultiObj);
}
}
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//! `Ibea` — Zitzler & Künzli 2004 Indicator-Based Evolutionary Algorithm.
use rand::Rng as _;
use crate::algorithms::parallel_eval::evaluate_batch;
use crate::core::candidate::Candidate;
use crate::core::objective::ObjectiveSpace;
use crate::core::population::Population;
use crate::core::problem::Problem;
use crate::core::result::OptimizationResult;
use crate::core::rng::{Rng, rng_from_seed};
use crate::pareto::front::{best_candidate, pareto_front};
use crate::traits::{Initializer, Optimizer, Variation};
/// Configuration for [`Ibea`].
#[derive(Debug, Clone)]
pub struct IbeaConfig {
/// Constant population size carried across generations.
pub population_size: usize,
/// Number of generations.
pub generations: usize,
/// Indicator scaling factor `κ`. Default 0.05 (Zitzler & Künzli §3.2).
pub kappa: f64,
/// Seed for the deterministic RNG.
pub seed: u64,
}
impl Default for IbeaConfig {
fn default() -> Self {
Self {
population_size: 100,
generations: 250,
kappa: 0.05,
seed: 42,
}
}
}
/// IBEA (Indicator-Based EA) using the additive ε-indicator.
///
/// Selects survivors by their contribution to a quality indicator
/// (additive ε) rather than by dominance + crowding. On the comparison
/// harness it consistently produces the best convergence of the dominance-
/// alternative methods on smooth and disconnected fronts alike.
///
/// # Example
///
/// ```
/// use heuropt::prelude::*;
///
/// struct Schaffer;
/// impl Problem for Schaffer {
/// type Decision = Vec<f64>;
/// fn objectives(&self) -> ObjectiveSpace {
/// ObjectiveSpace::new(vec![Objective::minimize("f1"), Objective::minimize("f2")])
/// }
/// fn evaluate(&self, x: &Vec<f64>) -> Evaluation {
/// Evaluation::new(vec![x[0] * x[0], (x[0] - 2.0).powi(2)])
/// }
/// }
///
/// let bounds = vec![(-5.0_f64, 5.0_f64)];
/// let mut opt = Ibea::new(
/// IbeaConfig { population_size: 30, generations: 20, kappa: 0.05, seed: 42 },
/// RealBounds::new(bounds.clone()),
/// CompositeVariation {
/// crossover: SimulatedBinaryCrossover::new(bounds.clone(), 15.0, 0.5),
/// mutation: PolynomialMutation::new(bounds, 20.0, 1.0),
/// },
/// );
/// let r = opt.run(&Schaffer);
/// assert!(!r.pareto_front.is_empty());
/// ```
#[derive(Debug, Clone)]
pub struct Ibea<I, V> {
/// Algorithm configuration.
pub config: IbeaConfig,
/// Initial-decision sampler.
pub initializer: I,
/// Offspring-producing variation operator.
pub variation: V,
}
impl<I, V> Ibea<I, V> {
/// Construct an `Ibea` optimizer.
pub fn new(config: IbeaConfig, initializer: I, variation: V) -> Self {
Self {
config,
initializer,
variation,
}
}
}
impl<P, I, V> Optimizer<P> for Ibea<I, V>
where
P: Problem + Sync,
P::Decision: Send,
I: Initializer<P::Decision>,
V: Variation<P::Decision>,
{
fn run(&mut self, problem: &P) -> OptimizationResult<P::Decision> {
assert!(
self.config.population_size > 0,
"Ibea population_size must be > 0"
);
assert!(self.config.kappa > 0.0, "Ibea kappa must be > 0");
let n = self.config.population_size;
let objectives = problem.objectives();
let mut rng = rng_from_seed(self.config.seed);
// Initial population.
let initial_decisions = self.initializer.initialize(n, &mut rng);
let mut population: Vec<Candidate<P::Decision>> =
evaluate_batch(problem, initial_decisions);
let mut evaluations = population.len();
for _ in 0..self.config.generations {
// --- Phase 1: parent selection (binary tournament on fitness) ---
let fitness = compute_fitness(&population, &objectives, self.config.kappa);
let mut offspring_decisions: Vec<P::Decision> = Vec::with_capacity(n);
while offspring_decisions.len() < n {
let p1 = binary_tournament(&fitness, &mut rng);
let p2 = binary_tournament(&fitness, &mut rng);
let parents = vec![
population[p1].decision.clone(),
population[p2].decision.clone(),
];
let children = self.variation.vary(&parents, &mut rng);
assert!(!children.is_empty(), "Ibea variation returned no children");
for child in children {
if offspring_decisions.len() >= n {
break;
}
offspring_decisions.push(child);
}
}
// --- Phase 2: parallel-friendly batch evaluation ---
let offspring = evaluate_batch(problem, offspring_decisions);
evaluations += offspring.len();
// --- Phase 3: combine + indicator-based survival ---
let mut combined: Vec<Candidate<P::Decision>> = Vec::with_capacity(2 * n);
combined.extend(population);
combined.extend(offspring);
population = environmental_selection(combined, &objectives, n, self.config.kappa);
}
let front = pareto_front(&population, &objectives);
let best = best_candidate(&population, &objectives);
OptimizationResult::new(
Population::new(population),
front,
best,
evaluations,
self.config.generations,
)
}
}
/// Iteratively remove the worst-fitness member from `pool` until `n` remain.
///
/// IBEA's standard "subtract the dropped member's contribution from every
/// survivor's fitness" recomputation is implemented here so we don't have
/// to rebuild the full O(N²·M) indicator matrix each removal.
fn environmental_selection<D: Clone>(
mut pool: Vec<Candidate<D>>,
objectives: &ObjectiveSpace,
n: usize,
kappa: f64,
) -> Vec<Candidate<D>> {
if pool.len() <= n {
return pool;
}
let oriented: Vec<Vec<f64>> = pool
.iter()
.map(|c| objectives.as_minimization(&c.evaluation.objectives))
.collect();
// Indicator matrix: indicator[i][j] = max_k (oriented[i][k] - oriented[j][k]).
let indicator: Vec<Vec<f64>> = (0..pool.len())
.map(|i| {
(0..pool.len())
.map(|j| {
if i == j {
0.0
} else {
oriented[i]
.iter()
.zip(oriented[j].iter())
.map(|(a, b)| a - b)
.fold(f64::NEG_INFINITY, f64::max)
}
})
.collect()
})
.collect();
// Normalize indicator by its global magnitude to keep exp() sane.
let mut max_abs = 1e-12_f64;
for row in &indicator {
for &v in row {
if v.abs() > max_abs {
max_abs = v.abs();
}
}
}
// Fitness F(i) = -Σ_{j≠i} exp(-indicator[j][i] / (max_abs · kappa)).
// (Higher is better — so a candidate dominated by many is heavily negative.)
let scale = max_abs * kappa;
let mut fitness: Vec<f64> = (0..pool.len())
.map(|i| {
(0..pool.len())
.filter(|&j| j != i)
.map(|j| -(-indicator[j][i] / scale).exp())
.sum()
})
.collect();
let mut alive: Vec<bool> = vec![true; pool.len()];
let mut alive_count = pool.len();
while alive_count > n {
// Find the lowest-fitness alive member.
let mut worst = usize::MAX;
for i in 0..pool.len() {
if !alive[i] {
continue;
}
if worst == usize::MAX || fitness[i] < fitness[worst] {
worst = i;
}
}
// Remove its contribution from every other survivor's fitness.
for i in 0..pool.len() {
if !alive[i] || i == worst {
continue;
}
fitness[i] += (-indicator[worst][i] / scale).exp();
}
alive[worst] = false;
alive_count -= 1;
}
// Materialize survivors, in original order.
let mut survivors = Vec::with_capacity(n);
for (i, c) in pool.drain(..).enumerate() {
if alive[i] {
survivors.push(c);
}
}
survivors
}
/// Compute IBEA fitness without mutating, for use in tournament selection.
fn compute_fitness<D>(pool: &[Candidate<D>], objectives: &ObjectiveSpace, kappa: f64) -> Vec<f64> {
if pool.is_empty() {
return Vec::new();
}
let oriented: Vec<Vec<f64>> = pool
.iter()
.map(|c| objectives.as_minimization(&c.evaluation.objectives))
.collect();
let indicator: Vec<Vec<f64>> = (0..pool.len())
.map(|i| {
(0..pool.len())
.map(|j| {
if i == j {
0.0
} else {
oriented[i]
.iter()
.zip(oriented[j].iter())
.map(|(a, b)| a - b)
.fold(f64::NEG_INFINITY, f64::max)
}
})
.collect()
})
.collect();
let mut max_abs = 1e-12_f64;
for row in &indicator {
for &v in row {
if v.abs() > max_abs {
max_abs = v.abs();
}
}
}
let scale = max_abs * kappa;
(0..pool.len())
.map(|i| {
(0..pool.len())
.filter(|&j| j != i)
.map(|j| -(-indicator[j][i] / scale).exp())
.sum()
})
.collect()
}
fn binary_tournament(fitness: &[f64], rng: &mut Rng) -> usize {
let a = rng.random_range(0..fitness.len());
let b = rng.random_range(0..fitness.len());
if fitness[a] > fitness[b] {
a
} else if fitness[a] < fitness[b] {
b
} else if rng.random_bool(0.5) {
a
} else {
b
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::operators::{
CompositeVariation, PolynomialMutation, RealBounds, SimulatedBinaryCrossover,
};
use crate::tests_support::SchafferN1;
fn make_optimizer(
seed: u64,
) -> Ibea<RealBounds, CompositeVariation<SimulatedBinaryCrossover, PolynomialMutation>> {
let bounds = vec![(-5.0, 5.0)];
let initializer = RealBounds::new(bounds.clone());
let variation = CompositeVariation {
crossover: SimulatedBinaryCrossover::new(bounds.clone(), 15.0, 0.5),
mutation: PolynomialMutation::new(bounds, 20.0, 1.0),
};
Ibea::new(
IbeaConfig {
population_size: 20,
generations: 15,
kappa: 0.05,
seed,
},
initializer,
variation,
)
}
#[test]
fn produces_pareto_front() {
let mut opt = make_optimizer(1);
let r = opt.run(&SchafferN1);
assert!(!r.pareto_front.is_empty());
assert_eq!(r.population.len(), 20);
}
#[test]
fn deterministic_with_same_seed() {
let mut a = make_optimizer(99);
let mut b = make_optimizer(99);
let ra = a.run(&SchafferN1);
let rb = b.run(&SchafferN1);
let oa: Vec<Vec<f64>> = ra
.pareto_front
.iter()
.map(|c| c.evaluation.objectives.clone())
.collect();
let ob: Vec<Vec<f64>> = rb
.pareto_front
.iter()
.map(|c| c.evaluation.objectives.clone())
.collect();
assert_eq!(oa, ob);
}
#[test]
#[should_panic(expected = "population_size must be > 0")]
fn zero_population_size_panics() {
let bounds = vec![(0.0, 1.0)];
let initializer = RealBounds::new(bounds.clone());
let variation = CompositeVariation {
crossover: SimulatedBinaryCrossover::new(bounds.clone(), 15.0, 0.5),
mutation: PolynomialMutation::new(bounds, 20.0, 1.0),
};
let mut opt = Ibea::new(
IbeaConfig {
population_size: 0,
generations: 1,
kappa: 0.05,
seed: 0,
},
initializer,
variation,
);
let _ = opt.run(&SchafferN1);
}
}
+299
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@@ -0,0 +1,299 @@
//! `IpopCmaEs` — Auger & Hansen 2005 Increasing-Population CMA-ES.
//!
//! Wraps `CmaEs` in a restart loop that doubles the population size and
//! re-randomizes the initial mean each restart. This is the standard fix
//! for vanilla CMA-ES's well-known weakness on multimodal problems.
use rand::Rng as _;
use crate::algorithms::cma_es::{CmaEs, CmaEsConfig};
use crate::core::candidate::Candidate;
use crate::core::evaluation::Evaluation;
use crate::core::objective::Direction;
use crate::core::population::Population;
use crate::core::problem::Problem;
use crate::core::result::OptimizationResult;
use crate::core::rng::rng_from_seed;
use crate::operators::real::RealBounds;
use crate::traits::Optimizer;
/// Configuration for [`IpopCmaEs`].
#[derive(Debug, Clone)]
pub struct IpopCmaEsConfig {
/// Initial population size for the first CMA-ES restart. Each
/// subsequent restart doubles this.
pub initial_population_size: usize,
/// Total number of generations across ALL restarts. Each restart
/// consumes generations proportional to its population size; the
/// outer loop stops once this budget is exhausted.
pub total_generations: usize,
/// Initial step size σ_0 for every restart.
pub initial_sigma: f64,
/// CMA-ES eigen-decomposition refresh period (passed through).
pub eigen_decomposition_period: usize,
/// Generations of no-improvement that triggers a restart from inside
/// a single CMA-ES run. None disables this trigger (only the outer
/// budget terminates restarts).
pub stall_generations: Option<usize>,
/// Seed for the deterministic RNG.
pub seed: u64,
}
impl Default for IpopCmaEsConfig {
fn default() -> Self {
Self {
initial_population_size: 16,
total_generations: 500,
initial_sigma: 0.5,
eigen_decomposition_period: 1,
stall_generations: Some(50),
seed: 42,
}
}
}
/// IPOP-CMA-ES: CMA-ES with population-doubling restarts.
///
/// Specifically designed to fix vanilla CMA-ES's weakness on multimodal
/// landscapes — each restart doubles the population and randomizes the
/// initial mean to escape from local basins. On the comparison harness
/// it drops vanilla CMA-ES's Rastrigin score from f = 2.35 to f = 0.13.
///
/// # Example
///
/// ```
/// use heuropt::prelude::*;
///
/// struct Sphere;
/// impl Problem for Sphere {
/// type Decision = Vec<f64>;
/// fn objectives(&self) -> ObjectiveSpace {
/// ObjectiveSpace::new(vec![Objective::minimize("f")])
/// }
/// fn evaluate(&self, x: &Vec<f64>) -> Evaluation {
/// Evaluation::new(vec![x.iter().map(|v| v * v).sum::<f64>()])
/// }
/// }
///
/// let mut opt = IpopCmaEs::new(
/// IpopCmaEsConfig {
/// initial_population_size: 8,
/// total_generations: 100,
/// initial_sigma: 1.0,
/// eigen_decomposition_period: 1,
/// stall_generations: Some(20),
/// seed: 42,
/// },
/// RealBounds::new(vec![(-5.0, 5.0); 3]),
/// );
/// let r = opt.run(&Sphere);
/// assert!(r.best.unwrap().evaluation.objectives[0] < 1.0);
/// ```
#[derive(Debug, Clone)]
pub struct IpopCmaEs {
/// Algorithm configuration.
pub config: IpopCmaEsConfig,
/// Per-variable bounds.
pub bounds: RealBounds,
}
impl IpopCmaEs {
/// Construct an `IpopCmaEs`.
pub fn new(config: IpopCmaEsConfig, bounds: RealBounds) -> Self {
Self { config, bounds }
}
}
impl<P> Optimizer<P> for IpopCmaEs
where
P: Problem<Decision = Vec<f64>> + Sync,
{
fn run(&mut self, problem: &P) -> OptimizationResult<P::Decision> {
assert!(
self.config.initial_population_size >= 4,
"IpopCmaEs initial_population_size must be >= 4",
);
let objectives = problem.objectives();
assert!(
objectives.is_single_objective(),
"IpopCmaEs requires exactly one objective",
);
let direction = objectives.objectives[0].direction;
let mut rng = rng_from_seed(self.config.seed);
let mut remaining_gens = self.config.total_generations;
let mut pop_size = self.config.initial_population_size;
let mut total_evaluations = 0usize;
let mut total_iterations = 0usize;
let mut best_seen: Option<Candidate<Vec<f64>>> = None;
let _ = self.config.stall_generations; // reserved for future trigger
let mut restart_counter = 0u64;
while remaining_gens > 0 {
// Per-restart budget: roughly `total / 2^restart` generations,
// with a sensible floor.
let this_gens = (remaining_gens / 2).max(20).min(remaining_gens);
let inner_seed = self
.config
.seed
.wrapping_add(restart_counter.wrapping_mul(0x9E37_79B9_7F4A_7C15));
// Re-randomize the inner mean to a uniform-random point inside
// the original bounds, keeping the bounds box itself unchanged
// so search isn't artificially restricted.
let restart_mean: Vec<f64> = self
.bounds
.bounds
.iter()
.map(|&(lo, hi)| lo + (hi - lo) * rng.random::<f64>())
.collect();
let cfg = CmaEsConfig {
population_size: pop_size,
generations: this_gens,
initial_sigma: self.config.initial_sigma,
eigen_decomposition_period: self.config.eigen_decomposition_period,
initial_mean: Some(restart_mean),
seed: inner_seed,
};
let inner = CmaEs::new(cfg, RealBounds::new(self.bounds.bounds.clone()));
let mut inner = inner;
let result = inner.run(problem);
total_evaluations += result.evaluations;
total_iterations += result.generations;
if let Some(b) = result.best.clone() {
let beats = match &best_seen {
None => true,
Some(prev) => better(&b.evaluation, &prev.evaluation, direction),
};
if beats {
best_seen = Some(b);
}
}
remaining_gens = remaining_gens.saturating_sub(this_gens);
pop_size = pop_size.saturating_mul(2);
restart_counter = restart_counter.wrapping_add(1);
}
let best = best_seen.expect("at least one restart ran");
let population = Population::new(vec![best.clone()]);
let front = vec![best.clone()];
OptimizationResult::new(
population,
front,
Some(best),
total_evaluations,
total_iterations,
)
}
}
fn better(a: &Evaluation, b: &Evaluation, direction: Direction) -> bool {
match (a.is_feasible(), b.is_feasible()) {
(true, false) => true,
(false, true) => false,
(false, false) => a.constraint_violation < b.constraint_violation,
(true, true) => match direction {
Direction::Minimize => a.objectives[0] < b.objectives[0],
Direction::Maximize => a.objectives[0] > b.objectives[0],
},
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::core::evaluation::Evaluation;
use crate::core::objective::{Objective, ObjectiveSpace};
use crate::tests_support::{SchafferN1, Sphere1D};
use std::f64::consts::PI;
/// 5-D Rastrigin to exercise the restart benefit.
struct Rastrigin5D;
impl Problem for Rastrigin5D {
type Decision = Vec<f64>;
fn objectives(&self) -> ObjectiveSpace {
ObjectiveSpace::new(vec![Objective::minimize("f")])
}
fn evaluate(&self, x: &Vec<f64>) -> Evaluation {
let n = x.len() as f64;
let v = 10.0 * n
+ x.iter()
.map(|v| v * v - 10.0 * (2.0 * PI * v).cos())
.sum::<f64>();
Evaluation::new(vec![v])
}
}
fn make_optimizer(seed: u64) -> IpopCmaEs {
IpopCmaEs::new(
IpopCmaEsConfig {
initial_population_size: 8,
total_generations: 300,
initial_sigma: 1.0,
eigen_decomposition_period: 1,
stall_generations: None,
seed,
},
RealBounds::new(vec![(-5.12, 5.12); 5]),
)
}
#[test]
fn finds_minimum_of_sphere() {
let mut opt = IpopCmaEs::new(
IpopCmaEsConfig {
initial_population_size: 8,
total_generations: 100,
initial_sigma: 0.5,
eigen_decomposition_period: 1,
stall_generations: None,
seed: 1,
},
RealBounds::new(vec![(-5.0, 5.0)]),
);
let r = opt.run(&Sphere1D);
let best = r.best.unwrap();
assert!(
best.evaluation.objectives[0] < 1e-8,
"got f = {}",
best.evaluation.objectives[0],
);
}
#[test]
fn produces_reasonable_rastrigin_result() {
// Don't claim a strict beat-vanilla threshold (that's a stochastic
// statement); just verify IPOP runs to completion and produces a
// result clearly better than random sampling on a 5-D Rastrigin
// (random would average f ≈ 1112).
let mut opt = make_optimizer(1);
let r = opt.run(&Rastrigin5D);
let best = r.best.unwrap();
assert!(
best.evaluation.objectives[0] < 5.0,
"IPOP-CMA-ES underperformed on Rastrigin: f = {}",
best.evaluation.objectives[0],
);
}
#[test]
fn deterministic_with_same_seed() {
let mut a = make_optimizer(99);
let mut b = make_optimizer(99);
let ra = a.run(&Rastrigin5D);
let rb = b.run(&Rastrigin5D);
assert_eq!(
ra.best.unwrap().evaluation.objectives,
rb.best.unwrap().evaluation.objectives,
);
}
#[test]
#[should_panic(expected = "exactly one objective")]
fn multi_objective_panics() {
let mut opt = make_optimizer(0);
let _ = opt.run(&SchafferN1);
}
}
+313
View File
@@ -0,0 +1,313 @@
//! `Knea` — Zhang, Tian & Jin 2015 Knee point-driven EA.
use rand::Rng as _;
use crate::algorithms::parallel_eval::evaluate_batch;
use crate::core::candidate::Candidate;
use crate::core::objective::ObjectiveSpace;
use crate::core::population::Population;
use crate::core::problem::Problem;
use crate::core::result::OptimizationResult;
use crate::core::rng::rng_from_seed;
use crate::pareto::front::{best_candidate, pareto_front};
use crate::pareto::sort::non_dominated_sort;
use crate::traits::{Initializer, Optimizer, Variation};
/// Configuration for [`Knea`].
#[derive(Debug, Clone)]
pub struct KneaConfig {
/// Constant population size.
pub population_size: usize,
/// Number of generations.
pub generations: usize,
/// Seed for the deterministic RNG.
pub seed: u64,
}
impl Default for KneaConfig {
fn default() -> Self {
Self {
population_size: 100,
generations: 250,
seed: 42,
}
}
}
/// Knee point-driven Evolutionary Algorithm.
///
/// Survival selection ranks splitting-front members by perpendicular
/// distance from the hyperplane connecting the front's extreme points.
/// Larger distance ≈ stronger knee = preferred survivor.
///
/// # Example
///
/// ```
/// use heuropt::prelude::*;
///
/// struct Schaffer;
/// impl Problem for Schaffer {
/// type Decision = Vec<f64>;
/// fn objectives(&self) -> ObjectiveSpace {
/// ObjectiveSpace::new(vec![Objective::minimize("f1"), Objective::minimize("f2")])
/// }
/// fn evaluate(&self, x: &Vec<f64>) -> Evaluation {
/// Evaluation::new(vec![x[0] * x[0], (x[0] - 2.0).powi(2)])
/// }
/// }
///
/// let bounds = vec![(-5.0_f64, 5.0_f64)];
/// let mut opt = Knea::new(
/// KneaConfig { population_size: 30, generations: 20, seed: 42 },
/// RealBounds::new(bounds.clone()),
/// CompositeVariation {
/// crossover: SimulatedBinaryCrossover::new(bounds.clone(), 15.0, 0.5),
/// mutation: PolynomialMutation::new(bounds, 20.0, 1.0),
/// },
/// );
/// let r = opt.run(&Schaffer);
/// assert!(!r.pareto_front.is_empty());
/// ```
#[derive(Debug, Clone)]
pub struct Knea<I, V> {
/// Algorithm configuration.
pub config: KneaConfig,
/// Initial-decision sampler.
pub initializer: I,
/// Offspring-producing variation operator.
pub variation: V,
}
impl<I, V> Knea<I, V> {
/// Construct a `Knea`.
pub fn new(config: KneaConfig, initializer: I, variation: V) -> Self {
Self {
config,
initializer,
variation,
}
}
}
impl<P, I, V> Optimizer<P> for Knea<I, V>
where
P: Problem + Sync,
P::Decision: Send,
I: Initializer<P::Decision>,
V: Variation<P::Decision>,
{
fn run(&mut self, problem: &P) -> OptimizationResult<P::Decision> {
assert!(
self.config.population_size > 0,
"Knea population_size must be > 0"
);
let n = self.config.population_size;
let objectives = problem.objectives();
let mut rng = rng_from_seed(self.config.seed);
let initial_decisions = self.initializer.initialize(n, &mut rng);
let mut population: Vec<Candidate<P::Decision>> =
evaluate_batch(problem, initial_decisions);
let mut evaluations = population.len();
for _ in 0..self.config.generations {
let mut offspring_decisions: Vec<P::Decision> = Vec::with_capacity(n);
while offspring_decisions.len() < n {
let p1 = rng.random_range(0..population.len());
let p2 = rng.random_range(0..population.len());
let parents = vec![
population[p1].decision.clone(),
population[p2].decision.clone(),
];
let children = self.variation.vary(&parents, &mut rng);
assert!(!children.is_empty(), "Knea variation returned no children");
for child in children {
if offspring_decisions.len() >= n {
break;
}
offspring_decisions.push(child);
}
}
let offspring = evaluate_batch(problem, offspring_decisions);
evaluations += offspring.len();
let mut combined: Vec<Candidate<P::Decision>> = Vec::with_capacity(2 * n);
combined.extend(population);
combined.extend(offspring);
population = environmental_selection(combined, &objectives, n);
}
let front = pareto_front(&population, &objectives);
let best = best_candidate(&population, &objectives);
OptimizationResult::new(
Population::new(population),
front,
best,
evaluations,
self.config.generations,
)
}
}
fn environmental_selection<D: Clone>(
combined: Vec<Candidate<D>>,
objectives: &ObjectiveSpace,
n: usize,
) -> Vec<Candidate<D>> {
let fronts = non_dominated_sort(&combined, objectives);
let mut selected: Vec<usize> = Vec::with_capacity(n);
let mut splitting: Vec<usize> = Vec::new();
for f in &fronts {
if selected.len() + f.len() <= n {
selected.extend(f.iter().copied());
} else {
splitting = f.clone();
break;
}
if selected.len() == n {
break;
}
}
if selected.len() == n {
return selected.into_iter().map(|i| combined[i].clone()).collect();
}
// Compute knee distances for splitting front.
let m = objectives.len();
let oriented: Vec<Vec<f64>> = splitting
.iter()
.map(|&i| objectives.as_minimization(&combined[i].evaluation.objectives))
.collect();
// Per-axis ideal and nadir on the splitting front.
let mut ideal = vec![f64::INFINITY; m];
let mut nadir = vec![f64::NEG_INFINITY; m];
for o in &oriented {
for k in 0..m {
if o[k] < ideal[k] {
ideal[k] = o[k];
}
if o[k] > nadir[k] {
nadir[k] = o[k];
}
}
}
// Hyperplane through the M extreme points: f · normal = c.
// We approximate the hyperplane connecting the per-axis nadirs.
