Files
heuropt/src/pareto/sort.rs
T
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

211 lines
7.4 KiB
Rust

//! Fast non-dominated sorting (Deb et al., NSGA-II).
use crate::core::candidate::Candidate;
use crate::core::objective::ObjectiveSpace;
/// Partition the population into Pareto fronts by dominance rank.
///
/// `fronts[0]` is the non-dominated set, `fronts[1]` is what becomes
/// non-dominated after removing `fronts[0]`, and so on. Each entry is an index
/// into the input population. Equal-objective candidates land on the same
/// front. O(N²·M) is acceptable for v1 (spec §9.5).
pub fn non_dominated_sort<D>(
population: &[Candidate<D>],
objectives: &ObjectiveSpace,
) -> Vec<Vec<usize>> {
let n = population.len();
if n == 0 {
return Vec::new();
}
// Precompute the per-individual feasibility, violation, and
// minimization-oriented objective vectors. The naïve formulation
// calls `pareto_compare` (and therefore `as_minimization`) twice for
// every pair, allocating two fresh Vec<f64>s per call; doing it once
// up front cuts that to one allocation per individual.
let feasible: Vec<bool> = population
.iter()
.map(|c| c.evaluation.is_feasible())
.collect();
let violation: Vec<f64> = population
.iter()
.map(|c| c.evaluation.constraint_violation)
.collect();
let oriented: Vec<Vec<f64>> = population
.iter()
.map(|c| objectives.as_minimization(&c.evaluation.objectives))
.collect();
let m = objectives.len();
let mut dominates: Vec<Vec<usize>> = vec![Vec::new(); n];
let mut dominated_by_count: Vec<usize> = vec![0; n];
let mut fronts: Vec<Vec<usize>> = Vec::new();
let mut first_front: Vec<usize> = Vec::new();
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;
}
let bi_feasible = feasible[j];
let bi_violation = violation[j];
// Inline the body of `pareto_compare`. We only care about
// `Dominates` vs `DominatedBy`; `Equal` and `NonDominated`
// are no-ops here.
let dominates_outcome = match (ai_feasible, bi_feasible) {
(true, false) => Some(true), // i dominates j
(false, true) => Some(false), // i is dominated
(false, false) => {
if ai_violation < bi_violation {
Some(true)
} else