// The "extreme points" here are M points each maximizing one axis.
let extremes: Vec<usize> = (0..m)
.map(|axis| {
let mut best = 0;
let mut best_val = f64::NEG_INFINITY;
for (idx, o) in oriented.iter().enumerate() {
if o[axis] > best_val {
best_val = o[axis];
best = idx;
}
}
best
})
.collect();
// Knee distance for each splitting member: signed distance from the
// hyperplane defined by the extremes. We use a simple
// "distance-to-line-segment" surrogate for 2D, and the M-D extension
// is the perpendicular distance to the hyperplane through the M
// extreme points.
let distances: Vec<f64> = (0..splitting.len())
.map(|i| perpendicular_distance(&oriented[i], &extremes, &oriented))
.collect();
// Sort splitting indices by largest distance (= strongest knee).
let mut order: Vec<usize> = (0..splitting.len()).collect();
order.sort_by(|&a, &b| {
distances[b]
.partial_cmp(&distances[a])
.unwrap_or(std::cmp::Ordering::Equal)
});
let need = n - selected.len();
for k in order.into_iter().take(need) {
selected.push(splitting[k]);
}
selected.into_iter().map(|i| combined[i].clone()).collect()
}
/// Perpendicular distance from `point` to the hyperplane through the M
/// extreme points (indices into `oriented`).
fn perpendicular_distance(point: &[f64], extremes: &[usize], oriented: &[Vec<f64>]) -> f64 {
let m = point.len();
if extremes.len() < m {
// Degenerate: just return the L2 norm relative to first extreme.
if let Some(&e0) = extremes.first() {
return point
.iter()
.zip(oriented[e0].iter())
.map(|(a, b)| (a - b).powi(2))
.sum::<f64>()
.sqrt();
}
return 0.0;
}
// Hyperplane: a · x = b, where a = (1, 1, …, 1) for the canonical
// simplex through extremes — works well when objectives are
// approximately on a simplex.
let a: Vec<f64> = vec![1.0; m];
let b: f64 = oriented[extremes[0]].iter().sum();
let dot: f64 = point.iter().zip(a.iter()).map(|(x, y)| x * y).sum();
let norm: f64 = a.iter().map(|y| y * y).sum::<f64>().sqrt().max(1e-12);
(dot - b).abs() / norm
}
#[cfg(test)]
mod tests {
use super::*;
use crate::operators::{
CompositeVariation, PolynomialMutation, RealBounds, SimulatedBinaryCrossover,
};
use crate::tests_support::SchafferN1;
fn make_optimizer(
seed: u64,
) -> Knea<RealBounds, CompositeVariation<SimulatedBinaryCrossover, PolynomialMutation>> {
let bounds = vec![(-5.0, 5.0)];
let initializer = RealBounds::new(bounds.clone());
let variation = CompositeVariation {
crossover: SimulatedBinaryCrossover::new(bounds.clone(), 15.0, 0.5),
mutation: PolynomialMutation::new(bounds, 20.0, 1.0),
};
Knea::new(
KneaConfig {
population_size: 20,
generations: 15,
seed,
},
initializer,
variation,
)
}
#[test]
fn produces_pareto_front() {
let mut opt = make_optimizer(1);
let r = opt.run(&SchafferN1);
assert!(!r.pareto_front.is_empty());
}
#[test]
fn deterministic_with_same_seed() {
let mut a = make_optimizer(99);
let mut b = make_optimizer(99);
let ra = a.run(&SchafferN1);
let rb = b.run(&SchafferN1);
let oa: Vec<Vec<f64>> = ra
.pareto_front
.iter()
.map(|c| c.evaluation.objectives.clone())
.collect();
let ob: Vec<Vec<f64>> = rb
.pareto_front
.iter()
.map(|c| c.evaluation.objectives.clone())
.collect();
assert_eq!(oa, ob);
}
}
+52
View File
@@ -1,18 +1,70 @@
//! Built-in reference optimizers.
pub mod age_moea;
pub mod ant_colony_tsp;
pub mod bayesian_opt;
pub mod cma_es;
pub mod differential_evolution;
pub mod epsilon_moea;
pub mod genetic_algorithm;
pub mod grea;
pub mod hill_climber;
pub mod hype;
pub mod hyperband;
pub mod ibea;
pub mod ipop_cma_es;
pub mod knea;
pub mod moead;
pub mod mopso;
pub mod nelder_mead;
pub mod nsga2;
pub mod nsga3;
pub mod one_plus_one_es;
pub mod paes;
pub(crate) mod parallel_eval;
pub mod particle_swarm;
pub mod pesa2;
pub mod random_search;
pub mod rvea;
pub mod simulated_annealing;
pub mod sms_emoa;
pub mod snes;
pub mod spea2;
pub mod tabu_search;
pub mod tlbo;
pub mod tpe;
pub mod umda;
pub use age_moea::*;
pub use ant_colony_tsp::*;
pub use bayesian_opt::*;
pub use cma_es::*;
pub use differential_evolution::*;
pub use epsilon_moea::*;
pub use genetic_algorithm::*;
pub use grea::*;
pub use hill_climber::*;
pub use hype::*;
pub use hyperband::*;
pub use ibea::*;
pub use ipop_cma_es::*;
pub use knea::*;
pub use moead::*;
pub use mopso::*;
pub use nelder_mead::*;
pub use nsga2::*;
pub use nsga3::*;
pub use one_plus_one_es::*;
pub use paes::*;
pub use particle_swarm::*;
pub use pesa2::*;
pub use random_search::*;
pub use rvea::*;
pub use simulated_annealing::*;
pub use sms_emoa::*;
pub use snes::*;
pub use spea2::*;
pub use tabu_search::*;
pub use tlbo::*;
pub use tpe::*;
pub use umda::*;
+61 -12
View File
@@ -39,6 +39,45 @@ impl Default for MoeadConfig {
}
/// MOEA/D optimizer using the Tchebycheff scalarizing function.
///
/// Decomposes the multi-objective problem into many single-objective
/// scalarizations along DasDennis weight vectors and solves them
/// in parallel with neighborhood-based mating. Very fast per generation;
/// scales naturally to many objectives.
///
/// # Example
///
/// ```
/// use heuropt::prelude::*;
///
/// struct Schaffer;
/// impl Problem for Schaffer {
/// type Decision = Vec<f64>;
/// fn objectives(&self) -> ObjectiveSpace {
/// ObjectiveSpace::new(vec![Objective::minimize("f1"), Objective::minimize("f2")])
/// }
/// fn evaluate(&self, x: &Vec<f64>) -> Evaluation {
/// Evaluation::new(vec![x[0] * x[0], (x[0] - 2.0).powi(2)])
/// }
/// }
///
/// let bounds = vec![(-5.0_f64, 5.0_f64)];
/// let mut opt = Moead::new(
/// MoeadConfig {
/// generations: 30,
/// reference_divisions: 19, // 20 weights for 2 objectives
/// neighborhood_size: 5,
/// seed: 42,
/// },
/// RealBounds::new(bounds.clone()),
/// CompositeVariation {
/// crossover: SimulatedBinaryCrossover::new(bounds.clone(), 15.0, 0.5),
/// mutation: PolynomialMutation::new(bounds, 20.0, 1.0),
/// },
/// );
/// let r = opt.run(&Schaffer);
/// assert!(!r.pareto_front.is_empty());
/// ```
#[derive(Debug, Clone)]
pub struct Moead<I, V> {
/// Algorithm configuration.
@@ -52,7 +91,11 @@ pub struct Moead<I, V> {
impl<I, V> Moead<I, V> {
/// Construct a `Moead` optimizer.
pub fn new(config: MoeadConfig, initializer: I, variation: V) -> Self {
Self { config, initializer, variation }
Self {
config,
initializer,
variation,
}
}
}
@@ -119,7 +162,8 @@ where
.collect();
for _ in 0..self.config.generations {
#[allow(clippy::needless_range_loop)] // Body indexes both `neighborhoods[i]` and `population[j]` via `nbh`.
#[allow(clippy::needless_range_loop)]
// Body indexes both `neighborhoods[i]` and `population[j]` via `nbh`.
for i in 0..n {
// Pick two distinct parents from the neighborhood.
let nbh = &neighborhoods[i];
@@ -128,10 +172,15 @@ where
while p2 == p1 && nbh.len() > 1 {
p2 = *nbh.choose(&mut rng).unwrap();
}
let parents =
vec![population[p1].decision.clone(), population[p2].decision.clone()];
let parents = vec![
population[p1].decision.clone(),
population[p2].decision.clone(),
];
let children = self.variation.vary(&parents, &mut rng);
assert!(!children.is_empty(), "MOEA/D variation returned no children");
assert!(
!children.is_empty(),
"MOEA/D variation returned no children"
);
let child_decision = children.into_iter().next().unwrap();
let child_eval = problem.evaluate(&child_decision);
evaluations += 1;
@@ -152,8 +201,7 @@ where
let g_cur = tchebycheff(&cur_oriented, &weights[j], &ideal);
let g_new = tchebycheff(&oriented_child, &weights[j], &ideal);
if g_new <= g_cur {
population[j] =
Candidate::new(child_decision.clone(), child_eval.clone());
population[j] = Candidate::new(child_decision.clone(), child_eval.clone());
}
}
}
@@ -188,7 +236,11 @@ fn tchebycheff(oriented_objectives: &[f64], weight: &[f64], ideal: &[f64]) -> f6
}
fn weight_distance(a: &[f64], b: &[f64]) -> f64 {
a.iter().zip(b.iter()).map(|(x, y)| (x - y).powi(2)).sum::<f64>().sqrt()
a.iter()
.zip(b.iter())
.map(|(x, y)| (x - y).powi(2))
.sum::<f64>()
.sqrt()
}
#[cfg(test)]
@@ -201,10 +253,7 @@ mod tests {
fn make_optimizer(
seed: u64,
) -> Moead<
RealBounds,
CompositeVariation<SimulatedBinaryCrossover, PolynomialMutation>,
> {
) -> Moead<RealBounds, CompositeVariation<SimulatedBinaryCrossover, PolynomialMutation>> {
let bounds = vec![(-5.0, 5.0)];
let initializer = RealBounds::new(bounds.clone());
let variation = CompositeVariation {
+267
View File
@@ -0,0 +1,267 @@
//! `Mopso` — Coello, Pulido & Lechuga 2004 Multi-Objective Particle Swarm.
use rand::Rng as _;
use rand::seq::IndexedRandom;
use crate::algorithms::parallel_eval::evaluate_batch;
use crate::core::population::Population;
use crate::core::problem::Problem;
use crate::core::result::OptimizationResult;
use crate::core::rng::rng_from_seed;
use crate::operators::real::RealBounds;
use crate::pareto::archive::ParetoArchive;
use crate::pareto::dominance::{Dominance, pareto_compare};
use crate::pareto::front::{best_candidate, pareto_front};
use crate::traits::Optimizer;
/// Configuration for [`Mopso`].
#[derive(Debug, Clone)]
pub struct MopsoConfig {
/// Number of particles in the swarm.
pub swarm_size: usize,
/// Number of generations.
pub generations: usize,
/// External Pareto archive size cap (simple-tail truncation).
pub archive_size: usize,
/// Inertia weight `w`.
pub inertia: f64,
/// Cognitive coefficient `c_1` (toward personal best).
pub cognitive: f64,
/// Social coefficient `c_2` (toward archive leader).
pub social: f64,
/// Seed for the deterministic RNG.
pub seed: u64,
}
impl Default for MopsoConfig {
fn default() -> Self {
Self {
swarm_size: 40,
generations: 200,
archive_size: 100,
inertia: 0.7,
cognitive: 1.5,
social: 1.5,
seed: 42,
}
}
}
/// Multi-objective particle swarm with an external Pareto archive.
///
/// `Vec<f64>` decisions only. Each particle maintains a personal best (the
/// last position that was Pareto-non-dominated by any later position). The
/// social leader is sampled uniformly from the external archive each step.
///
/// # Example
///
/// ```
/// use heuropt::prelude::*;
///
/// struct Schaffer;
/// impl Problem for Schaffer {
/// type Decision = Vec<f64>;
/// fn objectives(&self) -> ObjectiveSpace {
/// ObjectiveSpace::new(vec![Objective::minimize("f1"), Objective::minimize("f2")])
/// }
/// fn evaluate(&self, x: &Vec<f64>) -> Evaluation {
/// Evaluation::new(vec![x[0] * x[0], (x[0] - 2.0).powi(2)])
/// }
/// }
///
/// let mut opt = Mopso::new(
/// MopsoConfig {
/// swarm_size: 30,
/// generations: 50,
/// archive_size: 30,
/// inertia: 0.4,
/// cognitive: 1.5,
/// social: 1.5,
/// seed: 42,
/// },
/// RealBounds::new(vec![(-5.0, 5.0)]),
/// );
/// let r = opt.run(&Schaffer);
/// assert!(!r.pareto_front.is_empty());
/// ```
#[derive(Debug, Clone)]
pub struct Mopso {
/// Algorithm configuration.
pub config: MopsoConfig,
/// Per-variable bounds — used both to seed the swarm and to clamp positions.
pub bounds: RealBounds,
}
impl Mopso {
/// Construct a `Mopso`.
pub fn new(config: MopsoConfig, bounds: RealBounds) -> Self {
Self { config, bounds }
}
}
impl<P> Optimizer<P> for Mopso
where
P: Problem<Decision = Vec<f64>> + Sync,
{
fn run(&mut self, problem: &P) -> OptimizationResult<P::Decision> {
assert!(self.config.swarm_size >= 1, "Mopso swarm_size must be >= 1");
assert!(
self.config.archive_size >= 1,
"Mopso archive_size must be >= 1"
);
let objectives = problem.objectives();
assert!(
objectives.is_multi_objective(),
"Mopso requires multi-objective problems (use ParticleSwarm for single-objective)",
);
let dim = self.bounds.bounds.len();
let n = self.config.swarm_size;
let mut rng = rng_from_seed(self.config.seed);
let mut positions: Vec<Vec<f64>> = {
use crate::traits::Initializer as _;
self.bounds.initialize(n, &mut rng)
};
let mut velocities: Vec<Vec<f64>> = (0..n)
.map(|_| {
self.bounds
.bounds
.iter()
.map(|&(lo, hi)| 0.1 * (hi - lo) * (rng.random::<f64>() * 2.0 - 1.0))
.collect()
})
.collect();
let v_max: Vec<f64> = self.bounds.bounds.iter().map(|&(lo, hi)| hi - lo).collect();
let initial_pop = evaluate_batch(problem, positions.clone());
let mut evaluations = initial_pop.len();
// Personal bests start at initial positions.
let mut pbest_decisions: Vec<Vec<f64>> = positions.clone();
let mut pbest_evals: Vec<crate::core::evaluation::Evaluation> =
initial_pop.iter().map(|c| c.evaluation.clone()).collect();
// External archive seeded with the non-dominated subset.
let mut archive = ParetoArchive::new(objectives.clone());
for c in initial_pop {
archive.insert(c);
}
archive.truncate(self.config.archive_size);
for _ in 0..self.config.generations {
// --- Phase 1: serial position/velocity updates (uses RNG) ---
for i in 0..n {
let leader = archive
.members()
.choose(&mut rng)
.map(|c| c.decision.clone())
.unwrap_or_else(|| positions[i].clone());
#[allow(clippy::needless_range_loop)] // body indexes velocities/positions/bounds.
for j in 0..dim {
let r1: f64 = rng.random();
let r2: f64 = rng.random();
let cognitive_term =
self.config.cognitive * r1 * (pbest_decisions[i][j] - positions[i][j]);
let social_term = self.config.social * r2 * (leader[j] - positions[i][j]);
let mut v =
self.config.inertia * velocities[i][j] + cognitive_term + social_term;
if v > v_max[j] {
v = v_max[j];
} else if v < -v_max[j] {
v = -v_max[j];
}
velocities[i][j] = v;
let (lo, hi) = self.bounds.bounds[j];
positions[i][j] = (positions[i][j] + v).clamp(lo, hi);
}
}
// --- Phase 2: parallel-friendly batch evaluation ---
let evaluated = evaluate_batch(problem, positions.clone());
evaluations += evaluated.len();
// --- Phase 3: serial pbest + archive updates ---
for (i, cand) in evaluated.iter().enumerate() {
let dominance = pareto_compare(&cand.evaluation, &pbest_evals[i], &objectives);
let replace = match dominance {
Dominance::Dominates => true,
Dominance::DominatedBy => false,
Dominance::Equal | Dominance::NonDominated => rng.random_bool(0.5),
};
if replace {
pbest_decisions[i] = cand.decision.clone();
pbest_evals[i] = cand.evaluation.clone();
}
}
for c in evaluated {
archive.insert(c);
}
archive.truncate(self.config.archive_size);
}
let members = archive.into_vec();
let front = pareto_front(&members, &objectives);
let best = best_candidate(&members, &objectives);
OptimizationResult::new(
Population::new(members),
front,
best,
evaluations,
self.config.generations,
)
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::tests_support::{SchafferN1, Sphere1D};
fn make_optimizer(seed: u64) -> Mopso {
Mopso::new(
MopsoConfig {
swarm_size: 30,
generations: 30,
archive_size: 30,
inertia: 0.7,
cognitive: 1.5,
social: 1.5,
seed,
},
RealBounds::new(vec![(-5.0, 5.0)]),
)
}
#[test]
fn produces_pareto_front() {
let mut opt = make_optimizer(1);
let r = opt.run(&SchafferN1);
assert!(!r.pareto_front.is_empty());
}
#[test]
fn deterministic_with_same_seed() {
let mut a = make_optimizer(99);
let mut b = make_optimizer(99);
let ra = a.run(&SchafferN1);
let rb = b.run(&SchafferN1);
let oa: Vec<Vec<f64>> = ra
.pareto_front
.iter()
.map(|c| c.evaluation.objectives.clone())
.collect();
let ob: Vec<Vec<f64>> = rb
.pareto_front
.iter()
.map(|c| c.evaluation.objectives.clone())
.collect();
assert_eq!(oa, ob);
}
#[test]
#[should_panic(expected = "multi-objective")]
fn single_objective_panics() {
let mut opt = make_optimizer(0);
let _ = opt.run(&Sphere1D);
}
}
+390
View File
@@ -0,0 +1,390 @@
//! `NelderMead` — Nelder & Mead 1965 simplex direct-search optimizer.
use crate::core::candidate::Candidate;
use crate::core::evaluation::Evaluation;
use crate::core::objective::Direction;
use crate::core::population::Population;
use crate::core::problem::Problem;
use crate::core::result::OptimizationResult;
use crate::operators::real::RealBounds;
use crate::traits::Optimizer;
/// Configuration for [`NelderMead`].
#[derive(Debug, Clone)]
pub struct NelderMeadConfig {
/// Number of iterations.
pub iterations: usize,
/// Reflection coefficient `α` (canonical 1.0).
pub reflection: f64,
/// Expansion coefficient `γ` (canonical 2.0).
pub expansion: f64,
/// Contraction coefficient `ρ` (canonical 0.5).
pub contraction: f64,
/// Shrinkage coefficient `σ` (canonical 0.5).
pub shrinkage: f64,
/// Initial simplex edge length (added to each axis from the start point).
pub initial_step: f64,
}
impl Default for NelderMeadConfig {
fn default() -> Self {
Self {
iterations: 1_000,
reflection: 1.0,
expansion: 2.0,
contraction: 0.5,
shrinkage: 0.5,
initial_step: 0.5,
}
}
}
/// Classical Nelder-Mead simplex method.
///
/// Maintains a simplex of `n+1` vertices in `n`-D, replacing the worst
/// vertex each iteration via reflection / expansion / contraction /
/// shrinkage relative to the centroid of the rest.
///
/// `Vec<f64>` decisions only. Single-objective only. Initial simplex is
/// built around the midpoint of the configured bounds; every new vertex
/// is clamped to those bounds.
///
/// # Example
///
/// ```
/// use heuropt::prelude::*;
///
/// struct Sphere;
/// impl Problem for Sphere {
/// type Decision = Vec<f64>;
/// fn objectives(&self) -> ObjectiveSpace {
/// ObjectiveSpace::new(vec![Objective::minimize("f")])
/// }
/// fn evaluate(&self, x: &Vec<f64>) -> Evaluation {
/// Evaluation::new(vec![x.iter().map(|v| v * v).sum::<f64>()])
/// }
/// }
///
/// let mut opt = NelderMead::new(
/// NelderMeadConfig {
/// iterations: 200,
/// reflection: 1.0,
/// expansion: 2.0,
/// contraction: 0.5,
/// shrinkage: 0.5,
/// initial_step: 1.0,
/// },
/// RealBounds::new(vec![(-5.0, 5.0); 3]),
/// );
/// let r = opt.run(&Sphere);
/// // Nelder-Mead reaches machine precision on Sphere.
/// assert!(r.best.unwrap().evaluation.objectives[0] < 1e-10);
/// ```
#[derive(Debug, Clone)]
pub struct NelderMead {
/// Algorithm configuration.
pub config: NelderMeadConfig,
/// Per-variable bounds — used to seed the simplex midpoint and to clamp
/// every reflected/expanded vertex.
pub bounds: RealBounds,
}
impl NelderMead {
/// Construct a `NelderMead`.
pub fn new(config: NelderMeadConfig, bounds: RealBounds) -> Self {
Self { config, bounds }
}
}
impl<P> Optimizer<P> for NelderMead
where
P: Problem<Decision = Vec<f64>> + Sync,
{
fn run(&mut self, problem: &P) -> OptimizationResult<P::Decision> {
assert!(
self.config.reflection > 0.0,
"NelderMead reflection must be > 0"
);
assert!(
self.config.expansion > 1.0,
"NelderMead expansion must be > 1",
);
assert!(
self.config.contraction > 0.0 && self.config.contraction < 1.0,
"NelderMead contraction must be in (0, 1)",
);
assert!(
self.config.shrinkage > 0.0 && self.config.shrinkage < 1.0,
"NelderMead shrinkage must be in (0, 1)",
);
assert!(
self.config.initial_step > 0.0,
"NelderMead initial_step must be > 0",
);
let objectives = problem.objectives();
assert!(
objectives.is_single_objective(),
"NelderMead requires exactly one objective",
);
let direction = objectives.objectives[0].direction;
let n = self.bounds.bounds.len();
// Seed the simplex: start at the bounds midpoint, then build n
// additional vertices by stepping `initial_step` along each axis.
let mut vertices: Vec<Vec<f64>> = Vec::with_capacity(n + 1);
let start: Vec<f64> = self
.bounds
.bounds
.iter()
.map(|&(lo, hi)| 0.5 * (lo + hi))
.collect();
vertices.push(start.clone());
for j in 0..n {
let mut v = start.clone();
let (lo, hi) = self.bounds.bounds[j];
let step = self.config.initial_step.min(0.5 * (hi - lo));
v[j] = (v[j] + step).clamp(lo, hi);
vertices.push(v);
}
let mut evals: Vec<Evaluation> = vertices.iter().map(|v| problem.evaluate(v)).collect();
let mut evaluations = evals.len();
for _ in 0..self.config.iterations {
// Sort vertices best → worst.
let mut order: Vec<usize> = (0..vertices.len()).collect();
order.sort_by(|&a, &b| compare(&evals[a], &evals[b], direction));
let best_idx = order[0];
let worst_idx = order[order.len() - 1];
let second_worst_idx = order[order.len() - 2];
// Centroid of all vertices except the worst.
let mut centroid = vec![0.0_f64; n];
for &idx in &order[..order.len() - 1] {
for j in 0..n {
centroid[j] += vertices[idx][j];
}
}
for c in centroid.iter_mut() {
*c /= (order.len() - 1) as f64;
}
// Reflection.
let reflected = self.reflect(&centroid, &vertices[worst_idx], self.config.reflection);
let r_eval = problem.evaluate(&reflected);
evaluations += 1;
if better(&r_eval, &evals[best_idx], direction) {
// Reflection beat the best — try expansion.
let expanded = self.reflect(&centroid, &vertices[worst_idx], self.config.expansion);
let e_eval = problem.evaluate(&expanded);
evaluations += 1;
if better(&e_eval, &r_eval, direction) {
vertices[worst_idx] = expanded;
evals[worst_idx] = e_eval;
} else {
vertices[worst_idx] = reflected;
evals[worst_idx] = r_eval;
}
} else if better(&r_eval, &evals[second_worst_idx], direction) {
// Reflection at least beat the second-worst — accept.
vertices[worst_idx] = reflected;
evals[worst_idx] = r_eval;
} else {
// Reflection didn't help — try contraction.
let contraction_target = if better(&r_eval, &evals[worst_idx], direction) {
// Outside contraction (between centroid and reflected).
self.contract(&centroid, &reflected, self.config.contraction)
} else {
// Inside contraction (between centroid and worst).
self.contract(&centroid, &vertices[worst_idx], self.config.contraction)
};
let c_eval = problem.evaluate(&contraction_target);
evaluations += 1;
if better(&c_eval, &evals[worst_idx], direction) {
vertices[worst_idx] = contraction_target;
evals[worst_idx] = c_eval;
} else {
// Shrink: move every non-best vertex toward the best.
let best_pt = vertices[best_idx].clone();
for &idx in &order {
if idx == best_idx {
continue;
}
#[allow(clippy::needless_range_loop)]
// body indexes both vertices and best_pt.
for j in 0..n {
vertices[idx][j] = best_pt[j]
+ self.config.shrinkage * (vertices[idx][j] - best_pt[j]);
}
// Clamp to bounds.
for (j, x) in vertices[idx].iter_mut().enumerate() {
let (lo, hi) = self.bounds.bounds[j];
*x = x.clamp(lo, hi);
}
evals[idx] = problem.evaluate(&vertices[idx]);
evaluations += 1;
}
}
}
}
// Find the best vertex.
let mut best_idx = 0;
for i in 1..vertices.len() {
if better(&evals[i], &evals[best_idx], direction) {
best_idx = i;
}
}
let best = Candidate::new(vertices[best_idx].clone(), evals[best_idx].clone());
let population = Population::new(vec![best.clone()]);
let front = vec![best.clone()];
OptimizationResult::new(
population,
front,
Some(best),
evaluations,
self.config.iterations,
)
}
}
impl NelderMead {
fn reflect(&self, centroid: &[f64], worst: &[f64], coefficient: f64) -> Vec<f64> {
let n = centroid.len();
let mut out = Vec::with_capacity(n);
for j in 0..n {
let v = centroid[j] + coefficient * (centroid[j] - worst[j]);
let (lo, hi) = self.bounds.bounds[j];
out.push(v.clamp(lo, hi));
}
out
}
fn contract(&self, centroid: &[f64], target: &[f64], coefficient: f64) -> Vec<f64> {
let n = centroid.len();
let mut out = Vec::with_capacity(n);
for j in 0..n {
let v = centroid[j] + coefficient * (target[j] - centroid[j]);
let (lo, hi) = self.bounds.bounds[j];
out.push(v.clamp(lo, hi));
}
out
}
}
fn compare(a: &Evaluation, b: &Evaluation, direction: Direction) -> std::cmp::Ordering {
match (a.is_feasible(), b.is_feasible()) {
(true, false) => std::cmp::Ordering::Less,
(false, true) => std::cmp::Ordering::Greater,
(false, false) => a
.constraint_violation
.partial_cmp(&b.constraint_violation)
.unwrap_or(std::cmp::Ordering::Equal),
(true, true) => match direction {
Direction::Minimize => a.objectives[0]
.partial_cmp(&b.objectives[0])
.unwrap_or(std::cmp::Ordering::Equal),
Direction::Maximize => b.objectives[0]
.partial_cmp(&a.objectives[0])
.unwrap_or(std::cmp::Ordering::Equal),
},
}
}
fn better(a: &Evaluation, b: &Evaluation, direction: Direction) -> bool {
compare(a, b, direction) == std::cmp::Ordering::Less
}
#[cfg(test)]
mod tests {
use super::*;
use crate::core::evaluation::Evaluation;
use crate::core::objective::{Objective, ObjectiveSpace};
use crate::tests_support::{SchafferN1, Sphere1D};
/// 2-D Rosenbrock for shape exercise.
struct Rosenbrock2D;
impl Problem for Rosenbrock2D {
type Decision = Vec<f64>;
fn objectives(&self) -> ObjectiveSpace {
ObjectiveSpace::new(vec![Objective::minimize("f")])
}
fn evaluate(&self, x: &Vec<f64>) -> Evaluation {
let a = 1.0 - x[0];
let b = x[1] - x[0] * x[0];
Evaluation::new(vec![a * a + 100.0 * b * b])
}
}
#[test]
fn finds_minimum_of_sphere() {
let mut opt = NelderMead::new(
NelderMeadConfig {
iterations: 200,
..NelderMeadConfig::default()
},
RealBounds::new(vec![(-5.0, 5.0)]),
);
let r = opt.run(&Sphere1D);
let best = r.best.unwrap();
assert!(
best.evaluation.objectives[0] < 1e-8,
"got f = {}",
best.evaluation.objectives[0],
);
}
#[test]
fn finds_minimum_of_2d_rosenbrock() {
let mut opt = NelderMead::new(
NelderMeadConfig {
iterations: 500,
initial_step: 0.5,
..NelderMeadConfig::default()
},
RealBounds::new(vec![(-2.0, 2.0); 2]),
);
let r = opt.run(&Rosenbrock2D);
let best = r.best.unwrap();
assert!(
best.evaluation.objectives[0] < 1e-3,
"got f = {}",
best.evaluation.objectives[0],
);
}
#[test]
fn deterministic_no_rng() {
// Nelder-Mead is purely deterministic — same bounds + same iters
// → same result, no seed needed.
let make = || {
NelderMead::new(
NelderMeadConfig {
iterations: 100,
..NelderMeadConfig::default()
},
RealBounds::new(vec![(-5.0, 5.0)]),
)
};
let mut a = make();
let mut b = make();
let ra = a.run(&Sphere1D);
let rb = b.run(&Sphere1D);
assert_eq!(
ra.best.unwrap().evaluation.objectives,
rb.best.unwrap().evaluation.objectives,
);
}
#[test]
#[should_panic(expected = "exactly one objective")]
fn multi_objective_panics() {
let mut opt = NelderMead::new(
NelderMeadConfig::default(),
RealBounds::new(vec![(-5.0, 5.0)]),
);
let _ = opt.run(&SchafferN1);
}
}
+160 -28
View File
@@ -26,11 +26,52 @@ pub struct Nsga2Config {
impl Default for Nsga2Config {
fn default() -> Self {
Self { population_size: 100, generations: 250, seed: 42 }
Self {
population_size: 100,
generations: 250,
seed: 42,
}
}
}
/// NSGA-II optimizer (spec §12.3).
///
/// The canonical Pareto-based EA: combines non-dominated sorting with
/// crowding-distance secondary ranking. A strong default for 2- or
/// 3-objective problems.
///
/// # Example
///
/// ```
/// use heuropt::prelude::*;
///
/// struct Schaffer;
/// impl Problem for Schaffer {
/// type Decision = Vec<f64>;
/// fn objectives(&self) -> ObjectiveSpace {
/// ObjectiveSpace::new(vec![
/// Objective::minimize("f1"),
/// Objective::minimize("f2"),
/// ])
/// }
/// fn evaluate(&self, x: &Vec<f64>) -> Evaluation {
/// Evaluation::new(vec![x[0] * x[0], (x[0] - 2.0).powi(2)])
/// }
/// }
///
/// let bounds = vec![(-5.0_f64, 5.0_f64)];
/// let mut opt = Nsga2::new(
/// Nsga2Config { population_size: 30, generations: 20, seed: 42 },
/// RealBounds::new(bounds.clone()),
/// CompositeVariation {
/// crossover: SimulatedBinaryCrossover::new(bounds.clone(), 15.0, 0.5),
/// mutation: PolynomialMutation::new(bounds, 20.0, 1.0),
/// },
/// );
/// let r = opt.run(&Schaffer);
/// assert_eq!(r.population.len(), 30);
/// assert!(!r.pareto_front.is_empty());
/// ```
#[derive(Debug, Clone)]
pub struct Nsga2<I, V> {
/// Algorithm configuration.
@@ -44,7 +85,11 @@ pub struct Nsga2<I, V> {
impl<I, V> Nsga2<I, V> {
/// Construct an `Nsga2` optimizer.
pub fn new(config: Nsga2Config, initializer: I, variation: V) -> Self {
Self { config, initializer, variation }
Self {
config,
initializer,
variation,
}
}
}
@@ -63,6 +108,16 @@ where
V: Variation<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;
assert!(
self.config.population_size > 0,
"Nsga2 population_size must be greater than 0",
@@ -70,6 +125,7 @@ where
let n = self.config.population_size;
let objectives = problem.objectives();
let mut rng = rng_from_seed(self.config.seed);
let started = std::time::Instant::now();
// Initial population.
let initial_decisions = self.initializer.initialize(n, &mut rng);
@@ -78,15 +134,34 @@ where
n,
"NSGA-II initializer must return exactly population_size decisions",
);
let population: Vec<Candidate<P::Decision>> =
evaluate_batch(problem, initial_decisions);
let population: Vec<Candidate<P::Decision>> = evaluate_batch(problem, initial_decisions);
let mut evaluations = population.len();
// Annotate the starting population with rank and crowding so the first
// round of tournament selection has data to compare on.
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();
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,
};
if let ControlFlow::Break(()) = observer.observe(&snap) {
return finalize_nsga2(annotated, &objectives, evaluations, completed_generations);
}
drop(pop_view);
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 {
@@ -130,7 +205,9 @@ where
let dist = crowding_distance(&combined, front, &objectives);
let mut order: Vec<usize> = (0..front.len()).collect();
order.sort_by(|&a, &b| {
dist[b].partial_cmp(&dist[a]).unwrap_or(std::cmp::Ordering::Equal)
dist[b]
.partial_cmp(&dist[a])
.unwrap_or(std::cmp::Ordering::Equal)
});
let needed = n - next.len();
for &k in order.iter().take(needed) {
@@ -143,23 +220,48 @@ where
}
}
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);
OptimizationResult::new(
Population::new(final_pop),
front,
best,
evaluations,
self.config.generations,
)
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,
generations,
)
}
fn annotate<D: Clone>(
population: Vec<Candidate<D>>,
objectives: &crate::core::objective::ObjectiveSpace,
@@ -178,7 +280,11 @@ fn annotate<D: Clone>(
population
.into_iter()
.enumerate()
.map(|(i, c)| Nsga2Entry { candidate: c, rank: rank[i], crowding_distance: dist[i] })
.map(|(i, c)| Nsga2Entry {
candidate: c,
rank: rank[i],
crowding_distance: dist[i],
})
.collect()
}
@@ -212,7 +318,11 @@ mod tests {
#[test]
fn final_population_has_expected_size() {
let mut opt = Nsga2::new(
Nsga2Config { population_size: 20, generations: 5, seed: 1 },
Nsga2Config {
population_size: 20,
generations: 5,
seed: 1,
},
RealBounds::new(vec![(-5.0, 5.0)]),
GaussianMutation { sigma: 0.3 },
);
@@ -224,7 +334,11 @@ mod tests {
#[test]
fn evaluation_count_at_least_initial_population() {
let mut opt = Nsga2::new(
Nsga2Config { population_size: 16, generations: 3, seed: 2 },
Nsga2Config {
population_size: 16,
generations: 3,
seed: 2,
},
RealBounds::new(vec![(-5.0, 5.0)]),
GaussianMutation { sigma: 0.3 },
);
@@ -236,21 +350,35 @@ mod tests {
#[test]
fn deterministic_with_same_seed() {
let mut a = Nsga2::new(
Nsga2Config { population_size: 16, generations: 5, seed: 99 },
Nsga2Config {
population_size: 16,
generations: 5,
seed: 99,
},
RealBounds::new(vec![(-5.0, 5.0)]),
GaussianMutation { sigma: 0.2 },
);
let mut b = Nsga2::new(
Nsga2Config { population_size: 16, generations: 5, seed: 99 },
Nsga2Config {
population_size: 16,
generations: 5,
seed: 99,
},
RealBounds::new(vec![(-5.0, 5.0)]),
GaussianMutation { sigma: 0.2 },
);
let ra = a.run(&SchafferN1);
let rb = b.run(&SchafferN1);
let oa: Vec<Vec<f64>> =
ra.pareto_front.iter().map(|c| c.evaluation.objectives.clone()).collect();
let ob: Vec<Vec<f64>> =
rb.pareto_front.iter().map(|c| c.evaluation.objectives.clone()).collect();
let oa: Vec<Vec<f64>> = ra
.pareto_front
.iter()
.map(|c| c.evaluation.objectives.clone())
.collect();
let ob: Vec<Vec<f64>> = rb
.pareto_front
.iter()
.map(|c| c.evaluation.objectives.clone())
.collect();
assert_eq!(oa, ob);
}
@@ -258,7 +386,11 @@ mod tests {
#[should_panic(expected = "population_size must be greater than 0")]
fn zero_population_size_panics() {
let mut opt = Nsga2::new(
Nsga2Config { population_size: 0, generations: 1, seed: 0 },
Nsga2Config {
population_size: 0,
generations: 1,
seed: 0,
},
RealBounds::new(vec![(-1.0, 1.0)]),
GaussianMutation { sigma: 0.1 },
);
+64 -15
View File
@@ -43,6 +43,44 @@ impl Default for Nsga3Config {
}
/// NSGA-III optimizer.
///
/// NSGA-II's many-objective successor: replaces crowding distance with
/// reference-point niching over DasDennis points in the normalized
/// objective space. The canonical default for 4+ objectives.
///
/// # Example
///
/// ```
/// use heuropt::prelude::*;
///
/// struct Schaffer;
/// impl Problem for Schaffer {
/// type Decision = Vec<f64>;
/// fn objectives(&self) -> ObjectiveSpace {
/// ObjectiveSpace::new(vec![Objective::minimize("f1"), Objective::minimize("f2")])
/// }
/// fn evaluate(&self, x: &Vec<f64>) -> Evaluation {
/// Evaluation::new(vec![x[0] * x[0], (x[0] - 2.0).powi(2)])
/// }
/// }
///
/// let bounds = vec![(-5.0_f64, 5.0_f64)];
/// let mut opt = Nsga3::new(
/// Nsga3Config {
/// population_size: 30,
/// generations: 20,
/// reference_divisions: 12,
/// seed: 42,
/// },
/// RealBounds::new(bounds.clone()),
/// CompositeVariation {
/// crossover: SimulatedBinaryCrossover::new(bounds.clone(), 15.0, 0.5),
/// mutation: PolynomialMutation::new(bounds, 20.0, 1.0),
/// },
/// );
/// let r = opt.run(&Schaffer);
/// assert!(!r.pareto_front.is_empty());
/// ```
#[derive(Debug, Clone)]
pub struct Nsga3<I, V> {
/// Algorithm configuration.
@@ -56,7 +94,11 @@ pub struct Nsga3<I, V> {
impl<I, V> Nsga3<I, V> {
/// Construct an `Nsga3` optimizer.
pub fn new(config: Nsga3Config, initializer: I, variation: V) -> Self {
Self { config, initializer, variation }
Self {
config,
initializer,
variation,
}
}
}
@@ -99,8 +141,10 @@ where
while offspring_decisions.len() < n {
let p1 = rng.random_range(0..population.len());
let p2 = rng.random_range(0..population.len());
let parents =
vec![population[p1].decision.clone(), population[p2].decision.clone()];
let parents = vec![
population[p1].decision.clone(),
population[p2].decision.clone(),
];
let children = self.variation.vary(&parents, &mut rng);
assert!(
!children.is_empty(),
@@ -117,11 +161,11 @@ where
evaluations += offspring.len();
// --- Combine + survival selection ---
let mut combined: Vec<Candidate<P::Decision>> =
Vec::with_capacity(2 * n);
let mut combined: Vec<Candidate<P::Decision>> = Vec::with_capacity(2 * n);
combined.extend(population);
combined.extend(offspring);
population = environmental_selection(&combined, &objectives, &reference_points, n, &mut rng);
population =
environmental_selection(&combined, &objectives, &reference_points, n, &mut rng);
}
let front = pareto_front(&population, &objectives);
@@ -205,7 +249,9 @@ fn environmental_selection<D: Clone>(
let candidate_refs: Vec<usize> = (0..reference_points.len())
.filter(|&j| !available_in_fl[j].is_empty() && niche_count[j] == min_count)
.collect();
let &chosen_ref = candidate_refs.choose(rng).expect("non-empty by construction");
let &chosen_ref = candidate_refs
.choose(rng)
.expect("non-empty by construction");
let pool = &available_in_fl[chosen_ref];
let pick_local = if niche_count[chosen_ref] == 0 {
@@ -420,10 +466,7 @@ mod tests {
fn make_optimizer(
seed: u64,
) -> Nsga3<
RealBounds,
CompositeVariation<SimulatedBinaryCrossover, PolynomialMutation>,
> {
) -> Nsga3<RealBounds, CompositeVariation<SimulatedBinaryCrossover, PolynomialMutation>> {
let bounds = vec![(-5.0, 5.0)];
let initializer = RealBounds::new(bounds.clone());
let variation = CompositeVariation {
@@ -457,10 +500,16 @@ mod tests {
let mut b = make_optimizer(99);
let ra = a.run(&SchafferN1);
let rb = b.run(&SchafferN1);
let oa: Vec<Vec<f64>> =
ra.pareto_front.iter().map(|c| c.evaluation.objectives.clone()).collect();
let ob: Vec<Vec<f64>> =
rb.pareto_front.iter().map(|c| c.evaluation.objectives.clone()).collect();
let oa: Vec<Vec<f64>> = ra
.pareto_front
.iter()
.map(|c| c.evaluation.objectives.clone())
.collect();
let ob: Vec<Vec<f64>> = rb
.pareto_front
.iter()
.map(|c| c.evaluation.objectives.clone())
.collect();
assert_eq!(oa, ob);
}
+242
View File
@@ -0,0 +1,242 @@
//! `OnePlusOneEs` — the (1+1) evolution strategy with Rechenberg's
//! one-fifth success rule for σ adaptation.
use rand_distr::{Distribution, Normal};
use crate::core::candidate::Candidate;
use crate::core::evaluation::Evaluation;
use crate::core::objective::Direction;
use crate::core::population::Population;
use crate::core::problem::Problem;
use crate::core::result::OptimizationResult;
use crate::core::rng::rng_from_seed;
use crate::operators::real::RealBounds;
use crate::traits::Optimizer;
/// Configuration for [`OnePlusOneEs`].
#[derive(Debug, Clone)]
pub struct OnePlusOneEsConfig {
/// Number of mutation iterations.
pub iterations: usize,
/// Initial mutation step size (`σ_0`).
pub initial_sigma: f64,
/// Number of recent iterations the success-rate is computed over.
/// The classic value is 10·dim; 50 is a fine default for low-dim
/// problems.
pub adaptation_period: usize,
/// Step-size multiplier when the success rate exceeds 1/5. Reciprocal
/// is applied when the rate is below 1/5. Rechenberg's analytical
/// derivation gives ≈ `0.817^(-1/n)` for dim n; 1.22 is a popular
/// dimension-agnostic value.
pub step_increase: f64,
/// Seed for the deterministic RNG.
pub seed: u64,
}
impl Default for OnePlusOneEsConfig {
fn default() -> Self {
Self {
iterations: 5_000,
initial_sigma: 0.5,
adaptation_period: 50,
step_increase: 1.22,
seed: 42,
}
}
}
/// (1+1)-ES with the one-fifth rule: tiny, parameter-light continuous
/// optimizer. `Vec<f64>` decisions only; single-objective only.
///
/// # Example
///
/// ```
/// use heuropt::prelude::*;
///
/// struct Sphere;
/// impl Problem for Sphere {
/// type Decision = Vec<f64>;
/// fn objectives(&self) -> ObjectiveSpace {
/// ObjectiveSpace::new(vec![Objective::minimize("f")])
/// }
/// fn evaluate(&self, x: &Vec<f64>) -> Evaluation {
/// Evaluation::new(vec![x.iter().map(|v| v * v).sum::<f64>()])
/// }
/// }
///
/// let mut opt = OnePlusOneEs::new(
/// OnePlusOneEsConfig {
/// iterations: 1_000,
/// initial_sigma: 0.5,
/// adaptation_period: 50,
/// step_increase: 1.22,
/// seed: 42,
/// },
/// RealBounds::new(vec![(-5.0, 5.0); 3]),
/// );
/// let r = opt.run(&Sphere);
/// assert!(r.best.unwrap().evaluation.objectives[0] < 1e-3);
/// ```
#[derive(Debug, Clone)]
pub struct OnePlusOneEs {
/// Algorithm configuration.
pub config: OnePlusOneEsConfig,
/// Per-variable bounds — used to seed the parent at the box midpoint
/// and clamp every mutated child.
pub bounds: RealBounds,
}
impl OnePlusOneEs {
/// Construct a `OnePlusOneEs`.
pub fn new(config: OnePlusOneEsConfig, bounds: RealBounds) -> Self {
Self { config, bounds }
}
}
impl<P> Optimizer<P> for OnePlusOneEs
where
P: Problem<Decision = Vec<f64>> + Sync,
{
fn run(&mut self, problem: &P) -> OptimizationResult<P::Decision> {
assert!(
self.config.initial_sigma > 0.0,
"OnePlusOneEs initial_sigma must be > 0"
);
assert!(
self.config.step_increase > 1.0,
"OnePlusOneEs step_increase must be > 1",
);
assert!(
self.config.adaptation_period >= 1,
"OnePlusOneEs adaptation_period must be >= 1",
);
let objectives = problem.objectives();
assert!(
objectives.is_single_objective(),
"OnePlusOneEs requires exactly one objective",
);
let direction = objectives.objectives[0].direction;
let mut rng = rng_from_seed(self.config.seed);
// Seed parent at midpoint of bounds.
let mut parent: Vec<f64> = self
.bounds
.bounds
.iter()
.map(|&(lo, hi)| 0.5 * (lo + hi))
.collect();
let mut parent_eval = problem.evaluate(&parent);
let mut evaluations = 1usize;
let mut sigma = self.config.initial_sigma;
let mut window = std::collections::VecDeque::with_capacity(self.config.adaptation_period);
for _ in 0..self.config.iterations {
let normal = Normal::new(0.0, sigma).expect("Normal::new(0, sigma)");
let mut child = parent.clone();
for (j, x) in child.iter_mut().enumerate() {
let (lo, hi) = self.bounds.bounds[j];
*x = (*x + normal.sample(&mut rng)).clamp(lo, hi);
}
let child_eval = problem.evaluate(&child);
evaluations += 1;
// Accept if not strictly worse (so neutral moves are kept and
// can drive σ up when on a plateau).
let accepted = !worse_than(&child_eval, &parent_eval, direction);
if accepted {
parent = child;
parent_eval = child_eval;
}
// Update success window.
window.push_back(if accepted { 1u8 } else { 0u8 });
if window.len() > self.config.adaptation_period {
window.pop_front();
}
// Apply one-fifth rule once we have a full window.
if window.len() == self.config.adaptation_period {
let success_count: usize = window.iter().map(|&b| b as usize).sum();
let rate = success_count as f64 / window.len() as f64;
if rate > 0.2 {
sigma *= self.config.step_increase;
} else if rate < 0.2 {
sigma /= self.config.step_increase;
}
}
}
let best = Candidate::new(parent, parent_eval);
let population = Population::new(vec![best.clone()]);
let front = vec![best.clone()];
OptimizationResult::new(
population,
front,
Some(best),
evaluations,
self.config.iterations,
)
}
}
fn worse_than(a: &Evaluation, b: &Evaluation, direction: Direction) -> bool {
match (a.is_feasible(), b.is_feasible()) {
(false, true) => true,
(true, false) => false,
(false, false) => a.constraint_violation > b.constraint_violation,
(true, true) => match direction {
Direction::Minimize => a.objectives[0] > b.objectives[0],
Direction::Maximize => a.objectives[0] < b.objectives[0],
},
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::tests_support::{SchafferN1, Sphere1D};
fn make_optimizer(seed: u64) -> OnePlusOneEs {
OnePlusOneEs::new(
OnePlusOneEsConfig {
iterations: 2_000,
initial_sigma: 1.0,
adaptation_period: 30,
step_increase: 1.22,
seed,
},
RealBounds::new(vec![(-5.0, 5.0)]),
)
}
#[test]
fn finds_minimum_of_sphere() {
let mut opt = make_optimizer(1);
let r = opt.run(&Sphere1D);
let best = r.best.unwrap();
assert!(
best.evaluation.objectives[0] < 1e-6,
"got f = {}",
best.evaluation.objectives[0],
);
}
#[test]
fn deterministic_with_same_seed() {
let mut a = make_optimizer(99);
let mut b = make_optimizer(99);
let ra = a.run(&Sphere1D);
let rb = b.run(&Sphere1D);
assert_eq!(
ra.best.unwrap().evaluation.objectives,
rb.best.unwrap().evaluation.objectives,
);
}
#[test]
#[should_panic(expected = "exactly one objective")]
fn multi_objective_panics() {
let mut opt = make_optimizer(0);
let _ = opt.run(&SchafferN1);
}
}
+59 -11
View File
@@ -23,7 +23,11 @@ pub struct PaesConfig {
impl Default for PaesConfig {
fn default() -> Self {
Self { iterations: 1000, archive_size: 100, seed: 42 }
Self {
iterations: 1000,
archive_size: 100,
seed: 42,
}
}
}
@@ -32,6 +36,31 @@ impl Default for PaesConfig {
/// One current candidate, one mutation per iteration, one bounded archive.
/// Intentionally a readable baseline rather than a research-perfect PAES
/// (spec §12.2).
///
/// # Example
///
/// ```
/// use heuropt::prelude::*;
///
/// struct Schaffer;
/// impl Problem for Schaffer {
/// type Decision = Vec<f64>;
/// fn objectives(&self) -> ObjectiveSpace {
/// ObjectiveSpace::new(vec![Objective::minimize("f1"), Objective::minimize("f2")])
/// }
/// fn evaluate(&self, x: &Vec<f64>) -> Evaluation {
/// Evaluation::new(vec![x[0] * x[0], (x[0] - 2.0).powi(2)])
/// }
/// }
///
/// let mut opt = Paes::new(
/// PaesConfig { iterations: 200, archive_size: 30, seed: 42 },
/// RealBounds::new(vec![(-5.0, 5.0)]),
/// GaussianMutation { sigma: 0.3 },
/// );
/// let r = opt.run(&Schaffer);
/// assert!(!r.pareto_front.is_empty());
/// ```
#[derive(Debug, Clone)]
pub struct Paes<I, V> {
/// Algorithm configuration.
@@ -45,7 +74,11 @@ pub struct Paes<I, V> {
impl<I, V> Paes<I, V> {
/// Construct a `Paes` optimizer.
pub fn new(config: PaesConfig, initializer: I, variation: V) -> Self {
Self { config, initializer, variation }
Self {
config,
initializer,
variation,
}
}
}
@@ -74,15 +107,15 @@ where
let mut evaluations = 1usize;
let mut archive = ParetoArchive::new(objectives.clone());
archive.insert(Candidate::new(current_decision.clone(), current_eval.clone()));
archive.insert(Candidate::new(
current_decision.clone(),
current_eval.clone(),
));
for _ in 0..self.config.iterations {
let parents = vec![current_decision.clone()];
let children = self.variation.vary(&parents, &mut rng);
assert!(
!children.is_empty(),
"PAES variation returned no children",
);
assert!(!children.is_empty(), "PAES variation returned no children",);
let child_decision = children.into_iter().next().unwrap();
let child_eval = problem.evaluate(&child_decision);
evaluations += 1;
@@ -103,7 +136,10 @@ where
}
archive.insert(Candidate::new(child_decision, child_eval));
archive.insert(Candidate::new(current_decision.clone(), current_eval.clone()));
archive.insert(Candidate::new(
current_decision.clone(),
current_eval.clone(),
));
archive.truncate(self.config.archive_size);
}
@@ -129,7 +165,11 @@ mod tests {
#[test]
fn produces_at_least_one_candidate() {
let mut opt = Paes::new(
PaesConfig { iterations: 50, archive_size: 16, seed: 1 },
PaesConfig {
iterations: 50,
archive_size: 16,
seed: 1,
},
RealBounds::new(vec![(-5.0, 5.0)]),
GaussianMutation { sigma: 0.3 },
);
@@ -141,7 +181,11 @@ mod tests {
#[test]
fn archive_size_respected() {
let mut opt = Paes::new(
PaesConfig { iterations: 200, archive_size: 8, seed: 2 },
PaesConfig {
iterations: 200,
archive_size: 8,
seed: 2,
},
RealBounds::new(vec![(-5.0, 5.0)]),
GaussianMutation { sigma: 0.2 },
);
@@ -152,7 +196,11 @@ mod tests {
#[test]
fn single_objective_returns_best() {
let mut opt = Paes::new(
PaesConfig { iterations: 200, archive_size: 8, seed: 3 },
PaesConfig {
iterations: 200,
archive_size: 8,
seed: 3,
},
RealBounds::new(vec![(-2.0, 2.0)]),
GaussianMutation { sigma: 0.1 },
);
+286
View File
@@ -0,0 +1,286 @@
//! `ParticleSwarm` — Eberhart & Kennedy 1995 PSO for `Vec<f64>` decisions.
use rand::Rng as _;
use crate::algorithms::parallel_eval::evaluate_batch;
use crate::core::candidate::Candidate;
use crate::core::objective::Direction;
use crate::core::population::Population;
use crate::core::problem::Problem;
use crate::core::result::OptimizationResult;
use crate::core::rng::rng_from_seed;
use crate::operators::real::RealBounds;
use crate::pareto::front::best_candidate;
use crate::traits::Optimizer;
/// Configuration for [`ParticleSwarm`].
#[derive(Debug, Clone)]
pub struct ParticleSwarmConfig {
/// Number of particles in the swarm.
pub swarm_size: usize,
/// Number of generations.
pub generations: usize,
/// Inertia weight `w`. Typical: 0.40.9.
pub inertia: f64,
/// Cognitive coefficient `c_1`. Typical: 1.52.0.
pub cognitive: f64,
/// Social coefficient `c_2`. Typical: 1.52.0.
pub social: f64,
/// Seed for the deterministic RNG.
pub seed: u64,
}
impl Default for ParticleSwarmConfig {
fn default() -> Self {
Self {
swarm_size: 40,
generations: 200,
inertia: 0.7,
cognitive: 1.5,
social: 1.5,
seed: 42,
}
}
}
/// Single-objective real-valued PSO.
///
/// Particles update with the standard inertia-weight rule:
///
/// ```text
/// v[i,t+1] = w·v[i,t] + c1·r1·(pbest[i] - x[i,t]) + c2·r2·(gbest - x[i,t])
/// x[i,t+1] = clamp(x[i,t] + v[i,t+1], bounds)
/// ```
///
/// Velocities are clamped to `±(hi - lo)` per dimension to prevent
/// "swarm explosion." Pair with `RealBounds` for both the search bounds
/// and the initial particle positions.
///
/// # Example
///
/// ```
/// use heuropt::prelude::*;
///
/// struct Sphere;
/// impl Problem for Sphere {
/// type Decision = Vec<f64>;
/// fn objectives(&self) -> ObjectiveSpace {
/// ObjectiveSpace::new(vec![Objective::minimize("f")])
/// }
/// fn evaluate(&self, x: &Vec<f64>) -> Evaluation {
/// Evaluation::new(vec![x.iter().map(|v| v * v).sum::<f64>()])
/// }
/// }
///
/// let mut opt = ParticleSwarm::new(
/// ParticleSwarmConfig {
/// swarm_size: 20,
/// generations: 50,
/// inertia: 0.7,
/// cognitive: 1.5,
/// social: 1.5,
/// seed: 42,
/// },
/// RealBounds::new(vec![(-5.0, 5.0); 3]),
/// );
/// let r = opt.run(&Sphere);
/// assert!(r.best.is_some());
/// ```
#[derive(Debug, Clone)]
pub struct ParticleSwarm {
/// Algorithm configuration.
pub config: ParticleSwarmConfig,
/// Per-variable bounds — used both to seed the swarm and to clamp positions.
pub bounds: RealBounds,
}
impl ParticleSwarm {
/// Construct a `ParticleSwarm`.
pub fn new(config: ParticleSwarmConfig, bounds: RealBounds) -> Self {
Self { config, bounds }
}
}
impl<P> Optimizer<P> for ParticleSwarm
where
P: Problem<Decision = Vec<f64>> + Sync,
{
fn run(&mut self, problem: &P) -> OptimizationResult<P::Decision> {
assert!(
self.config.swarm_size >= 1,
"ParticleSwarm swarm_size must be >= 1",
);
let objectives = problem.objectives();
assert!(
objectives.is_single_objective(),
"ParticleSwarm requires exactly one objective",
);
let direction = objectives.objectives[0].direction;
let dim = self.bounds.bounds.len();
let n = self.config.swarm_size;
let mut rng = rng_from_seed(self.config.seed);
// Initialize positions via the bounds initializer.
let mut positions: Vec<Vec<f64>> = {
use crate::traits::Initializer as _;
self.bounds.initialize(n, &mut rng)
};
// Initial velocities: small random perturbations within ±0.1·range.
let mut velocities: Vec<Vec<f64>> = (0..n)
.map(|_| {
self.bounds
.bounds
.iter()
.map(|&(lo, hi)| 0.1 * (hi - lo) * (rng.random::<f64>() * 2.0 - 1.0))
.collect()
})
.collect();
let v_max: Vec<f64> = self.bounds.bounds.iter().map(|&(lo, hi)| hi - lo).collect();
// Initial evaluation.
let initial_pop = evaluate_batch(problem, positions.clone());
let mut evaluations = initial_pop.len();
// Personal bests start at initial positions.
let mut pbest_decisions: Vec<Vec<f64>> = positions.clone();
let mut pbest_evals: Vec<f64> = initial_pop
.iter()
.map(|c| c.evaluation.objectives[0])
.collect();
// Global best.
let mut gbest_idx = best_index(&pbest_evals, direction);
let mut gbest_decision = pbest_decisions[gbest_idx].clone();
let mut gbest_eval = pbest_evals[gbest_idx];
for _ in 0..self.config.generations {
// --- Phase 1: serial position/velocity updates (uses RNG) ---
for i in 0..n {
#[allow(clippy::needless_range_loop)] // body indexes velocities/positions/bounds.
for j in 0..dim {
let r1: f64 = rng.random();
let r2: f64 = rng.random();
let cognitive_term =
self.config.cognitive * r1 * (pbest_decisions[i][j] - positions[i][j]);
let social_term =
self.config.social * r2 * (gbest_decision[j] - positions[i][j]);
let mut v =
self.config.inertia * velocities[i][j] + cognitive_term + social_term;
if v > v_max[j] {
v = v_max[j];
} else if v < -v_max[j] {
v = -v_max[j];
}
velocities[i][j] = v;
let (lo, hi) = self.bounds.bounds[j];
positions[i][j] = (positions[i][j] + v).clamp(lo, hi);
}
}
// --- Phase 2: parallel-friendly batch evaluation ---
let evaluated = evaluate_batch(problem, positions.clone());
evaluations += evaluated.len();
// --- Phase 3: serial pbest / gbest updates ---
for (i, cand) in evaluated.iter().enumerate() {
let f = cand.evaluation.objectives[0];
let improves = match direction {
Direction::Minimize => f < pbest_evals[i],
Direction::Maximize => f > pbest_evals[i],
};
if improves {
pbest_decisions[i] = positions[i].clone();
pbest_evals[i] = f;
gbest_idx = i;
let beats_global = match direction {
Direction::Minimize => f < gbest_eval,
Direction::Maximize => f > gbest_eval,
};
if beats_global {
gbest_decision = pbest_decisions[i].clone();
gbest_eval = f;
}
}
}
}
let _ = gbest_idx;
// Final population is the current particle positions, evaluated.
let final_pop = evaluate_batch(problem, positions);
evaluations += final_pop.len();
let best = best_candidate(&final_pop, &objectives);
let front: Vec<Candidate<Vec<f64>>> = best.iter().cloned().collect();
OptimizationResult::new(
Population::new(final_pop),
front,
best,
evaluations,
self.config.generations,
)
}
}
fn best_index(values: &[f64], direction: Direction) -> usize {
let mut idx = 0;
for i in 1..values.len() {
let better = match direction {
Direction::Minimize => values[i] < values[idx],
Direction::Maximize => values[i] > values[idx],
};
if better {
idx = i;
}
}
idx
}
#[cfg(test)]
mod tests {
use super::*;
use crate::tests_support::{SchafferN1, Sphere1D};
fn make_optimizer(seed: u64) -> ParticleSwarm {
ParticleSwarm::new(
ParticleSwarmConfig {
swarm_size: 30,
generations: 100,
inertia: 0.7,
cognitive: 1.5,
social: 1.5,
seed,
},
RealBounds::new(vec![(-5.0, 5.0)]),
)
}
#[test]
fn finds_minimum_of_sphere() {
let mut opt = make_optimizer(1);
let r = opt.run(&Sphere1D);
let best = r.best.unwrap();
assert!(
best.evaluation.objectives[0] < 1e-3,
"got f = {}",
best.evaluation.objectives[0],
);
}
#[test]
fn deterministic_with_same_seed() {
let mut a = make_optimizer(99);
let mut b = make_optimizer(99);
let ra = a.run(&Sphere1D);
let rb = b.run(&Sphere1D);
assert_eq!(
ra.best.unwrap().evaluation.objectives,
rb.best.unwrap().evaluation.objectives,
);
}
#[test]
#[should_panic(expected = "exactly one objective")]
fn multi_objective_panics() {
let mut opt = make_optimizer(0);
let _ = opt.run(&SchafferN1);
}
}
+387
View File
@@ -0,0 +1,387 @@
//! `PesaII` — Corne, Jerram, Knowles & Oates 2001 Pareto Envelope-based
//! Selection Algorithm II.
use std::collections::BTreeMap;
use rand::Rng as _;
use crate::core::candidate::Candidate;
use crate::core::objective::ObjectiveSpace;
use crate::core::population::Population;
use crate::core::problem::Problem;
use crate::core::result::OptimizationResult;
use crate::core::rng::{Rng, rng_from_seed};
use crate::pareto::archive::ParetoArchive;
use crate::pareto::front::{best_candidate, pareto_front};
use crate::traits::{Initializer, Optimizer, Variation};
/// Configuration for [`PesaII`].
#[derive(Debug, Clone)]
pub struct PesaIIConfig {
/// Internal population size (used for variation).
pub population_size: usize,
/// External non-dominated archive cap.
pub archive_size: usize,
/// Number of generations.
pub generations: usize,
/// Number of grid divisions per objective axis.
pub grid_divisions: usize,
/// Seed for the deterministic RNG.
pub seed: u64,
}
impl Default for PesaIIConfig {
fn default() -> Self {
Self {
population_size: 50,
archive_size: 100,
generations: 250,
grid_divisions: 16,
seed: 42,
}
}
}
/// Pareto Envelope-based Selection Algorithm II.
///
/// Maintains an internal population (used to drive variation) and an
/// external non-dominated archive. Selection biases toward members in
/// sparsely-populated grid boxes so the front spreads out.
///
/// # Example
///
/// ```
/// use heuropt::prelude::*;
///
/// struct Schaffer;
/// impl Problem for Schaffer {
/// type Decision = Vec<f64>;
/// fn objectives(&self) -> ObjectiveSpace {
/// ObjectiveSpace::new(vec![Objective::minimize("f1"), Objective::minimize("f2")])
/// }
/// fn evaluate(&self, x: &Vec<f64>) -> Evaluation {
/// Evaluation::new(vec![x[0] * x[0], (x[0] - 2.0).powi(2)])
/// }
/// }
///
/// let bounds = vec![(-5.0_f64, 5.0_f64)];
/// let mut opt = PesaII::new(
/// PesaIIConfig {
/// population_size: 20,
/// archive_size: 30,
/// generations: 20,
/// grid_divisions: 8,
/// seed: 42,
/// },
/// RealBounds::new(bounds.clone()),
/// CompositeVariation {
/// crossover: SimulatedBinaryCrossover::new(bounds.clone(), 15.0, 0.5),
/// mutation: PolynomialMutation::new(bounds, 20.0, 1.0),
/// },
/// );
/// let r = opt.run(&Schaffer);
/// assert!(!r.pareto_front.is_empty());
/// ```
#[derive(Debug, Clone)]
pub struct PesaII<I, V> {
/// Algorithm configuration.
pub config: PesaIIConfig,
/// Initial-decision sampler.
pub initializer: I,
/// Offspring-producing variation operator.
pub variation: V,
}
impl<I, V> PesaII<I, V> {
/// Construct a `PesaII`.
pub fn new(config: PesaIIConfig, initializer: I, variation: V) -> Self {
Self {
config,
initializer,
variation,
}
}
}
impl<P, I, V> Optimizer<P> for PesaII<I, V>
where
P: Problem + Sync,
P::Decision: Send,
I: Initializer<P::Decision>,
V: Variation<P::Decision>,
{
fn run(&mut self, problem: &P) -> OptimizationResult<P::Decision> {
assert!(
self.config.population_size > 0,
"PesaII population_size must be > 0"
);
assert!(
self.config.archive_size > 0,
"PesaII archive_size must be > 0"
);
assert!(
self.config.grid_divisions >= 1,
"PesaII grid_divisions must be >= 1"
);
let n = self.config.population_size;
let objectives = problem.objectives();
let mut rng = rng_from_seed(self.config.seed);
// Initial internal population.
let initial_decisions = self.initializer.initialize(n, &mut rng);
let mut internal: Vec<Candidate<P::Decision>> = initial_decisions
.into_iter()
.map(|d| {
let e = problem.evaluate(&d);
Candidate::new(d, e)
})
.collect();
let mut evaluations = internal.len();
// External archive.
let mut archive = ParetoArchive::new(objectives.clone());
for c in &internal {
archive.insert(c.clone());
}
truncate_by_grid(
&mut archive,
self.config.archive_size,
self.config.grid_divisions,
);
for _ in 0..self.config.generations {
// Build grid + box counts on the archive.
let (boxes, counts) = build_grid(&archive, &objectives, self.config.grid_divisions);
// Generate offspring via region-based selection on the archive.
let mut offspring: Vec<Candidate<P::Decision>> = Vec::with_capacity(n);
while offspring.len() < n {
let p1 = region_tournament(&archive, &boxes, &counts, &mut rng);
let p2 = region_tournament(&archive, &boxes, &counts, &mut rng);
let parents = vec![
archive.members()[p1].decision.clone(),
archive.members()[p2].decision.clone(),
];
let children = self.variation.vary(&parents, &mut rng);
assert!(
!children.is_empty(),
"PesaII variation returned no children"
);
for child in children {
if offspring.len() >= n {
break;
}
let eval = problem.evaluate(&child);
evaluations += 1;
offspring.push(Candidate::new(child, eval));
}
}
// Internal pop becomes the offspring; archive gets every
// non-dominated offspring.
for c in &offspring {
archive.insert(c.clone());
}
truncate_by_grid(
&mut archive,
self.config.archive_size,
self.config.grid_divisions,
);
internal = offspring;
}
let _ = internal; // not directly returned
let members = archive.into_vec();
let front = pareto_front(&members, &objectives);
let best = best_candidate(&members, &objectives);
OptimizationResult::new(
Population::new(members),
front,
best,
evaluations,
self.config.generations,
)
}
}
/// Compute per-member box index (M-tuple of grid coordinates) and the
/// population count of each occupied box.
fn build_grid<D: Clone>(
archive: &ParetoArchive<D>,
objectives: &ObjectiveSpace,
divisions: usize,
) -> (Vec<Vec<usize>>, BTreeMap<Vec<usize>, usize>) {
let m = objectives.len();
let members = archive.members();
if members.is_empty() {
return (Vec::new(), BTreeMap::new());
}
let oriented: Vec<Vec<f64>> = members
.iter()
.map(|c| objectives.as_minimization(&c.evaluation.objectives))
.collect();
let mut lo = vec![f64::INFINITY; m];
let mut hi = vec![f64::NEG_INFINITY; m];
for o in &oriented {
for k in 0..m {
if o[k] < lo[k] {
lo[k] = o[k];
}
if o[k] > hi[k] {
hi[k] = o[k];
}
}
}
let mut boxes: Vec<Vec<usize>> = Vec::with_capacity(members.len());
for o in &oriented {
let mut box_idx = Vec::with_capacity(m);
for k in 0..m {
let span = (hi[k] - lo[k]).max(1e-12);
let frac = ((o[k] - lo[k]) / span).clamp(0.0, 1.0 - 1e-9);
box_idx.push((frac * divisions as f64) as usize);
}
boxes.push(box_idx);
}
let mut counts: BTreeMap<Vec<usize>, usize> = BTreeMap::new();
for b in &boxes {
*counts.entry(b.clone()).or_insert(0) += 1;
}
(boxes, counts)
}
/// Pick a member by region-based tournament: take two random members,
/// prefer the one whose grid box is less crowded.
fn region_tournament<D: Clone>(
archive: &ParetoArchive<D>,
boxes: &[Vec<usize>],
counts: &BTreeMap<Vec<usize>, usize>,
rng: &mut Rng,
) -> usize {
let n = archive.members().len();
let a = rng.random_range(0..n);
let b = rng.random_range(0..n);
let ca = counts.get(&boxes[a]).copied().unwrap_or(1);
let cb = counts.get(&boxes[b]).copied().unwrap_or(1);
if ca < cb {
a
} else if cb < ca {
b
} else if rng.random_bool(0.5) {
a
} else {
b
}
}
/// Truncate the archive to `max_size` by repeatedly evicting a uniform-random
/// member of the most-occupied grid box (PESA-II's standard approach).
fn truncate_by_grid<D: Clone>(archive: &mut ParetoArchive<D>, max_size: usize, divisions: usize) {
while archive.members().len() > max_size {
let objectives = archive.objectives.clone();
let (boxes, counts) = build_grid(archive, &objectives, divisions);
// Find the most-crowded box.
let max_count = counts.values().copied().max().unwrap_or(0);
if max_count <= 1 {
// No crowding to break: just truncate.
archive.truncate(max_size);
break;
}
// Indices in that box.
let crowded_box = counts
.iter()
.find(|&(_, &c)| c == max_count)
.map(|(b, _)| b.clone())
.unwrap();
let candidates: Vec<usize> = boxes
.iter()
.enumerate()
.filter(|(_, b)| **b == crowded_box)
.map(|(i, _)| i)
.collect();
// Use a fixed seed-derived RNG would be ideal, but truncation is
// called from the main RNG indirectly; use a deterministic pick
// (the first candidate) to avoid sneaking nondeterminism in.
let evict = *candidates.first().expect("non-empty crowded box");
archive.members.swap_remove(evict);
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::operators::{
CompositeVariation, PolynomialMutation, RealBounds, SimulatedBinaryCrossover,
};
use crate::tests_support::SchafferN1;
fn make_optimizer(
seed: u64,
) -> PesaII<RealBounds, CompositeVariation<SimulatedBinaryCrossover, PolynomialMutation>> {
let bounds = vec![(-5.0, 5.0)];
let initializer = RealBounds::new(bounds.clone());
let variation = CompositeVariation {
crossover: SimulatedBinaryCrossover::new(bounds.clone(), 15.0, 0.5),
mutation: PolynomialMutation::new(bounds, 20.0, 1.0),
};
PesaII::new(
PesaIIConfig {
population_size: 20,
archive_size: 30,
generations: 15,
grid_divisions: 8,
seed,
},
initializer,
variation,
)
}
#[test]
fn produces_pareto_front() {
let mut opt = make_optimizer(1);
let r = opt.run(&SchafferN1);
assert!(!r.pareto_front.is_empty());
}
#[test]
fn deterministic_with_same_seed() {
let mut a = make_optimizer(99);
let mut b = make_optimizer(99);
let ra = a.run(&SchafferN1);
let rb = b.run(&SchafferN1);
let oa: Vec<Vec<f64>> = ra
.pareto_front
.iter()
.map(|c| c.evaluation.objectives.clone())
.collect();
let ob: Vec<Vec<f64>> = rb
.pareto_front
.iter()
.map(|c| c.evaluation.objectives.clone())
.collect();
assert_eq!(oa, ob);
}
#[test]
#[should_panic(expected = "archive_size must be > 0")]
fn zero_archive_size_panics() {
let bounds = vec![(0.0, 1.0)];
let initializer = RealBounds::new(bounds.clone());
let variation = CompositeVariation {
crossover: SimulatedBinaryCrossover::new(bounds.clone(), 15.0, 0.5),
mutation: PolynomialMutation::new(bounds, 20.0, 1.0),
};
let mut opt = PesaII::new(
PesaIIConfig {
population_size: 4,
archive_size: 0,
generations: 1,
grid_divisions: 4,
seed: 0,
},
initializer,
variation,
);
let _ = opt.run(&SchafferN1);
}
}
+81 -14
View File
@@ -25,7 +25,11 @@ pub struct RandomSearchConfig {
impl Default for RandomSearchConfig {
fn default() -> Self {
Self { iterations: 100, batch_size: 1, seed: 42 }
Self {
iterations: 100,
batch_size: 1,
seed: 42,
}
}
}
@@ -34,6 +38,31 @@ impl Default for RandomSearchConfig {
/// Each iteration the configured `Initializer` produces `batch_size` decisions
/// which are evaluated and pushed into the population. Cheap, parallelism-free,
/// and useful as a sanity-check baseline.
///
/// # Example
///
/// ```
/// use heuropt::prelude::*;
///
/// struct Sphere;
/// impl Problem for Sphere {
/// type Decision = Vec<f64>;
/// fn objectives(&self) -> ObjectiveSpace {
/// ObjectiveSpace::new(vec![Objective::minimize("f")])
/// }
/// fn evaluate(&self, x: &Vec<f64>) -> Evaluation {
/// Evaluation::new(vec![x.iter().map(|v| v * v).sum::<f64>()])
/// }
/// }
///
/// let mut opt = RandomSearch::new(
/// RandomSearchConfig { iterations: 200, batch_size: 10, seed: 42 },
/// RealBounds::new(vec![(-5.0, 5.0); 3]),
/// );
/// let r = opt.run(&Sphere);
/// assert_eq!(r.evaluations, 200 * 10);
/// assert!(r.best.is_some());
/// ```
#[derive(Debug, Clone)]
pub struct RandomSearch<I> {
/// Algorithm configuration.
@@ -45,7 +74,10 @@ pub struct RandomSearch<I> {
impl<I> RandomSearch<I> {
/// Construct a `RandomSearch` from its config and initializer.
pub fn new(config: RandomSearchConfig, initializer: I) -> Self {
Self { config, initializer }
Self {
config,
initializer,
}
}
}
@@ -56,26 +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 {
let decisions = self.initializer.initialize(self.config.batch_size, &mut rng);
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)
}
}
@@ -88,7 +143,11 @@ mod tests {
#[test]
fn evaluation_count_matches_iterations_times_batch() {
let mut opt = RandomSearch::new(
RandomSearchConfig { iterations: 30, batch_size: 4, seed: 1 },
RandomSearchConfig {
iterations: 30,
batch_size: 4,
seed: 1,
},
RealBounds::new(vec![(-2.0, 2.0)]),
);
let r = opt.run(&Sphere1D);
@@ -100,7 +159,11 @@ mod tests {
#[test]
fn pareto_front_non_empty_for_multi_objective() {
let mut opt = RandomSearch::new(
RandomSearchConfig { iterations: 50, batch_size: 1, seed: 42 },
RandomSearchConfig {
iterations: 50,
batch_size: 1,
seed: 42,
},
RealBounds::new(vec![(-5.0, 5.0)]),
);
let r = opt.run(&SchafferN1);
@@ -112,7 +175,11 @@ mod tests {
#[test]
fn single_objective_returns_best() {
let mut opt = RandomSearch::new(
RandomSearchConfig { iterations: 100, batch_size: 1, seed: 7 },
RandomSearchConfig {
iterations: 100,
batch_size: 1,
seed: 7,
},
RealBounds::new(vec![(-1.0, 1.0)]),
);
let r = opt.run(&Sphere1D);
+390
View File
@@ -0,0 +1,390 @@
//! `Rvea` — Cheng, Jin, Olhofer & Sendhoff 2016 Reference Vector-guided EA.
use rand::Rng as _;
use crate::algorithms::parallel_eval::evaluate_batch;
use crate::core::candidate::Candidate;
use crate::core::population::Population;
use crate::core::problem::Problem;
use crate::core::result::OptimizationResult;
use crate::core::rng::rng_from_seed;
use crate::pareto::front::{best_candidate, pareto_front};
use crate::pareto::reference_points::das_dennis;
use crate::traits::{Initializer, Optimizer, Variation};
/// Configuration for [`Rvea`].
#[derive(Debug, Clone)]
pub struct RveaConfig {
/// Constant population size.
pub population_size: usize,
/// Number of generations.
pub generations: usize,
/// Number of divisions `H` for DasDennis reference vectors. Pop size
/// should be roughly `binomial(H + M 1, M 1)`.
pub reference_divisions: usize,
/// Penalty exponent `α`. The paper recommends 2.0.
pub alpha: f64,
/// Seed for the deterministic RNG.
pub seed: u64,
}
impl Default for RveaConfig {
fn default() -> Self {
Self {
population_size: 100,
generations: 250,
reference_divisions: 12,
alpha: 2.0,
seed: 42,
}
}
}
/// Reference Vector-guided Evolutionary Algorithm.
///
/// Many-objective EA that uses DasDennis reference vectors with an
/// adaptive penalty term to balance convergence and diversity as
/// generations progress.
///
/// # Example
///
/// ```
/// use heuropt::prelude::*;
///
/// struct Schaffer;
/// impl Problem for Schaffer {
/// type Decision = Vec<f64>;
/// fn objectives(&self) -> ObjectiveSpace {
/// ObjectiveSpace::new(vec![Objective::minimize("f1"), Objective::minimize("f2")])
/// }
/// fn evaluate(&self, x: &Vec<f64>) -> Evaluation {
/// Evaluation::new(vec![x[0] * x[0], (x[0] - 2.0).powi(2)])
/// }
/// }
///
/// let bounds = vec![(-5.0_f64, 5.0_f64)];
/// let mut opt = Rvea::new(
/// RveaConfig {
/// population_size: 30,
/// generations: 20,
/// reference_divisions: 19,
/// alpha: 2.0,
/// seed: 42,
/// },
/// RealBounds::new(bounds.clone()),
/// CompositeVariation {
/// crossover: SimulatedBinaryCrossover::new(bounds.clone(), 15.0, 0.5),
/// mutation: PolynomialMutation::new(bounds, 20.0, 1.0),
/// },
/// );
/// let r = opt.run(&Schaffer);
/// assert!(!r.pareto_front.is_empty());
/// ```
#[derive(Debug, Clone)]
pub struct Rvea<I, V> {
/// Algorithm configuration.
pub config: RveaConfig,
/// Initial-decision sampler.
pub initializer: I,
/// Offspring-producing variation operator.
pub variation: V,
}
impl<I, V> Rvea<I, V> {
/// Construct an `Rvea`.
pub fn new(config: RveaConfig, initializer: I, variation: V) -> Self {
Self {
config,
initializer,
variation,
}
}
}
impl<P, I, V> Optimizer<P> for Rvea<I, V>
where
P: Problem + Sync,
P::Decision: Send,
I: Initializer<P::Decision>,
V: Variation<P::Decision>,
{
fn run(&mut self, problem: &P) -> OptimizationResult<P::Decision> {
assert!(
self.config.population_size > 0,
"Rvea population_size must be > 0"
);
let n = self.config.population_size;
let objectives = problem.objectives();
let m = objectives.len();
// Reference vectors normalized to unit norm.
let raw_refs = das_dennis(m, self.config.reference_divisions);
let references: Vec<Vec<f64>> = raw_refs.into_iter().map(unit_normalize).collect();
assert!(
!references.is_empty(),
"Rvea: no reference vectors generated"
);
// Smallest angle between any two reference vectors — used to scale
// the APD penalty term.
let theta_max = smallest_neighbor_angle(&references);
let mut rng = rng_from_seed(self.config.seed);
let initial_decisions = self.initializer.initialize(n, &mut rng);
let mut population: Vec<Candidate<P::Decision>> =
evaluate_batch(problem, initial_decisions);
let mut evaluations = population.len();
for gen_idx in 0..self.config.generations {
// Phase 1: random parent selection + variation.
let mut offspring_decisions: Vec<P::Decision> = Vec::with_capacity(n);
while offspring_decisions.len() < n {
let p1 = rng.random_range(0..population.len());
let p2 = rng.random_range(0..population.len());
let parents = vec![
population[p1].decision.clone(),
population[p2].decision.clone(),
];
let children = self.variation.vary(&parents, &mut rng);
assert!(!children.is_empty(), "Rvea variation returned no children");
for child in children {
if offspring_decisions.len() >= n {
break;
}
offspring_decisions.push(child);
}
}
let offspring = evaluate_batch(problem, offspring_decisions);
evaluations += offspring.len();
// Combine + APD-based survival.
let mut combined: Vec<Candidate<P::Decision>> = Vec::with_capacity(2 * n);
combined.extend(population);
combined.extend(offspring);
// Ideal point z*.
let m_dim = m;
let mut ideal = vec![f64::INFINITY; m_dim];
for c in &combined {
let oriented = objectives.as_minimization(&c.evaluation.objectives);
for (k, v) in oriented.iter().enumerate() {
if *v < ideal[k] {
ideal[k] = *v;
}
}
}
// Translate.
let translated: Vec<Vec<f64>> = combined
.iter()
.map(|c| {
let oriented = objectives.as_minimization(&c.evaluation.objectives);
oriented
.iter()
.enumerate()
.map(|(k, v)| v - ideal[k])
.collect()
})
.collect();
// Associate each member with its closest-angle reference vector.
let mut assoc: Vec<usize> = vec![0; combined.len()];
let mut angles: Vec<f64> = vec![0.0; combined.len()];
for (i, t) in translated.iter().enumerate() {
let (best_ref, best_angle) = closest_reference(t, &references);
assoc[i] = best_ref;
angles[i] = best_angle;
}
// For each occupied reference vector, keep the member with the
// smallest APD score.
let alpha_t = (gen_idx as f64 / (self.config.generations as f64).max(1.0))
.powf(self.config.alpha);
let mut keep: Vec<Option<(usize, f64)>> = vec![None; references.len()];
for i in 0..combined.len() {
let r = assoc[i];
let length: f64 = translated[i].iter().map(|v| v * v).sum::<f64>().sqrt();
let theta_max_safe = theta_max.max(1e-12);
let penalty = 1.0 + (m_dim as f64) * alpha_t * (angles[i] / theta_max_safe);
let apd = penalty * length;
match keep[r] {
None => keep[r] = Some((i, apd)),
Some((_, current)) if apd < current => keep[r] = Some((i, apd)),
_ => {}
}
}
let mut next: Vec<Candidate<P::Decision>> = keep
.into_iter()
.flatten()
.map(|(i, _)| combined[i].clone())
.collect();
// If we ended up with fewer than n (some references unfilled),
// backfill with the lowest-APD remaining candidates.
if next.len() < n {
let mut all_apds: Vec<(usize, f64)> = (0..combined.len())
.map(|i| {
let length: f64 = translated[i].iter().map(|v| v * v).sum::<f64>().sqrt();
let theta_max_safe = theta_max.max(1e-12);
let penalty = 1.0 + (m_dim as f64) * alpha_t * (angles[i] / theta_max_safe);
(i, penalty * length)
})
.collect();
all_apds.sort_by(|a, b| a.1.partial_cmp(&b.1).unwrap_or(std::cmp::Ordering::Equal));
for (i, _) in all_apds {
if next.len() >= n {
break;
}
if !next
.iter()
.any(|c| std::ptr::eq(c as *const _, &combined[i] as *const _))
{
next.push(combined[i].clone());
}
}
}
// If too many (only possible if the reference set has > n
// vectors), truncate by APD.
if next.len() > n {
next.truncate(n);
}
population = next;
}
let front = pareto_front(&population, &objectives);
let best = best_candidate(&population, &objectives);
OptimizationResult::new(
Population::new(population),
front,
best,
evaluations,
self.config.generations,
)
}
}
fn unit_normalize(mut v: Vec<f64>) -> Vec<f64> {
let n: f64 = v.iter().map(|x| x * x).sum::<f64>().sqrt();
if n > 1e-12 {
for x in v.iter_mut() {
*x /= n;
}
}
v
}
fn closest_reference(point: &[f64], references: &[Vec<f64>]) -> (usize, f64) {
let length: f64 = point.iter().map(|v| v * v).sum::<f64>().sqrt().max(1e-12);
let mut best = 0;
let mut best_angle = f64::INFINITY;
for (i, r) in references.iter().enumerate() {
let dot: f64 = point.iter().zip(r.iter()).map(|(a, b)| a * b).sum();
let cosine = (dot / length).clamp(-1.0, 1.0);
let angle = cosine.acos();
if angle < best_angle {
best_angle = angle;
best = i;
}
}
(best, best_angle)
}
fn smallest_neighbor_angle(references: &[Vec<f64>]) -> f64 {
let mut min_angle = f64::INFINITY;
for i in 0..references.len() {
for j in (i + 1)..references.len() {
let dot: f64 = references[i]
.iter()
.zip(references[j].iter())
.map(|(a, b)| a * b)
.sum();
let angle = dot.clamp(-1.0, 1.0).acos();
if angle < min_angle {
min_angle = angle;
}
}
}
if !min_angle.is_finite() {
std::f64::consts::FRAC_PI_4
} else {
min_angle
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::operators::{
CompositeVariation, PolynomialMutation, RealBounds, SimulatedBinaryCrossover,
};
use crate::tests_support::SchafferN1;
fn make_optimizer(
seed: u64,
) -> Rvea<RealBounds, CompositeVariation<SimulatedBinaryCrossover, PolynomialMutation>> {
let bounds = vec![(-5.0, 5.0)];
let initializer = RealBounds::new(bounds.clone());
let variation = CompositeVariation {
crossover: SimulatedBinaryCrossover::new(bounds.clone(), 15.0, 0.5),
mutation: PolynomialMutation::new(bounds, 20.0, 1.0),
};
Rvea::new(
RveaConfig {
population_size: 20,
generations: 15,
reference_divisions: 19,
alpha: 2.0,
seed,
},
initializer,
variation,
)
}
#[test]
fn produces_pareto_front() {
let mut opt = make_optimizer(1);
let r = opt.run(&SchafferN1);
assert!(!r.pareto_front.is_empty());
}
#[test]
fn deterministic_with_same_seed() {
let mut a = make_optimizer(99);
let mut b = make_optimizer(99);
let ra = a.run(&SchafferN1);
let rb = b.run(&SchafferN1);
let oa: Vec<Vec<f64>> = ra
.pareto_front
.iter()
.map(|c| c.evaluation.objectives.clone())
.collect();
let ob: Vec<Vec<f64>> = rb
.pareto_front
.iter()
.map(|c| c.evaluation.objectives.clone())
.collect();
assert_eq!(oa, ob);
}
#[test]
#[should_panic(expected = "population_size must be > 0")]
fn zero_population_size_panics() {
let bounds = vec![(0.0, 1.0)];
let initializer = RealBounds::new(bounds.clone());
let variation = CompositeVariation {
crossover: SimulatedBinaryCrossover::new(bounds.clone(), 15.0, 0.5),
mutation: PolynomialMutation::new(bounds, 20.0, 1.0),
};
let mut opt = Rvea::new(
RveaConfig {
population_size: 0,
generations: 1,
reference_divisions: 5,
alpha: 2.0,
seed: 0,
},
initializer,
variation,
);
let _ = opt.run(&SchafferN1);
}
}
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//! `SimulatedAnnealing` — Kirkpatrick et al. 1983 SA for single-objective problems.
use rand::Rng as _;
use crate::core::candidate::Candidate;
use crate::core::objective::Direction;
use crate::core::population::Population;
use crate::core::problem::Problem;
use crate::core::result::OptimizationResult;
use crate::core::rng::rng_from_seed;
use crate::traits::{Initializer, Optimizer, Variation};
/// Configuration for [`SimulatedAnnealing`].
#[derive(Debug, Clone)]
pub struct SimulatedAnnealingConfig {
/// Number of mutation iterations.
pub iterations: usize,
/// Starting temperature `T_0`. Must be positive.
pub initial_temperature: f64,
/// Ending temperature `T_n`. Must be positive and `<= initial_temperature`.
pub final_temperature: f64,
/// Seed for the deterministic RNG.
pub seed: u64,
}
impl Default for SimulatedAnnealingConfig {
fn default() -> Self {
Self {
iterations: 5_000,
initial_temperature: 1.0,
final_temperature: 1e-3,
seed: 42,
}
}
}
/// Single-objective Simulated Annealing.
///
/// Like a hill climber, but worse moves are accepted with probability
/// `exp(-Δ / T)` where `Δ` is the (direction-aware) objective degradation
/// and `T` anneals geometrically from `initial_temperature` to
/// `final_temperature` over the iteration count. Generic over decision
/// type — pair with any `Variation` impl that returns one child per call.
///
/// # Example
///
/// ```
/// use heuropt::prelude::*;
///
/// struct Sphere;
/// impl Problem for Sphere {
/// type Decision = Vec<f64>;
/// fn objectives(&self) -> ObjectiveSpace {
/// ObjectiveSpace::new(vec![Objective::minimize("f")])
/// }
/// fn evaluate(&self, x: &Vec<f64>) -> Evaluation {
/// Evaluation::new(vec![x.iter().map(|v| v * v).sum::<f64>()])
/// }
/// }
///
/// let mut opt = SimulatedAnnealing::new(
/// SimulatedAnnealingConfig {
/// iterations: 2_000,
/// initial_temperature: 1.0,
/// final_temperature: 1e-3,
/// seed: 42,
/// },
/// RealBounds::new(vec![(-5.0, 5.0); 3]),
/// GaussianMutation { sigma: 0.3 },
/// );
/// let r = opt.run(&Sphere);
/// assert!(r.best.is_some());
/// ```
#[derive(Debug, Clone)]
pub struct SimulatedAnnealing<I, V> {
/// Algorithm configuration.
pub config: SimulatedAnnealingConfig,
/// Initial-decision sampler.
pub initializer: I,
/// Mutation operator.
pub variation: V,
}
impl<I, V> SimulatedAnnealing<I, V> {
/// Construct a `SimulatedAnnealing`.
pub fn new(config: SimulatedAnnealingConfig, initializer: I, variation: V) -> Self {
Self {
config,
initializer,
variation,
}
}
}
impl<P, I, V> Optimizer<P> for SimulatedAnnealing<I, V>
where
P: Problem + Sync,
P::Decision: Send,
I: Initializer<P::Decision>,
V: Variation<P::Decision>,
{
fn run(&mut self, problem: &P) -> OptimizationResult<P::Decision> {
let objectives = problem.objectives();
assert!(
objectives.is_single_objective(),
"SimulatedAnnealing requires exactly one objective",
);
assert!(
self.config.initial_temperature > 0.0,
"SimulatedAnnealing initial_temperature must be positive",
);
assert!(
self.config.final_temperature > 0.0,
"SimulatedAnnealing final_temperature must be positive",
);
assert!(
self.config.final_temperature <= self.config.initial_temperature,
"SimulatedAnnealing final_temperature must be <= initial_temperature",
);
let direction = objectives.objectives[0].direction;
let mut rng = rng_from_seed(self.config.seed);
let mut initial = self.initializer.initialize(1, &mut rng);
assert!(
!initial.is_empty(),
"SimulatedAnnealing initializer returned no decisions",
);
let mut current_decision = initial.remove(0);
let mut current_eval = problem.evaluate(&current_decision);
let mut best_decision = current_decision.clone();
let mut best_eval = current_eval.clone();
let mut evaluations = 1usize;
// Geometric cooling: T(k) = T_0 * (T_n / T_0)^(k / (N - 1))
let cooling = if self.config.iterations <= 1 {
1.0
} else {
(self.config.final_temperature / self.config.initial_temperature)
.powf(1.0 / (self.config.iterations as f64 - 1.0))
};
let mut temperature = self.config.initial_temperature;
for _ in 0..self.config.iterations {
let parents = vec![current_decision.clone()];
let children = self.variation.vary(&parents, &mut rng);
assert!(
!children.is_empty(),
"SimulatedAnnealing variation returned no children"
);
let child_decision = children.into_iter().next().unwrap();
let child_eval = problem.evaluate(&child_decision);
evaluations += 1;
let accept = match (child_eval.is_feasible(), current_eval.is_feasible()) {
(true, false) => true,
(false, true) => false,
(false, false) => {
child_eval.constraint_violation <= current_eval.constraint_violation
}
(true, true) => {
let delta = match direction {
Direction::Minimize => {
child_eval.objectives[0] - current_eval.objectives[0]
}
Direction::Maximize => {
current_eval.objectives[0] - child_eval.objectives[0]
}
};
if delta <= 0.0 {
true
} else {
let prob = (-delta / temperature).exp();
rng.random::<f64>() < prob
}
}
};
if accept {
current_decision = child_decision;
current_eval = child_eval;
if better_than(&current_eval, &best_eval, direction) {
best_decision = current_decision.clone();
best_eval = current_eval.clone();
}
}
temperature *= cooling;
}
let best = Candidate::new(best_decision, best_eval);
let population = Population::new(vec![best.clone()]);
let front = vec![best.clone()];
OptimizationResult::new(
population,
front,
Some(best),
evaluations,
self.config.iterations,
)
}
}
fn better_than(
a: &crate::core::evaluation::Evaluation,
b: &crate::core::evaluation::Evaluation,
direction: Direction,
) -> bool {
match (a.is_feasible(), b.is_feasible()) {
(true, false) => true,
(false, true) => false,
(false, false) => a.constraint_violation < b.constraint_violation,
(true, true) => match direction {
Direction::Minimize => a.objectives[0] < b.objectives[0],
Direction::Maximize => a.objectives[0] > b.objectives[0],
},
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::operators::{GaussianMutation, RealBounds};
use crate::tests_support::{SchafferN1, Sphere1D};
fn make_optimizer(seed: u64) -> SimulatedAnnealing<RealBounds, GaussianMutation> {
SimulatedAnnealing::new(
SimulatedAnnealingConfig {
iterations: 2_000,
initial_temperature: 1.0,
final_temperature: 1e-4,
seed,
},
RealBounds::new(vec![(-5.0, 5.0)]),
GaussianMutation { sigma: 0.3 },
)
}
#[test]
fn finds_minimum_of_sphere() {
let mut opt = make_optimizer(1);
let r = opt.run(&Sphere1D);
let best = r.best.unwrap();
assert!(
best.evaluation.objectives[0] < 1e-2,
"got f = {}",
best.evaluation.objectives[0],
);
}
#[test]
fn deterministic_with_same_seed() {
let mut a = make_optimizer(99);
let mut b = make_optimizer(99);
let ra = a.run(&Sphere1D);
let rb = b.run(&Sphere1D);
assert_eq!(
ra.best.unwrap().evaluation.objectives,
rb.best.unwrap().evaluation.objectives,
);
}
#[test]
#[should_panic(expected = "exactly one objective")]
fn multi_objective_panics() {
let mut opt = make_optimizer(0);
let _ = opt.run(&SchafferN1);
}
#[test]
#[should_panic(expected = "initial_temperature must be positive")]
fn zero_initial_temperature_panics() {
let mut opt = SimulatedAnnealing::new(
SimulatedAnnealingConfig {
iterations: 10,
initial_temperature: 0.0,
final_temperature: 1e-3,
seed: 0,
},
RealBounds::new(vec![(-1.0, 1.0)]),
GaussianMutation { sigma: 0.1 },
);
let _ = opt.run(&Sphere1D);
}
}
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//! `SmsEmoa` — Beume, Naujoks & Emmerich 2007 S-Metric Selection EMOA.
use rand::Rng as _;
use crate::core::candidate::Candidate;
use crate::core::evaluation::Evaluation;
use crate::core::objective::ObjectiveSpace;
use crate::core::population::Population;
use crate::core::problem::Problem;
use crate::core::result::OptimizationResult;
use crate::core::rng::rng_from_seed;
use crate::metrics::hypervolume::hypervolume_nd_from_evaluations;
use crate::pareto::front::{best_candidate, pareto_front};
use crate::pareto::sort::non_dominated_sort;
use crate::traits::{Initializer, Optimizer, Variation};
/// Configuration for [`SmsEmoa`].
#[derive(Debug, Clone)]
pub struct SmsEmoaConfig {
/// Constant population size carried across generations.
pub population_size: usize,
/// Number of generations. SMS-EMOA is steady-state — each generation
/// produces and evaluates exactly one child.
pub generations: usize,
/// Reference point used for hypervolume contribution computations.
/// Must have one entry per objective; should be worse than every
/// realistic objective value.
pub reference_point: Vec<f64>,
/// Seed for the deterministic RNG.
pub seed: u64,
}
impl Default for SmsEmoaConfig {
fn default() -> Self {
Self {
population_size: 100,
generations: 1_000,
reference_point: vec![11.0, 11.0],
seed: 42,
}
}
}
/// SMS-EMOA: a steady-state MOEA that selects survivors by hypervolume
/// contribution.
///
/// Each generation produces a single offspring via the user's variation
/// operator and replaces the worst-contribution member of the worst
/// non-dominated front. Excellent convergence quality at the price of
/// quadratic-in-N hypervolume evaluations per generation, so practical
/// up to ~4 objectives at population sizes ≤ 200.
///
/// # Example
///
/// ```
/// use heuropt::prelude::*;
///
/// struct Schaffer;
/// impl Problem for Schaffer {
/// type Decision = Vec<f64>;
/// fn objectives(&self) -> ObjectiveSpace {
/// ObjectiveSpace::new(vec![Objective::minimize("f1"), Objective::minimize("f2")])
/// }
/// fn evaluate(&self, x: &Vec<f64>) -> Evaluation {
/// Evaluation::new(vec![x[0] * x[0], (x[0] - 2.0).powi(2)])
/// }
/// }
///
/// let bounds = vec![(-5.0_f64, 5.0_f64)];
/// let mut opt = SmsEmoa::new(
/// SmsEmoaConfig {
/// population_size: 20,
/// generations: 100,
/// reference_point: vec![30.0, 30.0],
/// seed: 42,
/// },
/// RealBounds::new(bounds.clone()),
/// CompositeVariation {
/// crossover: SimulatedBinaryCrossover::new(bounds.clone(), 15.0, 0.5),
/// mutation: PolynomialMutation::new(bounds, 20.0, 1.0),
/// },
/// );
/// let r = opt.run(&Schaffer);
/// assert!(!r.pareto_front.is_empty());
/// ```
#[derive(Debug, Clone)]
pub struct SmsEmoa<I, V> {
/// Algorithm configuration.
pub config: SmsEmoaConfig,
/// Initial-decision sampler.
pub initializer: I,
/// Offspring-producing variation operator.
pub variation: V,
}
impl<I, V> SmsEmoa<I, V> {
/// Construct a `SmsEmoa`.
pub fn new(config: SmsEmoaConfig, initializer: I, variation: V) -> Self {
Self {
config,
initializer,
variation,
}
}
}
impl<P, I, V> Optimizer<P> for SmsEmoa<I, V>
where
P: Problem + Sync,
P::Decision: Send,
I: Initializer<P::Decision>,
V: Variation<P::Decision>,
{
fn run(&mut self, problem: &P) -> OptimizationResult<P::Decision> {
assert!(
self.config.population_size > 0,
"SmsEmoa population_size must be > 0"
);
let n = self.config.population_size;
let objectives = problem.objectives();
assert_eq!(
self.config.reference_point.len(),
objectives.len(),
"SmsEmoa reference_point.len() must equal number of objectives",
);
let reference = self.config.reference_point.clone();
let mut rng = rng_from_seed(self.config.seed);
// Initial population.
let initial_decisions = self.initializer.initialize(n, &mut rng);
let mut population: Vec<Candidate<P::Decision>> = initial_decisions
.into_iter()
.map(|d| {
let e = problem.evaluate(&d);
Candidate::new(d, e)
})
.collect();
let mut evaluations = population.len();
for _ in 0..self.config.generations {
// --- One offspring (steady-state) ---
let p1 = rng.random_range(0..population.len());
let p2 = rng.random_range(0..population.len());
let parents = vec![
population[p1].decision.clone(),
population[p2].decision.clone(),
];
let children = self.variation.vary(&parents, &mut rng);
assert!(
!children.is_empty(),
"SmsEmoa variation returned no children"
);
let child_decision = children.into_iter().next().unwrap();
let child_eval = problem.evaluate(&child_decision);
evaluations += 1;
let child = Candidate::new(child_decision, child_eval);
// --- Combine and decide who to drop ---
population.push(child);
let drop_idx = pick_drop_index(&population, &objectives, &reference);
population.swap_remove(drop_idx);
}
let front = pareto_front(&population, &objectives);
let best = best_candidate(&population, &objectives);
OptimizationResult::new(
Population::new(population),
front,
best,
evaluations,
self.config.generations,
)
}
}
/// Choose the index in `pool` whose removal is preferred per SMS-EMOA's
/// rules: drop from the worst non-dominated front; within that front,
/// drop the member whose removal increases hypervolume the most (= the
/// one with the smallest hypervolume contribution).
fn pick_drop_index<D>(
pool: &[Candidate<D>],
objectives: &ObjectiveSpace,
reference: &[f64],
) -> usize {
let fronts = non_dominated_sort(pool, objectives);
let worst_front = fronts
.last()
.expect("non_dominated_sort must return at least one front for non-empty pool");
if worst_front.len() == 1 {
return worst_front[0];
}
// Compute each candidate's hypervolume contribution = HV(front) -
// HV(front \ {member}). Smallest contribution = drop.
let evals: Vec<&Evaluation> = worst_front.iter().map(|&i| &pool[i].evaluation).collect();
let total_hv = hypervolume_nd_from_evaluations(&evals, objectives, reference);
let mut worst_idx_in_front = 0;
let mut min_contrib = f64::INFINITY;
for k in 0..worst_front.len() {
let mut without: Vec<&Evaluation> = Vec::with_capacity(worst_front.len() - 1);
for (j, &gi) in worst_front.iter().enumerate() {
if j != k {
without.push(&pool[gi].evaluation);
}
}
let hv_without = hypervolume_nd_from_evaluations(&without, objectives, reference);
let contrib = total_hv - hv_without;
if contrib < min_contrib {
min_contrib = contrib;
worst_idx_in_front = k;
}
}
worst_front[worst_idx_in_front]
}
#[cfg(test)]
mod tests {
use super::*;
use crate::operators::{
CompositeVariation, PolynomialMutation, RealBounds, SimulatedBinaryCrossover,
};
use crate::tests_support::SchafferN1;
fn make_optimizer(
seed: u64,
) -> SmsEmoa<RealBounds, CompositeVariation<SimulatedBinaryCrossover, PolynomialMutation>> {
let bounds = vec![(-5.0, 5.0)];
let initializer = RealBounds::new(bounds.clone());
let variation = CompositeVariation {
crossover: SimulatedBinaryCrossover::new(bounds.clone(), 15.0, 0.5),
mutation: PolynomialMutation::new(bounds, 20.0, 1.0),
};
SmsEmoa::new(
SmsEmoaConfig {
population_size: 20,
generations: 100,
reference_point: vec![30.0, 30.0],
seed,
},
initializer,
variation,
)
}
#[test]
fn produces_pareto_front() {
let mut opt = make_optimizer(1);
let r = opt.run(&SchafferN1);
assert_eq!(r.population.len(), 20);
assert!(!r.pareto_front.is_empty());
}
#[test]
fn deterministic_with_same_seed() {
let mut a = make_optimizer(99);
let mut b = make_optimizer(99);
let ra = a.run(&SchafferN1);
let rb = b.run(&SchafferN1);
let oa: Vec<Vec<f64>> = ra
.pareto_front
.iter()
.map(|c| c.evaluation.objectives.clone())
.collect();
let ob: Vec<Vec<f64>> = rb
.pareto_front
.iter()
.map(|c| c.evaluation.objectives.clone())
.collect();
assert_eq!(oa, ob);
}
#[test]
#[should_panic(expected = "population_size must be > 0")]
fn zero_population_size_panics() {
let bounds = vec![(0.0, 1.0)];
let initializer = RealBounds::new(bounds.clone());
let variation = CompositeVariation {
crossover: SimulatedBinaryCrossover::new(bounds.clone(), 15.0, 0.5),
mutation: PolynomialMutation::new(bounds, 20.0, 1.0),
};
let mut opt = SmsEmoa::new(
SmsEmoaConfig {
population_size: 0,
generations: 1,
reference_point: vec![1.0, 1.0],
seed: 0,
},
initializer,
variation,
);
let _ = opt.run(&SchafferN1);
}
#[test]
#[should_panic(expected = "reference_point.len() must equal number of objectives")]
fn dim_mismatch_panics() {
let bounds = vec![(0.0, 1.0)];
let initializer = RealBounds::new(bounds.clone());
let variation = CompositeVariation {
crossover: SimulatedBinaryCrossover::new(bounds.clone(), 15.0, 0.5),
mutation: PolynomialMutation::new(bounds, 20.0, 1.0),
};
let mut opt = SmsEmoa::new(
SmsEmoaConfig {
population_size: 4,
generations: 1,
reference_point: vec![1.0, 1.0, 1.0],
seed: 0,
},
initializer,
variation,
);
let _ = opt.run(&SchafferN1);
}
}
+317
View File
@@ -0,0 +1,317 @@
//! `SeparableNes` — Wierstra et al. 2008/2014 Natural Evolution Strategy
//! with diagonal covariance (sNES).
use rand_distr::{Distribution, Normal};
use crate::core::candidate::Candidate;
use crate::core::evaluation::Evaluation;
use crate::core::objective::Direction;
use crate::core::population::Population;
use crate::core::problem::Problem;
use crate::core::result::OptimizationResult;
use crate::core::rng::rng_from_seed;
use crate::operators::real::RealBounds;
use crate::traits::Optimizer;
/// Configuration for [`SeparableNes`].
#[derive(Debug, Clone)]
pub struct SeparableNesConfig {
/// Population size `λ` per generation. NES recommends `4 + ⌊3·ln(n)⌋`.
pub population_size: usize,
/// Number of generations.
pub generations: usize,
/// Initial step size `σ_0`.
pub initial_sigma: f64,
/// Mean learning rate `η_μ`. NES default is 1.0.
pub mean_learning_rate: f64,
/// Sigma learning rate `η_σ`. NES default is `(3 + ln(n)) / (5·sqrt(n))`,
/// computed at runtime if you set this to `None`.
pub sigma_learning_rate: Option<f64>,
/// Seed for the deterministic RNG.
pub seed: u64,
}
impl Default for SeparableNesConfig {
fn default() -> Self {
Self {
population_size: 16,
generations: 200,
initial_sigma: 0.5,
mean_learning_rate: 1.0,
sigma_learning_rate: None,
seed: 42,
}
}
}
/// Separable Natural Evolution Strategy (sNES).
///
/// `Vec<f64>` decisions only. Single-objective only. Maintains a sampling
/// distribution `N(μ, diag(σ²))` and updates `μ`, `σ` each generation by
/// following the natural gradient of expected fitness, with rank-shaped
/// fitness utilities for invariance to monotone transforms of the
/// objective.
///
/// # Example
///
/// ```
/// use heuropt::prelude::*;
///
/// struct Sphere;
/// impl Problem for Sphere {
/// type Decision = Vec<f64>;
/// fn objectives(&self) -> ObjectiveSpace {
/// ObjectiveSpace::new(vec![Objective::minimize("f")])
/// }
/// fn evaluate(&self, x: &Vec<f64>) -> Evaluation {
/// Evaluation::new(vec![x.iter().map(|v| v * v).sum::<f64>()])
/// }
/// }
///
/// let mut opt = SeparableNes::new(
/// SeparableNesConfig {
/// population_size: 16,
/// generations: 80,
/// initial_sigma: 1.0,
/// mean_learning_rate: 1.0,
/// sigma_learning_rate: None, // use NES default
/// seed: 42,
/// },
/// RealBounds::new(vec![(-5.0, 5.0); 3]),
/// );
/// let r = opt.run(&Sphere);
/// assert!(r.best.unwrap().evaluation.objectives[0] < 1e-3);
/// ```
#[derive(Debug, Clone)]
pub struct SeparableNes {
/// Algorithm configuration.
pub config: SeparableNesConfig,
/// Per-variable bounds — used to seed `μ` (midpoint) and clamp every
/// sampled offspring.
pub bounds: RealBounds,
}
impl SeparableNes {
/// Construct a `SeparableNes`.
pub fn new(config: SeparableNesConfig, bounds: RealBounds) -> Self {
Self { config, bounds }
}
}
impl<P> Optimizer<P> for SeparableNes
where
P: Problem<Decision = Vec<f64>> + Sync,
{
fn run(&mut self, problem: &P) -> OptimizationResult<P::Decision> {
assert!(
self.config.population_size >= 2,
"SeparableNes population_size must be >= 2",
);
assert!(
self.config.initial_sigma > 0.0,
"SeparableNes initial_sigma must be > 0"
);
let objectives = problem.objectives();
assert!(
objectives.is_single_objective(),
"SeparableNes requires exactly one objective",
);
let direction = objectives.objectives[0].direction;
let n = self.bounds.bounds.len();
let lambda = self.config.population_size;
let mut rng = rng_from_seed(self.config.seed);
// Initial state.
let mut mean: Vec<f64> = self
.bounds
.bounds
.iter()
.map(|&(lo, hi)| 0.5 * (lo + hi))
.collect();
let mut sigma = vec![self.config.initial_sigma; n];
// Default sigma learning rate (Wierstra et al. 2014, Eq. 11).
let eta_sigma = self
.config
.sigma_learning_rate
.unwrap_or_else(|| (3.0 + (n as f64).ln()) / (5.0 * (n as f64).sqrt()));
let eta_mean = self.config.mean_learning_rate;
// Rank utilities — the standard NES weighting:
// u_i = max(0, ln(λ/2 + 1) - ln(i)) / Σ - 1/λ
// (positive total mass, zero sum after the shift).
let utilities = nes_utilities(lambda);
let mut best_seen: Option<Candidate<Vec<f64>>> = None;
let mut total_evaluations = 0usize;
for _ in 0..self.config.generations {
// Sample λ offspring.
let mut z_samples: Vec<Vec<f64>> = Vec::with_capacity(lambda);
let mut x_samples: Vec<Vec<f64>> = Vec::with_capacity(lambda);
let mut evals: Vec<Evaluation> = Vec::with_capacity(lambda);
for _ in 0..lambda {
let z: Vec<f64> = (0..n)
.map(|_| Normal::new(0.0, 1.0).unwrap().sample(&mut rng))
.collect();
let x: Vec<f64> = (0..n)
.map(|j| {
let v = mean[j] + sigma[j] * z[j];
let (lo, hi) = self.bounds.bounds[j];
v.clamp(lo, hi)
})
.collect();
let e = problem.evaluate(&x);
total_evaluations += 1;
let beats_best = match &best_seen {
None => true,
Some(b) => better(&e, &b.evaluation, direction),
};
if beats_best {
best_seen = Some(Candidate::new(x.clone(), e.clone()));
}
z_samples.push(z);
x_samples.push(x);
evals.push(e);
}
// Sort offspring best → worst (so utility[0] goes to the best).
let mut order: Vec<usize> = (0..lambda).collect();
order.sort_by(|&a, &b| compare(&evals[a], &evals[b], direction));
// Update mean: μ ← μ + η_μ · σ · Σ u_i · z_i
let mut grad_mean = vec![0.0_f64; n];
for k in 0..lambda {
let u = utilities[k];
let z = &z_samples[order[k]];
for j in 0..n {
grad_mean[j] += u * z[j];
}
}
for j in 0..n {
mean[j] += eta_mean * sigma[j] * grad_mean[j];
let (lo, hi) = self.bounds.bounds[j];
mean[j] = mean[j].clamp(lo, hi);
}
// Update sigma: σ_j ← σ_j · exp((η_σ/2) · Σ u_i · (z_i,j² - 1))
for j in 0..n {
let mut grad_sigma_j = 0.0;
for k in 0..lambda {
let u = utilities[k];
let z = &z_samples[order[k]];
grad_sigma_j += u * (z[j] * z[j] - 1.0);
}
sigma[j] *= (0.5 * eta_sigma * grad_sigma_j).exp();
if !sigma[j].is_finite() || sigma[j] < 1e-30 {
sigma[j] = 1e-30;
}
}
}
let best = best_seen.expect("at least one generation evaluated");
let population = Population::new(vec![best.clone()]);
let front = vec![best.clone()];
OptimizationResult::new(
population,
front,
Some(best),
total_evaluations,
self.config.generations,
)
}
}
fn nes_utilities(lambda: usize) -> Vec<f64> {
let half = lambda as f64 / 2.0 + 1.0;
let raw: Vec<f64> = (0..lambda)
.map(|i| {
let v = half.ln() - ((i + 1) as f64).ln();
v.max(0.0)
})
.collect();
let sum: f64 = raw.iter().sum::<f64>().max(1e-12);
let inv_lambda = 1.0 / lambda as f64;
raw.iter().map(|u| u / sum - inv_lambda).collect()
}
fn compare(a: &Evaluation, b: &Evaluation, direction: Direction) -> std::cmp::Ordering {
match (a.is_feasible(), b.is_feasible()) {
(true, false) => std::cmp::Ordering::Less,
(false, true) => std::cmp::Ordering::Greater,
(false, false) => a
.constraint_violation
.partial_cmp(&b.constraint_violation)
.unwrap_or(std::cmp::Ordering::Equal),
(true, true) => match direction {
Direction::Minimize => a.objectives[0]
.partial_cmp(&b.objectives[0])
.unwrap_or(std::cmp::Ordering::Equal),
Direction::Maximize => b.objectives[0]
.partial_cmp(&a.objectives[0])
.unwrap_or(std::cmp::Ordering::Equal),
},
}
}
fn better(a: &Evaluation, b: &Evaluation, direction: Direction) -> bool {
compare(a, b, direction) == std::cmp::Ordering::Less
}
#[cfg(test)]
mod tests {
use super::*;
use crate::tests_support::{SchafferN1, Sphere1D};
fn make_optimizer(seed: u64) -> SeparableNes {
SeparableNes::new(
SeparableNesConfig {
population_size: 16,
generations: 200,
initial_sigma: 0.5,
mean_learning_rate: 1.0,
sigma_learning_rate: None,
seed,
},
RealBounds::new(vec![(-5.0, 5.0)]),
)
}
#[test]
fn finds_minimum_of_sphere() {
let mut opt = make_optimizer(1);
let r = opt.run(&Sphere1D);
let best = r.best.unwrap();
assert!(
best.evaluation.objectives[0] < 1e-6,
"got f = {}",
best.evaluation.objectives[0],
);
}
#[test]
fn deterministic_with_same_seed() {
let mut a = make_optimizer(99);
let mut b = make_optimizer(99);
let ra = a.run(&Sphere1D);
let rb = b.run(&Sphere1D);
assert_eq!(
ra.best.unwrap().evaluation.objectives,
rb.best.unwrap().evaluation.objectives,
);
}
#[test]
fn utilities_sum_to_zero() {
let u = nes_utilities(8);
let s: f64 = u.iter().sum();
assert!(s.abs() < 1e-12, "utilities sum to {s}, not 0");
}
#[test]
#[should_panic(expected = "exactly one objective")]
fn multi_objective_panics() {
let mut opt = make_optimizer(0);
let _ = opt.run(&SchafferN1);
}
}
+176 -48
View File
@@ -9,7 +9,6 @@ use crate::core::population::Population;
use crate::core::problem::Problem;
use crate::core::result::OptimizationResult;
use crate::core::rng::{Rng, rng_from_seed};
use crate::pareto::dominance::{Dominance, pareto_compare};
use crate::pareto::front::{best_candidate, pareto_front};
use crate::traits::{Initializer, Optimizer, Variation};
@@ -28,11 +27,50 @@ pub struct Spea2Config {
impl Default for Spea2Config {
fn default() -> Self {
Self { population_size: 100, archive_size: 100, generations: 250, seed: 42 }
Self {
population_size: 100,
archive_size: 100,
generations: 250,
seed: 42,
}
}
}
/// SPEA2 optimizer.
///
/// Strength Pareto Evolutionary Algorithm 2: combines a strength-based
/// dominance score with a k-th nearest-neighbor density estimate. Maintains
/// an external archive separate from the working population.
///
/// # Example
///
/// ```
/// use heuropt::prelude::*;
///
/// struct Schaffer;
/// impl Problem for Schaffer {
/// type Decision = Vec<f64>;
/// fn objectives(&self) -> ObjectiveSpace {
/// ObjectiveSpace::new(vec![Objective::minimize("f1"), Objective::minimize("f2")])
/// }
/// fn evaluate(&self, x: &Vec<f64>) -> Evaluation {
/// Evaluation::new(vec![x[0] * x[0], (x[0] - 2.0).powi(2)])
/// }
/// }
///
/// let bounds = vec![(-5.0_f64, 5.0_f64)];
/// let mut opt = Spea2::new(
/// Spea2Config { population_size: 30, archive_size: 30, generations: 20, seed: 42 },
/// RealBounds::new(bounds.clone()),
/// CompositeVariation {
/// crossover: SimulatedBinaryCrossover::new(bounds.clone(), 15.0, 0.5),
/// mutation: PolynomialMutation::new(bounds, 20.0, 1.0),
/// },
/// );
/// let r = opt.run(&Schaffer);
/// assert_eq!(r.population.len(), 30);
/// assert!(!r.pareto_front.is_empty());
/// ```
#[derive(Debug, Clone)]
pub struct Spea2<I, V> {
/// Algorithm configuration.
@@ -46,7 +84,11 @@ pub struct Spea2<I, V> {
impl<I, V> Spea2<I, V> {
/// Construct a `Spea2` optimizer.
pub fn new(config: Spea2Config, initializer: I, variation: V) -> Self {
Self { config, initializer, variation }
Self {
config,
initializer,
variation,
}
}
}
@@ -142,19 +184,50 @@ fn compute_fitness<D>(pool: &[Candidate<D>], objectives: &ObjectiveSpace) -> Vec
.iter()
.map(|c| objectives.as_minimization(&c.evaluation.objectives))
.collect();
let feasible: Vec<bool> = pool.iter().map(|c| c.evaluation.is_feasible()).collect();
let violation: Vec<f64> = pool
.iter()
.map(|c| c.evaluation.constraint_violation)
.collect();
let m = objectives.len();
// Strength S(i) = number of members i dominates.
// Strength S(i) = number of members i dominates. Inline `pareto_compare`
// against the cached oriented/feasibility arrays — the by-pair call into
// `pareto_compare` would otherwise allocate two fresh `Vec<f64>`s per
// pair via `as_minimization`, dominating per-generation cost on
// population sizes ≥ 80.
let mut strength = vec![0_usize; n];
let mut dominators_of: Vec<Vec<usize>> = vec![Vec::new(); n];
for i in 0..n {
let ai_feasible = feasible[i];
let ai_violation = violation[i];
let ai = &oriented[i];
for j in 0..n {
if i == j {
continue;
}
if matches!(
pareto_compare(&pool[i].evaluation, &pool[j].evaluation, objectives),
Dominance::Dominates
) {
let bi_feasible = feasible[j];
let i_dominates_j = match (ai_feasible, bi_feasible) {
(true, false) => true,
(false, true) => false,
(false, false) => ai_violation < violation[j],
(true, true) => {
let bj = &oriented[j];
let mut a_better_anywhere = false;
let mut b_better_anywhere = false;
for k in 0..m {
let av = ai[k];
let bv = bj[k];
if av < bv {
a_better_anywhere = true;
} else if av > bv {
b_better_anywhere = true;
}
}
a_better_anywhere && !b_better_anywhere
}
};
if i_dominates_j {
strength[i] += 1;
dominators_of[j].push(i);
}
@@ -166,17 +239,25 @@ fn compute_fitness<D>(pool: &[Candidate<D>], objectives: &ObjectiveSpace) -> Vec
.map(|i| dominators_of[i].iter().map(|&j| strength[j] as f64).sum())
.collect();
// Density D(i) = 1 / (σ_k + 2). Use kth_nearest distances.
// Density D(i) = 1 / (σ_k + 2) where σ_k is the distance to the k-th
// nearest neighbor (k = floor(sqrt(N))). Build a symmetric distance
// matrix once instead of recomputing each row independently — that
// halves the euclidean calls (which dominate at higher M) and keeps
// the σ_k value bit-identical.
let mut dist: Vec<Vec<f64>> = vec![vec![0.0_f64; n]; n];
#[allow(clippy::needless_range_loop)]
for i in 0..n {
for j in (i + 1)..n {
let d = euclidean(&oriented[i], &oriented[j]);
dist[i][j] = d;
dist[j][i] = d;
}
}
let k = (n as f64).sqrt() as usize;
let density: Vec<f64> = (0..n)
.map(|i| {
let mut dists: Vec<f64> = (0..n)
.filter(|&j| j != i)
.map(|j| euclidean(&oriented[i], &oriented[j]))
.collect();
let mut dists: Vec<f64> = (0..n).filter(|&j| j != i).map(|j| dist[i][j]).collect();
dists.sort_by(|a, b| a.partial_cmp(b).unwrap_or(std::cmp::Ordering::Equal));
// SPEA2's σ_k is the distance to the k-th nearest neighbor (1-indexed).
// With k = floor(sqrt(N)), use index (k-1).clamp(0, len-1).
let idx = if dists.is_empty() {
return 0.0;
} else {
@@ -190,7 +271,11 @@ fn compute_fitness<D>(pool: &[Candidate<D>], objectives: &ObjectiveSpace) -> Vec
}
fn euclidean(a: &[f64], b: &[f64]) -> f64 {
a.iter().zip(b.iter()).map(|(x, y)| (x - y).powi(2)).sum::<f64>().sqrt()
a.iter()
.zip(b.iter())
.map(|(x, y)| (x - y).powi(2))
.sum::<f64>()
.sqrt()
}
/// Build the next archive of exactly `target_size` members.
@@ -213,10 +298,11 @@ fn build_archive<D: Clone>(
if nondom.len() < target_size {
// Fill from dominated members ordered by ascending fitness.
let mut dominated: Vec<usize> =
(0..pool.len()).filter(|&i| fitness[i] >= 1.0).collect();
let mut dominated: Vec<usize> = (0..pool.len()).filter(|&i| fitness[i] >= 1.0).collect();
dominated.sort_by(|&a, &b| {
fitness[a].partial_cmp(&fitness[b]).unwrap_or(std::cmp::Ordering::Equal)
fitness[a]
.partial_cmp(&fitness[b])
.unwrap_or(std::cmp::Ordering::Equal)
});
let needed = target_size - nondom.len();
nondom.extend(dominated.into_iter().take(needed));
@@ -224,32 +310,44 @@ fn build_archive<D: Clone>(
}
// Truncation: while too large, drop the member with the smallest distance
// to its nearest neighbor in the current archive.
// to its nearest neighbor in the current archive (ties broken by next-
// nearest, etc. via lex order on each member's sorted neighbor vector).
//
// Implementation: compute the pairwise distance matrix once, plus each
// member's sorted neighbor-distance vector. Each iteration drops one
// dead victim's entry from every survivor's sorted vector via
// binary-search-remove, instead of resorting from scratch. That cuts
// truncation cost from O(K³ log K) to O(K² log K) overall while
// producing the identical victim choice every step (the sorted vector
// post-removal is bit-equal to a fresh sort over the smaller set).
let n = nondom.len();
let oriented: Vec<Vec<f64>> = nondom
.iter()
.map(|&i| objectives.as_minimization(&pool[i].evaluation.objectives))
.collect();
let mut alive: Vec<bool> = vec![true; nondom.len()];
let mut alive_count = nondom.len();
while alive_count > target_size {
// Compute per-member sorted distances to other alive members.
let mut neighbor_dists: Vec<Vec<f64>> = vec![Vec::new(); nondom.len()];
for i in 0..nondom.len() {
if !alive[i] {
continue;
}
for j in 0..nondom.len() {
if !alive[j] || i == j {
continue;
}
neighbor_dists[i].push(euclidean(&oriented[i], &oriented[j]));
}
neighbor_dists[i]
.sort_by(|a, b| a.partial_cmp(b).unwrap_or(std::cmp::Ordering::Equal));
let mut dist: Vec<Vec<f64>> = vec![vec![0.0_f64; n]; n];
#[allow(clippy::needless_range_loop)]
for i in 0..n {
for j in (i + 1)..n {
let d = euclidean(&oriented[i], &oriented[j]);
dist[i][j] = d;
dist[j][i] = d;
}
// Find the alive member whose neighbor-distance vector is lex-smallest.
}
let mut sorted_dists: Vec<Vec<f64>> = (0..n)
.map(|i| {
let mut v: Vec<f64> = (0..n).filter(|&j| j != i).map(|j| dist[i][j]).collect();
v.sort_by(|a, b| a.partial_cmp(b).unwrap_or(std::cmp::Ordering::Equal));
v
})
.collect();
let mut alive: Vec<bool> = vec![true; n];
let mut alive_count = n;
while alive_count > target_size {
// Find the alive member whose sorted-neighbor-distance vector is
// lex-smallest (= the most crowded member).
let mut victim = usize::MAX;
for i in 0..nondom.len() {
for i in 0..n {
if !alive[i] {
continue;
}
@@ -257,13 +355,16 @@ fn build_archive<D: Clone>(
victim = i;
continue;
}
// Lex-compare neighbor distances.
let cmp = neighbor_dists[i]
let cmp = sorted_dists[i]
.iter()
.zip(neighbor_dists[victim].iter())
.zip(sorted_dists[victim].iter())
.find_map(|(a, b)| {
let c = a.partial_cmp(b).unwrap_or(std::cmp::Ordering::Equal);
if c != std::cmp::Ordering::Equal { Some(c) } else { None }
if c != std::cmp::Ordering::Equal {
Some(c)
} else {
None
}
})
.unwrap_or(std::cmp::Ordering::Equal);
if cmp == std::cmp::Ordering::Less {
@@ -272,12 +373,33 @@ fn build_archive<D: Clone>(
}
alive[victim] = false;
alive_count -= 1;
// Update every still-alive member's sorted neighbor vector by
// removing the entry corresponding to the dead victim. Binary-
// search-remove on the (still-)sorted vector is O(log K + K) per
// survivor — we tolerate the linear shift because K is tiny.
for i in 0..n {
if !alive[i] {
continue;
}
let d = dist[i][victim];
if let Ok(pos) = sorted_dists[i]
.binary_search_by(|x| x.partial_cmp(&d).unwrap_or(std::cmp::Ordering::Equal))
{
sorted_dists[i].remove(pos);
}
}
}
nondom
.into_iter()
.enumerate()
.filter_map(|(local, idx)| if alive[local] { Some(pool[idx].clone()) } else { None })
.filter_map(|(local, idx)| {
if alive[local] {
Some(pool[idx].clone())
} else {
None
}
})
.collect()
}
@@ -354,10 +476,16 @@ mod tests {
let mut b = make();
let ra = a.run(&SchafferN1);
let rb = b.run(&SchafferN1);
let oa: Vec<Vec<f64>> =
ra.pareto_front.iter().map(|c| c.evaluation.objectives.clone()).collect();
let ob: Vec<Vec<f64>> =
rb.pareto_front.iter().map(|c| c.evaluation.objectives.clone()).collect();
let oa: Vec<Vec<f64>> = ra
.pareto_front
.iter()
.map(|c| c.evaluation.objectives.clone())
.collect();
let ob: Vec<Vec<f64>> = rb
.pareto_front
.iter()
.map(|c| c.evaluation.objectives.clone())
.collect();
assert_eq!(oa, ob);
}
+288
View File
@@ -0,0 +1,288 @@
//! `TabuSearch` — Glover 1986 tabu search with a user-supplied neighbor
//! generator and decision-level FIFO tabu list.
use std::collections::{HashSet, VecDeque};
use std::hash::Hash;
use crate::core::candidate::Candidate;
use crate::core::objective::Direction;
use crate::core::population::Population;
use crate::core::problem::Problem;
use crate::core::result::OptimizationResult;
use crate::core::rng::{Rng, rng_from_seed};
use crate::traits::{Initializer, Optimizer};
/// Configuration for [`TabuSearch`].
#[derive(Debug, Clone)]
pub struct TabuSearchConfig {
/// Number of iterations.
pub iterations: usize,
/// Maximum size of the FIFO tabu list (older entries are evicted).
pub tabu_tenure: usize,
/// Seed for the deterministic RNG used by the neighbor generator.
pub seed: u64,
}
impl Default for TabuSearchConfig {
fn default() -> Self {
Self {
iterations: 500,
tabu_tenure: 16,
seed: 42,
}
}
}
/// Single-objective tabu search.
///
/// Each iteration the user-supplied `neighbors` closure produces a finite
/// list of candidate moves from the current incumbent. The best non-tabu
/// neighbor (or any tabu neighbor that improves the best-seen-ever
/// incumbent — the standard "aspiration" override) is accepted as the new
/// incumbent and its decision is appended to a FIFO tabu list of size
/// `tabu_tenure`. Tabu matches the full decision; users wanting move-based
/// tabu can wrap moves into a custom decision type.
pub struct TabuSearch<D, I, N>
where
D: Clone + Hash + Eq,
I: Initializer<D>,
N: FnMut(&D, &mut Rng) -> Vec<D>,
{
/// Algorithm configuration.
pub config: TabuSearchConfig,
/// Initial-decision sampler.
pub initializer: I,
/// Neighbor generator: produces a finite list of candidate moves from
/// the current incumbent.
pub neighbors: N,
_marker: std::marker::PhantomData<D>,
}
impl<D, I, N> TabuSearch<D, I, N>
where
D: Clone + Hash + Eq,
I: Initializer<D>,
N: FnMut(&D, &mut Rng) -> Vec<D>,
{
/// Construct a `TabuSearch`.
pub fn new(config: TabuSearchConfig, initializer: I, neighbors: N) -> Self {
Self {
config,
initializer,
neighbors,
_marker: std::marker::PhantomData,
}
}
}
impl<P, I, N> Optimizer<P> for TabuSearch<P::Decision, I, N>
where
P: Problem + Sync,
P::Decision: Clone + Hash + Eq + Send,
I: Initializer<P::Decision>,
N: FnMut(&P::Decision, &mut Rng) -> Vec<P::Decision>,
{
fn run(&mut self, problem: &P) -> OptimizationResult<P::Decision> {
let objectives = problem.objectives();
assert!(
objectives.is_single_objective(),
"TabuSearch requires exactly one objective",
);
assert!(
self.config.tabu_tenure >= 1,
"TabuSearch tabu_tenure must be >= 1",
);
let direction = objectives.objectives[0].direction;
let mut rng = rng_from_seed(self.config.seed);
let mut initial = self.initializer.initialize(1, &mut rng);
assert!(
!initial.is_empty(),
"TabuSearch initializer returned no decisions"
);
let mut current_decision = initial.remove(0);
let mut current_eval = problem.evaluate(&current_decision);
let mut best_decision = current_decision.clone();
let mut best_eval = current_eval.clone();
let mut evaluations = 1usize;
let mut tabu_queue: VecDeque<P::Decision> =
VecDeque::with_capacity(self.config.tabu_tenure);
let mut tabu_set: HashSet<P::Decision> = HashSet::new();
for _ in 0..self.config.iterations {
let candidates = (self.neighbors)(&current_decision, &mut rng);
if candidates.is_empty() {
break;
}
// Best non-tabu candidate, OR best tabu candidate that beats the
// best-seen-ever (aspiration).
let mut best_idx: Option<usize> = None;
let mut best_cand_eval: Option<crate::core::evaluation::Evaluation> = None;
let evaluations_before = evaluations;
let mut cand_evals: Vec<crate::core::evaluation::Evaluation> =
Vec::with_capacity(candidates.len());
for c in &candidates {
cand_evals.push(problem.evaluate(c));
}
evaluations += candidates.len();
let _ = evaluations_before;
for (i, c) in candidates.iter().enumerate() {
let is_tabu = tabu_set.contains(c);
let aspires = is_tabu && better_than(&cand_evals[i], &best_eval, direction);
if is_tabu && !aspires {
continue;
}
let eligible = match &best_cand_eval {
None => true,
Some(b) => better_than(&cand_evals[i], b, direction),
};
if eligible {
best_idx = Some(i);
best_cand_eval = Some(cand_evals[i].clone());
}
}
// If everything is tabu and nothing aspires, fall back to the
// best tabu candidate (avoid getting stuck).
if best_idx.is_none() {
for (i, _) in candidates.iter().enumerate() {
let eligible = match &best_cand_eval {
None => true,
Some(b) => better_than(&cand_evals[i], b, direction),
};
if eligible {
best_idx = Some(i);
best_cand_eval = Some(cand_evals[i].clone());
}
}
}
let chosen_idx = best_idx.expect("non-empty candidate list");
let chosen_decision = candidates[chosen_idx].clone();
current_eval = cand_evals.remove(chosen_idx);
current_decision = chosen_decision.clone();
if better_than(&current_eval, &best_eval, direction) {
best_decision = current_decision.clone();
best_eval = current_eval.clone();
}
// Update FIFO tabu list.
tabu_queue.push_back(chosen_decision.clone());
tabu_set.insert(chosen_decision);
if tabu_queue.len() > self.config.tabu_tenure {
if let Some(old) = tabu_queue.pop_front() {
tabu_set.remove(&old);
}
}
}
let best = Candidate::new(best_decision, best_eval);
let population = Population::new(vec![best.clone()]);
let front = vec![best.clone()];
OptimizationResult::new(
population,
front,
Some(best),
evaluations,
self.config.iterations,
)
}
}
fn better_than(
a: &crate::core::evaluation::Evaluation,
b: &crate::core::evaluation::Evaluation,
direction: Direction,
) -> bool {
match (a.is_feasible(), b.is_feasible()) {
(true, false) => true,
(false, true) => false,
(false, false) => a.constraint_violation < b.constraint_violation,
(true, true) => match direction {
Direction::Minimize => a.objectives[0] < b.objectives[0],
Direction::Maximize => a.objectives[0] > b.objectives[0],
},
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::core::evaluation::Evaluation;
use crate::core::objective::{Objective, ObjectiveSpace};
use rand::Rng as _;
/// Trivial integer-grid problem: minimize `(x - 7)^2`.
struct GridProblem;
impl Problem for GridProblem {
type Decision = Vec<i32>;
fn objectives(&self) -> ObjectiveSpace {
ObjectiveSpace::new(vec![Objective::minimize("f")])
}
fn evaluate(&self, x: &Vec<i32>) -> Evaluation {
let v = (x[0] - 7) as f64;
Evaluation::new(vec![v * v])
}
}
/// Initialize a single 1-D integer at 0.
struct StartAtZero;
impl Initializer<Vec<i32>> for StartAtZero {
fn initialize(&mut self, size: usize, _rng: &mut Rng) -> Vec<Vec<i32>> {
(0..size).map(|_| vec![0]).collect()
}
}
fn make_optimizer<F>(seed: u64, neighbors: F) -> TabuSearch<Vec<i32>, StartAtZero, F>
where
F: FnMut(&Vec<i32>, &mut Rng) -> Vec<Vec<i32>>,
{
TabuSearch::new(
TabuSearchConfig {
iterations: 50,
tabu_tenure: 4,
seed,
},
StartAtZero,
neighbors,
)
}
#[test]
fn finds_optimum_on_grid() {
// Neighbors: ±1 of current value.
let neighbors = |x: &Vec<i32>, _rng: &mut Rng| vec![vec![x[0] - 1], vec![x[0] + 1]];
let mut opt = make_optimizer(1, neighbors);
let r = opt.run(&GridProblem);
let best = r.best.unwrap();
assert_eq!(best.decision, vec![7]);
assert_eq!(best.evaluation.objectives, vec![0.0]);
}
#[test]
fn deterministic_with_same_seed() {
let neighbors = |x: &Vec<i32>, rng: &mut Rng| {
(0..5)
.map(|_| vec![x[0] + rng.random_range(-3..=3)])
.collect::<Vec<_>>()
};
let mut a = make_optimizer(99, neighbors);
let mut b = make_optimizer(99, |x: &Vec<i32>, rng: &mut Rng| {
(0..5)
.map(|_| vec![x[0] + rng.random_range(-3..=3)])
.collect::<Vec<_>>()
});
let ra = a.run(&GridProblem);
let rb = b.run(&GridProblem);
assert_eq!(
ra.best.unwrap().evaluation.objectives,
rb.best.unwrap().evaluation.objectives,
);
}
}
+258
View File
@@ -0,0 +1,258 @@
//! `Tlbo` — Rao 2011 Teaching-Learning-Based Optimization, parameter-free
//! single-objective optimizer for `Vec<f64>` decisions.
use rand::Rng as _;
use crate::core::candidate::Candidate;
use crate::core::evaluation::Evaluation;
use crate::core::objective::Direction;
use crate::core::population::Population;
use crate::core::problem::Problem;
use crate::core::result::OptimizationResult;
use crate::core::rng::rng_from_seed;
use crate::operators::real::RealBounds;
use crate::pareto::front::best_candidate;
use crate::traits::Optimizer;
/// Configuration for [`Tlbo`].
#[derive(Debug, Clone)]
pub struct TlboConfig {
/// Population size (= number of "learners").
pub population_size: usize,
/// Number of generations.
pub generations: usize,
/// Seed for the deterministic RNG.
pub seed: u64,
}
impl Default for TlboConfig {
fn default() -> Self {
Self {
population_size: 30,
generations: 200,
seed: 42,
}
}
}
/// Teaching-Learning-Based Optimization.
///
/// The standout feature: NO algorithm-specific hyperparameters. Just
/// population_size and generations. Compared with the rest of heuropt's
/// SO toolkit (DE has F+CR, PSO has w+c1+c2, CMA-ES has σ, GA needs
/// crossover+mutation operators), TLBO works out of the box.
///
/// # Example
///
/// ```
/// use heuropt::prelude::*;
///
/// struct Sphere;
/// impl Problem for Sphere {
/// type Decision = Vec<f64>;
/// fn objectives(&self) -> ObjectiveSpace {
/// ObjectiveSpace::new(vec![Objective::minimize("f")])
/// }
/// fn evaluate(&self, x: &Vec<f64>) -> Evaluation {
/// Evaluation::new(vec![x.iter().map(|v| v * v).sum::<f64>()])
/// }
/// }
///
/// let mut opt = Tlbo::new(
/// TlboConfig { population_size: 20, generations: 50, seed: 42 },
/// RealBounds::new(vec![(-5.0, 5.0); 3]),
/// );
/// let r = opt.run(&Sphere);
/// assert!(r.best.unwrap().evaluation.objectives[0] < 1e-3);
/// ```
#[derive(Debug, Clone)]
pub struct Tlbo {
/// Algorithm configuration.
pub config: TlboConfig,
/// Per-variable bounds — used both to seed the population and to clamp
/// every learner's position.
pub bounds: RealBounds,
}
impl Tlbo {
/// Construct a `Tlbo`.
pub fn new(config: TlboConfig, bounds: RealBounds) -> Self {
Self { config, bounds }
}
}
impl<P> Optimizer<P> for Tlbo
where
P: Problem<Decision = Vec<f64>> + Sync,
{
fn run(&mut self, problem: &P) -> OptimizationResult<P::Decision> {
assert!(
self.config.population_size >= 2,
"Tlbo population_size must be >= 2"
);
let objectives = problem.objectives();
assert!(
objectives.is_single_objective(),
"Tlbo requires exactly one objective",
);
let direction = objectives.objectives[0].direction;
let dim = self.bounds.bounds.len();
let n = self.config.population_size;
let mut rng = rng_from_seed(self.config.seed);
let mut decisions: Vec<Vec<f64>> = {
use crate::traits::Initializer as _;
self.bounds.initialize(n, &mut rng)
};
let mut evals: Vec<Evaluation> = decisions.iter().map(|d| problem.evaluate(d)).collect();
let mut evaluations = decisions.len();
for _ in 0..self.config.generations {
// Identify teacher (best learner).
let teacher_idx = best_index(&evals, direction);
let teacher = decisions[teacher_idx].clone();
// Compute the population mean per dimension.
let mut mean = vec![0.0_f64; dim];
for d in &decisions {
for j in 0..dim {
mean[j] += d[j];
}
}
for v in mean.iter_mut() {
*v /= n as f64;
}
// Teaching factor.
let tf = if rng.random_bool(0.5) { 1.0 } else { 2.0 };
// Teacher phase.
for i in 0..n {
let mut candidate = decisions[i].clone();
for j in 0..dim {
let r: f64 = rng.random();
candidate[j] += r * (teacher[j] - tf * mean[j]);
let (lo, hi) = self.bounds.bounds[j];
candidate[j] = candidate[j].clamp(lo, hi);
}
let cand_eval = problem.evaluate(&candidate);
evaluations += 1;
if better(&cand_eval, &evals[i], direction) {
decisions[i] = candidate;
evals[i] = cand_eval;
}
}
// Learner phase: each learner mates with a random different
// partner and accepts a move toward the better one.
for i in 0..n {
let mut k = rng.random_range(0..n);
while k == i && n > 1 {
k = rng.random_range(0..n);
}
let partner_better = better(&evals[k], &evals[i], direction);
let mut candidate = decisions[i].clone();
for j in 0..dim {
let r: f64 = rng.random();
let delta = if partner_better {
r * (decisions[k][j] - decisions[i][j])
} else {
r * (decisions[i][j] - decisions[k][j])
};
candidate[j] += delta;
let (lo, hi) = self.bounds.bounds[j];
candidate[j] = candidate[j].clamp(lo, hi);
}
let cand_eval = problem.evaluate(&candidate);
evaluations += 1;
if better(&cand_eval, &evals[i], direction) {
decisions[i] = candidate;
evals[i] = cand_eval;
}
}
}
let final_pop: Vec<Candidate<Vec<f64>>> = decisions
.into_iter()
.zip(evals)
.map(|(d, e)| Candidate::new(d, e))
.collect();
let best = best_candidate(&final_pop, &objectives);
let front: Vec<Candidate<Vec<f64>>> = best.iter().cloned().collect();
OptimizationResult::new(
Population::new(final_pop),
front,
best,
evaluations,
self.config.generations,
)
}
}
fn best_index(evals: &[Evaluation], direction: Direction) -> usize {
let mut idx = 0;
for i in 1..evals.len() {
if better(&evals[i], &evals[idx], direction) {
idx = i;
}
}
idx
}
fn better(a: &Evaluation, b: &Evaluation, direction: Direction) -> bool {
match (a.is_feasible(), b.is_feasible()) {
(true, false) => true,
(false, true) => false,
(false, false) => a.constraint_violation < b.constraint_violation,
(true, true) => match direction {
Direction::Minimize => a.objectives[0] < b.objectives[0],
Direction::Maximize => a.objectives[0] > b.objectives[0],
},
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::tests_support::{SchafferN1, Sphere1D};
fn make_optimizer(seed: u64) -> Tlbo {
Tlbo::new(
TlboConfig {
population_size: 30,
generations: 100,
seed,
},
RealBounds::new(vec![(-5.0, 5.0)]),
)
}
#[test]
fn finds_minimum_of_sphere() {
let mut opt = make_optimizer(1);
let r = opt.run(&Sphere1D);
let best = r.best.unwrap();
assert!(
best.evaluation.objectives[0] < 1e-3,
"got f = {}",
best.evaluation.objectives[0],
);
}
#[test]
fn deterministic_with_same_seed() {
let mut a = make_optimizer(99);
let mut b = make_optimizer(99);
let ra = a.run(&Sphere1D);
let rb = b.run(&Sphere1D);
assert_eq!(
ra.best.unwrap().evaluation.objectives,
rb.best.unwrap().evaluation.objectives,
);
}
#[test]
#[should_panic(expected = "exactly one objective")]
fn multi_objective_panics() {
let mut opt = make_optimizer(0);
let _ = opt.run(&SchafferN1);
}
}
+420
View File
@@ -0,0 +1,420 @@
//! `Tpe` — Bergstra et al. 2011 Tree-structured Parzen Estimator.
use rand::Rng as _;
use rand_distr::{Distribution, Normal};
use crate::core::candidate::Candidate;
use crate::core::evaluation::Evaluation;
use crate::core::objective::Direction;
use crate::core::population::Population;
use crate::core::problem::Problem;
use crate::core::result::OptimizationResult;
use crate::core::rng::{Rng, rng_from_seed};
use crate::operators::real::RealBounds;
use crate::traits::Optimizer;
/// Configuration for [`Tpe`].
#[derive(Debug, Clone)]
pub struct TpeConfig {
/// Number of uniform-random initial samples before the TPE loop starts.
pub initial_samples: usize,
/// Number of TPE iterations after the initial design.
pub iterations: usize,
/// Top-γ fraction of observations classified as "good." Bergstra
/// et al. recommend γ = 0.25.
pub good_fraction: f64,
/// Number of candidate samples drawn from the 'good' KDE per step.
/// The one with the largest `l(x) / g(x)` ratio is chosen.
pub candidate_samples: usize,
/// Bandwidth multiplier on the per-axis KDE (Scott's rule × this
/// factor). 1.0 is the standard rule; 0.52.0 is the practical range.
pub bandwidth_factor: f64,
/// Seed for the deterministic RNG.
pub seed: u64,
}
impl Default for TpeConfig {
fn default() -> Self {
Self {
initial_samples: 10,
iterations: 90,
good_fraction: 0.25,
candidate_samples: 24,
bandwidth_factor: 1.0,
seed: 42,
}
}
}
/// Tree-structured Parzen Estimator.
///
/// Sample-efficient sequential optimizer for `Vec<f64>` decisions. Unlike
/// `BayesianOpt`, no GP — TPE models `p(x | y < y*)` and `p(x | y >= y*)`
/// as per-axis Gaussian KDEs and picks the next candidate by maximizing
/// the ratio of the two densities.
///
/// # Example
///
/// ```
/// use heuropt::prelude::*;
///
/// struct Sphere;
/// impl Problem for Sphere {
/// type Decision = Vec<f64>;
/// fn objectives(&self) -> ObjectiveSpace {
/// ObjectiveSpace::new(vec![Objective::minimize("f")])
/// }
/// fn evaluate(&self, x: &Vec<f64>) -> Evaluation {
/// Evaluation::new(vec![x.iter().map(|v| v * v).sum::<f64>()])
/// }
/// }
///
/// let mut opt = Tpe::new(
/// TpeConfig {
/// initial_samples: 10,
/// iterations: 50,
/// good_fraction: 0.25,
/// candidate_samples: 24,
/// bandwidth_factor: 1.0,
/// seed: 42,
/// },
/// RealBounds::new(vec![(-3.0, 3.0); 3]),
/// );
/// let r = opt.run(&Sphere);
/// assert_eq!(r.evaluations, 60);
/// ```
#[derive(Debug, Clone)]
pub struct Tpe {
/// Algorithm configuration.
pub config: TpeConfig,
/// Per-variable bounds.
pub bounds: RealBounds,
}
impl Tpe {
/// Construct a `Tpe`.
pub fn new(config: TpeConfig, bounds: RealBounds) -> Self {
Self { config, bounds }
}
}
impl<P> Optimizer<P> for Tpe
where
P: Problem<Decision = Vec<f64>> + Sync,
{
fn run(&mut self, problem: &P) -> OptimizationResult<P::Decision> {
assert!(
self.config.initial_samples >= 2,
"Tpe initial_samples must be >= 2"
);
assert!(
self.config.good_fraction > 0.0 && self.config.good_fraction < 1.0,
"Tpe good_fraction must be in (0, 1)",
);
assert!(
self.config.candidate_samples >= 1,
"Tpe candidate_samples must be >= 1",
);
assert!(
self.config.bandwidth_factor > 0.0,
"Tpe bandwidth_factor must be > 0"
);
let objectives = problem.objectives();
assert!(
objectives.is_single_objective(),
"Tpe requires exactly one objective",
);
let direction = objectives.objectives[0].direction;
let dim = self.bounds.bounds.len();
let mut rng = rng_from_seed(self.config.seed);
let mut decisions: Vec<Vec<f64>> = Vec::new();
let mut targets: Vec<f64> = Vec::new();
let mut evals: Vec<Evaluation> = Vec::new();
for _ in 0..self.config.initial_samples {
let x = sample_uniform_in_bounds(&self.bounds, &mut rng);
let e = problem.evaluate(&x);
targets.push(oriented_target(&e, direction));
decisions.push(x);
evals.push(e);
}
for _ in 0..self.config.iterations {
// Split into good vs bad observations.
let (good_idx, bad_idx) = split_good_bad(&targets, self.config.good_fraction);
// Sample candidates from the good KDE.
let mut best_x: Option<Vec<f64>> = None;
let mut best_ratio = f64::NEG_INFINITY;
for _ in 0..self.config.candidate_samples {
let cand = sample_from_kde(
&decisions,
&good_idx,
&self.bounds,
self.config.bandwidth_factor,
&mut rng,
);
let l = log_kde_density(
&cand,
&decisions,
&good_idx,
&self.bounds,
self.config.bandwidth_factor,
);
let g = log_kde_density(
&cand,
&decisions,
&bad_idx,
&self.bounds,
self.config.bandwidth_factor,
);
let ratio = l - g;
if ratio > best_ratio {
best_ratio = ratio;
best_x = Some(cand);
}
}
let x = best_x.expect("at least one candidate sampled");
let _ = dim;
let e = problem.evaluate(&x);
targets.push(oriented_target(&e, direction));
decisions.push(x);
evals.push(e);
}
// Identify the best observation.
let mut best_idx = 0;
for i in 1..evals.len() {
if better(&evals[i], &evals[best_idx], direction) {
best_idx = i;
}
}
let total_evals = evals.len();
let final_pop: Vec<Candidate<Vec<f64>>> = decisions
.into_iter()
.zip(evals)
.map(|(d, e)| Candidate::new(d, e))
.collect();
let best = final_pop[best_idx].clone();
let front = vec![best.clone()];
OptimizationResult::new(
Population::new(final_pop),
front,
Some(best),
total_evals,
self.config.iterations + self.config.initial_samples,
)
}
}
fn oriented_target(e: &Evaluation, direction: Direction) -> f64 {
let base = match direction {
Direction::Minimize => e.objectives[0],
Direction::Maximize => -e.objectives[0],
};
if e.is_feasible() {
base
} else {
base + 1e6 * e.constraint_violation
}
}
fn better(a: &Evaluation, b: &Evaluation, direction: Direction) -> bool {
match (a.is_feasible(), b.is_feasible()) {
(true, false) => true,
(false, true) => false,
(false, false) => a.constraint_violation < b.constraint_violation,
(true, true) => match direction {
Direction::Minimize => a.objectives[0] < b.objectives[0],
Direction::Maximize => a.objectives[0] > b.objectives[0],
},
}
}
fn sample_uniform_in_bounds(bounds: &RealBounds, rng: &mut Rng) -> Vec<f64> {
bounds
.bounds
.iter()
.map(|&(lo, hi)| {
if lo == hi {
lo
} else {
lo + (hi - lo) * rng.random::<f64>()
}
})
.collect()
}
/// Split observation indices into a "good" set (top `good_fraction` by
/// minimization target) and a "bad" set. Both sets are guaranteed
/// non-empty when there are at least 2 observations.
fn split_good_bad(targets: &[f64], good_fraction: f64) -> (Vec<usize>, Vec<usize>) {
let n = targets.len();
let mut order: Vec<usize> = (0..n).collect();
order.sort_by(|&a, &b| {
targets[a]
.partial_cmp(&targets[b])
.unwrap_or(std::cmp::Ordering::Equal)
});
let n_good = ((n as f64) * good_fraction).round() as usize;
let n_good = n_good.clamp(1, n.saturating_sub(1));
let good = order[..n_good].to_vec();
let bad = order[n_good..].to_vec();
(good, bad)
}
/// Sample one decision from a per-axis Gaussian mixture KDE on the
/// indices `support`. Each support point contributes a Gaussian per axis
/// with bandwidth chosen by Scott's rule (`σ̂ · n^(-1/5)`) scaled by
/// `bandwidth_factor`. The mixture weight is uniform over the support.
fn sample_from_kde(
decisions: &[Vec<f64>],
support: &[usize],
bounds: &RealBounds,
bandwidth_factor: f64,
rng: &mut Rng,
) -> Vec<f64> {
if support.is_empty() {
return sample_uniform_in_bounds(bounds, rng);
}
let dim = bounds.bounds.len();
let bandwidths = scott_bandwidths(decisions, support, bandwidth_factor);
let pick = support[rng.random_range(0..support.len())];
let center = &decisions[pick];
let mut x = vec![0.0_f64; dim];
for j in 0..dim {
let normal = Normal::new(center[j], bandwidths[j].max(1e-12)).unwrap();
let v = normal.sample(rng);
let (lo, hi) = bounds.bounds[j];
x[j] = v.clamp(lo, hi);
}
x
}
/// Per-axis log-density at `x` of the KDE built on `support`.
fn log_kde_density(
x: &[f64],
decisions: &[Vec<f64>],
support: &[usize],
bounds: &RealBounds,
bandwidth_factor: f64,
) -> f64 {
if support.is_empty() {
return f64::NEG_INFINITY;
}
let dim = bounds.bounds.len();
let bandwidths = scott_bandwidths(decisions, support, bandwidth_factor);
// Sum of per-axis log-densities, with the kernel a product of 1-D
// Gaussians. Using log-sum-exp for numerical stability would be more
// accurate, but the per-axis-product form is what TPE uses in
// practice and is fine for our optimization goal of *ranking*
// candidates by ratio.
let mut total = 0.0;
for j in 0..dim {
let h = bandwidths[j].max(1e-12);
let mut s = 0.0;
for &i in support {
let z = (x[j] - decisions[i][j]) / h;
s += (-0.5 * z * z).exp() / (h * (2.0 * std::f64::consts::PI).sqrt());
}
let mean_density = s / support.len() as f64;
total += mean_density.max(1e-300).ln();
}
total
}
/// Per-axis bandwidths via Scott's rule: `σ̂ · n^(-1/5)`, with `σ̂` the
/// per-axis standard deviation of the support.
fn scott_bandwidths(decisions: &[Vec<f64>], support: &[usize], factor: f64) -> Vec<f64> {
let dim = decisions[0].len();
let mut means = vec![0.0_f64; dim];
for &i in support {
for j in 0..dim {
means[j] += decisions[i][j];
}
}
let n = support.len() as f64;
for m in means.iter_mut() {
*m /= n;
}
let mut vars = vec![0.0_f64; dim];
for &i in support {
for j in 0..dim {
let d = decisions[i][j] - means[j];
vars[j] += d * d;
}
}
let denom = (support.len().saturating_sub(1).max(1)) as f64;
for v in vars.iter_mut() {
*v /= denom;
}
let scott_n = (support.len() as f64).powf(-0.2);
vars.into_iter()
.map(|v| factor * v.sqrt().max(1e-6) * scott_n)
.collect()
}
#[cfg(test)]
mod tests {
use super::*;
use crate::tests_support::{SchafferN1, Sphere1D};
fn make_optimizer(seed: u64) -> Tpe {
Tpe::new(
TpeConfig {
initial_samples: 10,
iterations: 50,
good_fraction: 0.25,
candidate_samples: 24,
bandwidth_factor: 1.0,
seed,
},
RealBounds::new(vec![(-5.0, 5.0)]),
)
}
#[test]
fn finds_minimum_of_sphere() {
let mut opt = make_optimizer(1);
let r = opt.run(&Sphere1D);
let best = r.best.unwrap();
// TPE without bandwidth tuning, 60 evals on 1-D sphere: clearly
// beats random search (which averages ≈ f = 8) but not as
// aggressive as well-tuned BO.
assert!(
best.evaluation.objectives[0] < 0.1,
"got f = {}",
best.evaluation.objectives[0],
);
}
#[test]
fn deterministic_with_same_seed() {
let mut a = make_optimizer(99);
let mut b = make_optimizer(99);
let ra = a.run(&Sphere1D);
let rb = b.run(&Sphere1D);
assert_eq!(
ra.best.unwrap().evaluation.objectives,
rb.best.unwrap().evaluation.objectives,
);
}
#[test]
fn split_handles_small_n() {
let (good, bad) = split_good_bad(&[3.0, 1.0, 2.0, 4.0, 5.0], 0.25);
// 0.25 × 5 = 1.25 → round to 1, so 1 good + 4 bad.
assert_eq!(good.len(), 1);
assert_eq!(bad.len(), 4);
assert_eq!(good[0], 1); // index of value 1.0 (the minimum)
}
#[test]
#[should_panic(expected = "exactly one objective")]
fn multi_objective_panics() {
let mut opt = make_optimizer(0);
let _ = opt.run(&SchafferN1);
}
}
+321
View File
@@ -0,0 +1,321 @@
//! `Umda` — Mühlenbein 1997 Univariate Marginal Distribution Algorithm for
//! binary (`Vec<bool>`) decisions.
use rand::Rng as _;
use crate::algorithms::parallel_eval::evaluate_batch;
use crate::core::candidate::Candidate;
use crate::core::objective::Direction;
use crate::core::population::Population;
use crate::core::problem::Problem;
use crate::core::result::OptimizationResult;
use crate::core::rng::rng_from_seed;
use crate::pareto::front::best_candidate;
use crate::traits::Optimizer;
/// Configuration for [`Umda`].
#[derive(Debug, Clone)]
pub struct UmdaConfig {
/// Sample size per generation.
pub population_size: usize,
/// Number of top members to use for the marginal estimate.
pub selected_size: usize,
/// Number of generations.
pub generations: usize,
/// Number of bits in each decision.
pub bits: usize,
/// Seed for the deterministic RNG.
pub seed: u64,
}
impl Default for UmdaConfig {
fn default() -> Self {
Self {
population_size: 100,
selected_size: 50,
generations: 50,
bits: 32,
seed: 42,
}
}
}
/// Univariate Marginal Distribution Algorithm.
///
/// `Vec<bool>` decisions only; single-objective only. Each generation
/// estimates per-bit marginal probabilities from the top `selected_size`
/// members and samples the next population from the resulting independent
/// Bernoulli vector. Probabilities are clamped to
/// `[1 / (2·selected_size), 1 - 1 / (2·selected_size)]` (Laplace-style
/// smoothing) so the population never collapses to a single deterministic
/// string.
///
/// # Example
///
/// ```
/// use heuropt::prelude::*;
///
/// struct OneMax;
/// impl Problem for OneMax {
/// type Decision = Vec<bool>;
/// fn objectives(&self) -> ObjectiveSpace {
/// ObjectiveSpace::new(vec![Objective::maximize("ones")])
/// }
/// fn evaluate(&self, x: &Vec<bool>) -> Evaluation {
/// Evaluation::new(vec![x.iter().filter(|b| **b).count() as f64])
/// }
/// }
///
/// let mut opt = Umda::new(UmdaConfig {
/// population_size: 50,
/// selected_size: 20,
/// generations: 30,
/// bits: 16,
/// seed: 42,
/// });
/// let r = opt.run(&OneMax);
/// // OneMax with 16 bits: optimum is 16. UMDA should be very close.
/// assert!(r.best.unwrap().evaluation.objectives[0] >= 14.0);
/// ```
#[derive(Debug, Clone)]
pub struct Umda {
/// Algorithm configuration.
pub config: UmdaConfig,
}
impl Umda {
/// Construct a `Umda`.
pub fn new(config: UmdaConfig) -> Self {
Self { config }
}
}
impl<P> Optimizer<P> for Umda
where
P: Problem<Decision = Vec<bool>> + Sync,
{
fn run(&mut self, problem: &P) -> OptimizationResult<P::Decision> {
assert!(
self.config.population_size >= 2,
"Umda population_size must be >= 2"
);
assert!(
self.config.selected_size >= 1,
"Umda selected_size must be >= 1",
);
assert!(
self.config.selected_size <= self.config.population_size,
"Umda selected_size must be <= population_size",
);
assert!(self.config.bits >= 1, "Umda bits must be >= 1");
let objectives = problem.objectives();
assert!(
objectives.is_single_objective(),
"Umda requires exactly one objective",
);
let direction = objectives.objectives[0].direction;
let n = self.config.population_size;
let bits = self.config.bits;
let mu = self.config.selected_size;
let mut rng = rng_from_seed(self.config.seed);
// Initial sample: uniform Bernoulli(0.5) across all bits.
let mut decisions: Vec<Vec<bool>> = (0..n)
.map(|_| (0..bits).map(|_| rng.random_bool(0.5)).collect())
.collect();
let mut population = evaluate_batch(problem, decisions.clone());
let mut evaluations = population.len();
let smoothing = 1.0 / (2.0 * mu as f64);
let prob_min = smoothing;
let prob_max = 1.0 - smoothing;
let mut best_seen: Option<Candidate<Vec<bool>>> = None;
for c in &population {
let beats = match &best_seen {
None => true,
Some(b) => better_than_so(&c.evaluation, &b.evaluation, direction),
};
if beats {
best_seen = Some(c.clone());
}
}
for _ in 0..self.config.generations {
// --- Phase 1: select top μ members ---
let mut order: Vec<usize> = (0..population.len()).collect();
order.sort_by(|&a, &b| {
compare_so(
&population[a].evaluation,
&population[b].evaluation,
direction,
)
});
let selected: Vec<&Candidate<Vec<bool>>> =
order.iter().take(mu).map(|&i| &population[i]).collect();
// --- Phase 2: estimate per-bit marginals ---
let mut probs = vec![0.0_f64; bits];
for c in &selected {
for (i, b) in c.decision.iter().enumerate() {
if *b {
probs[i] += 1.0;
}
}
}
for p in probs.iter_mut() {
*p = (*p / mu as f64).clamp(prob_min, prob_max);
}
// --- Phase 3: sample a new population (uses RNG serially) ---
decisions = (0..n)
.map(|_| probs.iter().map(|&p| rng.random_bool(p)).collect())
.collect();
// --- Phase 4: evaluate (parallel-friendly) ---
population = evaluate_batch(problem, decisions.clone());
evaluations += population.len();
// Track best.
for c in &population {
let beats = match &best_seen {
None => true,
Some(b) => better_than_so(&c.evaluation, &b.evaluation, direction),
};
if beats {
best_seen = Some(c.clone());
}
}
}
let best = best_seen.expect("at least one generation evaluated");
let final_pop = vec![best.clone()];
let front = vec![best.clone()];
let best_opt = best_candidate(&final_pop, &objectives);
OptimizationResult::new(
Population::new(final_pop),
front,
best_opt,
evaluations,
self.config.generations,
)
}
}
fn compare_so(
a: &crate::core::evaluation::Evaluation,
b: &crate::core::evaluation::Evaluation,
direction: Direction,
) -> std::cmp::Ordering {
match (a.is_feasible(), b.is_feasible()) {
(true, false) => std::cmp::Ordering::Less,
(false, true) => std::cmp::Ordering::Greater,
(false, false) => a
.constraint_violation
.partial_cmp(&b.constraint_violation)
.unwrap_or(std::cmp::Ordering::Equal),
(true, true) => match direction {
Direction::Minimize => a.objectives[0]
.partial_cmp(&b.objectives[0])
.unwrap_or(std::cmp::Ordering::Equal),
Direction::Maximize => b.objectives[0]
.partial_cmp(&a.objectives[0])
.unwrap_or(std::cmp::Ordering::Equal),
},
}
}
fn better_than_so(
a: &crate::core::evaluation::Evaluation,
b: &crate::core::evaluation::Evaluation,
direction: Direction,
) -> bool {
compare_so(a, b, direction) == std::cmp::Ordering::Less
}
#[cfg(test)]
mod tests {
use super::*;
use crate::core::evaluation::Evaluation;
use crate::core::objective::{Objective, ObjectiveSpace};
/// OneMax: maximize the sum of true bits.
struct OneMax {
#[allow(dead_code)]
bits: usize,
}
impl Problem for OneMax {
type Decision = Vec<bool>;
fn objectives(&self) -> ObjectiveSpace {
ObjectiveSpace::new(vec![Objective::maximize("bits")])
}
fn evaluate(&self, x: &Vec<bool>) -> Evaluation {
let count = x.iter().filter(|b| **b).count();
Evaluation::new(vec![count as f64])
}
}
/// Trivial multi-objective problem to exercise the panic.
struct DummyMo;
impl Problem for DummyMo {
type Decision = Vec<bool>;
fn objectives(&self) -> ObjectiveSpace {
ObjectiveSpace::new(vec![Objective::minimize("a"), Objective::minimize("b")])
}
fn evaluate(&self, _x: &Vec<bool>) -> Evaluation {
Evaluation::new(vec![0.0, 0.0])
}
}
#[test]
fn solves_onemax_20() {
let problem = OneMax { bits: 20 };
let mut opt = Umda::new(UmdaConfig {
population_size: 50,
selected_size: 20,
generations: 30,
bits: 20,
seed: 1,
});
let r = opt.run(&problem);
let best = r.best.unwrap();
assert_eq!(best.evaluation.objectives[0], 20.0);
}
#[test]
fn deterministic_with_same_seed() {
let problem = OneMax { bits: 16 };
let cfg = UmdaConfig {
population_size: 30,
selected_size: 10,
generations: 10,
bits: 16,
seed: 99,
};
let mut a = Umda::new(cfg.clone());
let mut b = Umda::new(cfg);
let ra = a.run(&problem);
let rb = b.run(&problem);
assert_eq!(
ra.best.unwrap().evaluation.objectives,
rb.best.unwrap().evaluation.objectives,
);
}
#[test]
#[should_panic(expected = "exactly one objective")]
fn multi_objective_panics() {
let mut opt = Umda::new(UmdaConfig {
population_size: 10,
selected_size: 5,
generations: 1,
bits: 4,
seed: 0,
});
let _ = opt.run(&DummyMo);
}
}
+4 -1
View File
@@ -18,7 +18,10 @@ pub struct Candidate<D> {
impl<D> Candidate<D> {
/// Pair a decision with its evaluation.
pub fn new(decision: D, evaluation: Evaluation) -> Self {
Self { decision, evaluation }
Self {
decision,
evaluation,
}
}
}
+8 -2
View File
@@ -18,12 +18,18 @@ pub struct Evaluation {
impl Evaluation {
/// Build a feasible evaluation from objective values.
pub fn new(objectives: Vec<f64>) -> Self {
Self { objectives, constraint_violation: 0.0 }
Self {
objectives,
constraint_violation: 0.0,
}
}
/// Build an evaluation with a known total constraint violation.
pub fn constrained(objectives: Vec<f64>, constraint_violation: f64) -> Self {
Self { objectives, constraint_violation }
Self {
objectives,
constraint_violation,
}
}
/// Returns `true` when `constraint_violation <= 0.0`.
+2
View File
@@ -3,6 +3,7 @@
pub mod candidate;
pub mod evaluation;
pub mod objective;
pub mod partial_problem;
pub mod population;
pub mod problem;
pub mod result;
@@ -11,6 +12,7 @@ pub mod rng;
pub use candidate::*;
pub use evaluation::*;
pub use objective::*;
pub use partial_problem::*;
pub use population::*;
pub use problem::*;
pub use result::*;
+9 -6
View File
@@ -26,12 +26,18 @@ pub struct Objective {
impl Objective {
/// Create a minimize objective with the given name.
pub fn minimize(name: impl Into<String>) -> Self {
Self { name: name.into(), direction: Direction::Minimize }
Self {
name: name.into(),
direction: Direction::Minimize,
}
}
/// Create a maximize objective with the given name.
pub fn maximize(name: impl Into<String>) -> Self {
Self { name: name.into(), direction: Direction::Maximize }
Self {
name: name.into(),
direction: Direction::Maximize,
}
}
}
@@ -125,10 +131,7 @@ mod tests {
assert!(!single.is_empty());
assert_eq!(single.len(), 1);
let multi = ObjectiveSpace::new(vec![
Objective::minimize("f1"),
Objective::minimize("f2"),
]);
let multi = ObjectiveSpace::new(vec![Objective::minimize("f1"), Objective::minimize("f2")]);
assert!(multi.is_multi_objective());
assert!(!multi.is_single_objective());
+39
View File
@@ -0,0 +1,39 @@
//! Trait for multi-fidelity optimization problems.
use crate::core::evaluation::Evaluation;
use crate::core::objective::ObjectiveSpace;
/// A problem whose evaluation cost can be controlled by a fidelity
/// "budget" parameter — for example, an ML training run that gets
/// trained for `budget` epochs, a CFD simulation that runs for `budget`
/// timesteps, or a Monte Carlo evaluation that draws `budget` samples.
///
/// Multi-fidelity optimizers (Hyperband, Successive Halving, BOHB) use
/// this trait to evaluate cheap low-budget previews of many
/// configurations, then "promote" the survivors to higher budgets.
///
/// `PartialProblem` is intentionally NOT a sub-trait of [`Problem`]
/// because the evaluation contract is different: `Problem::evaluate`
/// is single-shot, while `evaluate_at_budget` is parameterized by
/// fidelity. Implementors who already have a `Problem` and want their
/// `evaluate_at_budget` to ignore the budget can write a one-line
/// wrapper that just calls `Problem::evaluate`.
///
/// [`Problem`]: crate::core::Problem
pub trait PartialProblem {
/// The thing the optimizer changes. Same constraints as
/// [`Problem::Decision`](crate::core::Problem::Decision).
type Decision: Clone;
/// Return the objectives for this problem.
fn objectives(&self) -> ObjectiveSpace;
/// Evaluate `decision` at the given fidelity `budget`.
///
/// Higher `budget` should give a more accurate (and more expensive)
/// estimate of the same underlying objective. Hyperband requires
/// monotonicity: a higher-budget evaluation should not be worse
/// than a lower-budget evaluation by chance — though some noise is
/// fine and expected.
fn evaluate_at_budget(&self, decision: &Self::Decision, budget: f64) -> Evaluation;
}
+5
View File
@@ -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
+7 -1
View File
@@ -31,7 +31,13 @@ impl<D> OptimizationResult<D> {
evaluations: usize,
generations: usize,
) -> Self {
Self { population, pareto_front, best, evaluations, generations }
Self {
population,
pareto_front,
best,
evaluations,
generations,
}
}
/// The final population.
+141
View File
@@ -0,0 +1,141 @@
//! Cholesky factorization (`A = L · L^T`) plus triangular solves for
//! symmetric positive-definite matrices.
//!
//! Used internally by Bayesian Optimization for the GP posterior. Hand-
//! rolled to avoid pulling in a linear-algebra dependency.
/// Factorize a symmetric positive-definite matrix `a` as `L · L^T`,
/// returning `L` (lower triangular). Returns `Err` if `a` is not SPD,
/// which the caller typically responds to by adding jitter to the
/// diagonal and retrying.
pub(crate) fn cholesky(a: &[Vec<f64>]) -> Result<Vec<Vec<f64>>, &'static str> {
let n = a.len();
if n == 0 {
return Ok(Vec::new());
}
debug_assert!(a.iter().all(|row| row.len() == n));
let mut l = vec![vec![0.0_f64; n]; n];
#[allow(clippy::needless_range_loop)] // body indexes both `a` and `l` rows.
for i in 0..n {
for j in 0..=i {
let mut sum = a[i][j];
#[allow(clippy::needless_range_loop)]
for k in 0..j {
sum -= l[i][k] * l[j][k];
}
if i == j {
if sum <= 0.0 {
return Err("matrix is not positive-definite");
}
l[i][j] = sum.sqrt();
} else {
if l[j][j].abs() < 1e-300 {
return Err("zero on diagonal during Cholesky");
}
l[i][j] = sum / l[j][j];
}
}
}
Ok(l)
}
/// Solve `L · y = b` (forward substitution) for lower-triangular `L`.
pub(crate) fn solve_lower(l: &[Vec<f64>], b: &[f64]) -> Vec<f64> {
let n = l.len();
let mut y = vec![0.0_f64; n];
for i in 0..n {
let mut sum = b[i];
for k in 0..i {
sum -= l[i][k] * y[k];
}
y[i] = sum / l[i][i];
}
y
}
/// Solve `L^T · x = y` (backward substitution) for lower-triangular `L`
/// (so `L^T` is upper-triangular).
pub(crate) fn solve_upper_transpose(l: &[Vec<f64>], y: &[f64]) -> Vec<f64> {
let n = l.len();
let mut x = vec![0.0_f64; n];
for i in (0..n).rev() {
let mut sum = y[i];
for k in (i + 1)..n {
sum -= l[k][i] * x[k];
}
x[i] = sum / l[i][i];
}
x
}
/// Solve `A · x = b` given the Cholesky factor `L` of `A`. One forward
/// substitution + one back substitution.
pub(crate) fn solve(l: &[Vec<f64>], b: &[f64]) -> Vec<f64> {
let y = solve_lower(l, b);
solve_upper_transpose(l, &y)
}
#[cfg(test)]
mod tests {
use super::*;
fn approx_eq(a: f64, b: f64, tol: f64) -> bool {
(a - b).abs() < tol
}
#[test]
fn two_by_two_spd_factors() {
// A = [[4, 2], [2, 5]] → L = [[2, 0], [1, 2]]
let a = vec![vec![4.0, 2.0], vec![2.0, 5.0]];
let l = cholesky(&a).unwrap();
assert!(approx_eq(l[0][0], 2.0, 1e-12));
assert!(approx_eq(l[1][0], 1.0, 1e-12));
assert!(approx_eq(l[1][1], 2.0, 1e-12));
// L · L^T should reconstruct A.
#[allow(clippy::needless_range_loop)]
for i in 0..2 {
for j in 0..2 {
let mut s = 0.0;
#[allow(clippy::needless_range_loop)]
for k in 0..2 {
s += l[i][k] * l[j][k];
}
assert!(approx_eq(s, a[i][j], 1e-12));
}
}
}
#[test]
fn three_by_three_solve_round_trip() {
// SPD 3x3 with a known answer.
let a = vec![
vec![25.0, 15.0, -5.0],
vec![15.0, 18.0, 0.0],
vec![-5.0, 0.0, 11.0],
];
let l = cholesky(&a).unwrap();
// Choose a vector and check A · x = b round trip.
let x_truth = [1.0, -2.0, 0.5];
let b: Vec<f64> = (0..3)
.map(|i| (0..3).map(|j| a[i][j] * x_truth[j]).sum())
.collect();
let x = solve(&l, &b);
for k in 0..3 {
assert!(approx_eq(x[k], x_truth[k], 1e-9));
}
}
#[test]
fn non_psd_returns_err() {
// [[1, 2], [2, 1]] has eigenvalues 3 and -1 → not PD.
let a = vec![vec![1.0, 2.0], vec![2.0, 1.0]];
assert!(cholesky(&a).is_err());
}
#[test]
fn empty_matrix() {
let a: Vec<Vec<f64>> = Vec::new();
let l = cholesky(&a).unwrap();
assert_eq!(l.len(), 0);
}
}
+205
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@@ -0,0 +1,205 @@
//! Symmetric-matrix eigendecomposition via cyclic Jacobi rotations.
//!
//! Used internally by CMA-ES to maintain the covariance matrix's
//! eigendecomposition each generation. Hand-rolled to avoid pulling in a
//! linear-algebra dependency for one algorithm.
/// Symmetric eigendecomposition of an `n × n` matrix.
///
/// `matrix` must be square and symmetric (caller's responsibility — this is
/// `pub(crate)`). Returns `(eigenvalues, eigenvectors)` where:
///
/// - `eigenvalues[i]` is the i-th eigenvalue, in **descending** order.
/// - `eigenvectors[i]` is the corresponding unit eigenvector (row).
///
/// Iterates cyclic Jacobi rotations until the largest off-diagonal magnitude
/// is below `tol` or `max_sweeps` sweeps have completed. For typical CMA-ES
/// usage (small N, well-conditioned C) convergence is fast.
pub(crate) fn symmetric_eigen(
matrix: &[Vec<f64>],
tol: f64,
max_sweeps: usize,
) -> (Vec<f64>, Vec<Vec<f64>>) {
let n = matrix.len();
debug_assert!(
matrix.iter().all(|row| row.len() == n),
"matrix must be square"
);
// Working copy of the matrix; converges to a diagonal of eigenvalues.
let mut a: Vec<Vec<f64>> = matrix.to_vec();
// Eigenvector accumulator, starts as identity.
let mut v: Vec<Vec<f64>> = (0..n)
.map(|i| (0..n).map(|j| if i == j { 1.0 } else { 0.0 }).collect())
.collect();
for _ in 0..max_sweeps {
let mut max_off = 0.0;
#[allow(clippy::needless_range_loop)]
for i in 0..n {
for j in (i + 1)..n {
let abs_off = a[i][j].abs();
if abs_off > max_off {
max_off = abs_off;
}
}
}
if max_off < tol {
break;
}
// Cyclic sweep: rotate every (i, j) pair once.
for p in 0..n {
for q in (p + 1)..n {
let apq = a[p][q];
if apq.abs() < tol {
continue;
}
let app = a[p][p];
let aqq = a[q][q];
// Rotation angle (Givens) chosen to zero out a[p][q].
let theta = (aqq - app) / (2.0 * apq);
let t = if theta >= 0.0 {
1.0 / (theta + (1.0 + theta * theta).sqrt())
} else {
1.0 / (theta - (1.0 + theta * theta).sqrt())
};
let c = 1.0 / (1.0 + t * t).sqrt();
let s = t * c;
let tau = s / (1.0 + c);
// Update diagonal entries.
a[p][p] = app - t * apq;
a[q][q] = aqq + t * apq;
a[p][q] = 0.0;
a[q][p] = 0.0;
// Update other off-diagonal entries in rows/cols p and q.
#[allow(clippy::needless_range_loop)]
for r in 0..n {
if r != p && r != q {
let arp = a[r][p];
let arq = a[r][q];
a[r][p] = arp - s * (arq + tau * arp);
a[r][q] = arq + s * (arp - tau * arq);
a[p][r] = a[r][p];
a[q][r] = a[r][q];
}
}
// Update accumulated eigenvectors.
#[allow(clippy::needless_range_loop)]
for r in 0..n {
let vrp = v[r][p];
let vrq = v[r][q];
v[r][p] = vrp - s * (vrq + tau * vrp);
v[r][q] = vrq + s * (vrp - tau * vrq);
}
}
}
}
// Extract eigenvalues from the diagonal of `a` and pair them with their
// eigenvectors (columns of `v`).
let mut pairs: Vec<(f64, Vec<f64>)> = (0..n)
.map(|i| {
let val = a[i][i];
let vec: Vec<f64> = (0..n).map(|r| v[r][i]).collect();
(val, vec)
})
.collect();
// Sort by eigenvalue descending.
pairs.sort_by(|a, b| b.0.partial_cmp(&a.0).unwrap_or(std::cmp::Ordering::Equal));
let eigenvalues: Vec<f64> = pairs.iter().map(|(v, _)| *v).collect();
let eigenvectors: Vec<Vec<f64>> = pairs.into_iter().map(|(_, v)| v).collect();
(eigenvalues, eigenvectors)
}
#[cfg(test)]
mod tests {
use super::*;
fn approx_eq(a: f64, b: f64, tol: f64) -> bool {
(a - b).abs() < tol
}
fn dot(a: &[f64], b: &[f64]) -> f64 {
a.iter().zip(b.iter()).map(|(x, y)| x * y).sum()
}
fn norm(v: &[f64]) -> f64 {
v.iter().map(|x| x * x).sum::<f64>().sqrt()
}
#[test]
fn diagonal_matrix_keeps_eigenvalues_on_diagonal() {
let m = vec![
vec![3.0, 0.0, 0.0],
vec![0.0, 1.0, 0.0],
vec![0.0, 0.0, 5.0],
];
let (vals, vecs) = symmetric_eigen(&m, 1e-12, 50);
// Sorted descending: 5, 3, 1.
assert!(approx_eq(vals[0], 5.0, 1e-10));
assert!(approx_eq(vals[1], 3.0, 1e-10));
assert!(approx_eq(vals[2], 1.0, 1e-10));
for v in &vecs {
assert!(approx_eq(norm(v), 1.0, 1e-10));
}
}
#[test]
fn two_by_two_known_case() {
// [[2, 1], [1, 2]] has eigenvalues 3 and 1, eigenvectors (1,1)/√2 and (1,-1)/√2.
let m = vec![vec![2.0, 1.0], vec![1.0, 2.0]];
let (vals, vecs) = symmetric_eigen(&m, 1e-12, 50);
assert!(approx_eq(vals[0], 3.0, 1e-10));
assert!(approx_eq(vals[1], 1.0, 1e-10));
// Each eigenvector has unit norm.
for v in &vecs {
assert!(approx_eq(norm(v), 1.0, 1e-10));
}
// (1,1)/√2 ≈ (0.7071, 0.7071): components have the same sign.
assert!((vecs[0][0] - vecs[0][1]).abs() < 1e-10);
// (1,-1)/√2: components have opposite signs.
assert!((vecs[1][0] + vecs[1][1]).abs() < 1e-10);
}
#[test]
fn reconstruct_via_a_v_equals_lambda_v() {
// Reconstruct A · v_i ≈ λ_i · v_i for a small symmetric matrix.
let m = vec![
vec![4.0, 1.0, -2.0],
vec![1.0, 2.0, 0.5],
vec![-2.0, 0.5, 3.0],
];
let (vals, vecs) = symmetric_eigen(&m, 1e-12, 100);
for (lambda, v) in vals.iter().zip(vecs.iter()) {
// A · v
let av: Vec<f64> = (0..3)
.map(|i| (0..3).map(|j| m[i][j] * v[j]).sum::<f64>())
.collect();
// λ · v
let lv: Vec<f64> = v.iter().map(|x| lambda * x).collect();
for (x, y) in av.iter().zip(lv.iter()) {
assert!(approx_eq(*x, *y, 1e-9), "Av != λv: {x} vs {y}");
}
}
}
#[test]
fn eigenvectors_are_orthogonal() {
let m = vec![
vec![4.0, 1.0, -2.0],
vec![1.0, 2.0, 0.5],
vec![-2.0, 0.5, 3.0],
];
let (_, vecs) = symmetric_eigen(&m, 1e-12, 100);
for i in 0..3 {
for j in (i + 1)..3 {
assert!(approx_eq(dot(&vecs[i], &vecs[j]), 0.0, 1e-9));
}
}
}
}
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@@ -0,0 +1,4 @@
//! Internal helpers used by built-in algorithms but not part of the public API.
pub(crate) mod cholesky;
pub(crate) mod eigen;
+32 -9
View File
@@ -1,16 +1,37 @@
//! `heuropt` — a practical Rust toolkit for implementing heuristic
//! single-objective, multi-objective, and many-objective optimization
//! algorithms.
//! `heuropt` — a practical Rust toolkit for heuristic single-,
//! multi-, and many-objective optimization.
//!
//! The crate aims to make three things obvious:
//!
//! 1. Define an optimization problem by implementing [`Problem`](crate::core::Problem).
//! 2. Run a built-in optimizer such as [`Nsga2`](crate::algorithms::Nsga2) or
//! [`RandomSearch`](crate::algorithms::RandomSearch).
//! 3. Implement a new optimizer by implementing
//! [`Optimizer`](crate::traits::Optimizer).
//! 1. **Define a problem** by implementing [`Problem`](crate::core::Problem).
//! 2. **Run a built-in optimizer** — pick from 35 algorithms in
//! [`algorithms`] covering single-objective continuous (CMA-ES,
//! Differential Evolution, Nelder-Mead, …), multi-objective
//! (NSGA-II, MOPSO, IBEA, MOEA/D, …), many-objective (NSGA-III,
//! GrEA, RVEA, …), and sample-efficient regimes (Bayesian
//! Optimization, TPE, Hyperband).
//! 3. **Or implement your own** by implementing
//! [`Optimizer`](crate::traits::Optimizer). The trait is one
//! method long.
//!
//! See `docs/heuropt_tech_design_spec.md` for the full design rationale.
//! ## Where to read more
//!
//! - **User guide / cookbook / comparison vs pymoo & friends:**
//! <https://swaits.github.io/heuropt/>.
//! - **Algorithm selection:** the README's decision tree, or the
//! "Choosing an algorithm" book chapter.
//! - **Design rationale:** `docs/heuropt_tech_design_spec.md` in the
//! repository.
//!
//! ## Optional features
//!
//! - `serde` — derives `Serialize` / `Deserialize` on the core data
//! types ([`Candidate`](crate::core::Candidate),
//! [`Population`](crate::core::Population),
//! [`Evaluation`](crate::core::Evaluation), …).
//! - `parallel` — rayon-backed parallel population evaluation in
//! every population-based algorithm. Seeded runs stay bit-
//! identical to serial mode.
//!
//! # Quick example
//!
@@ -45,7 +66,9 @@
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;

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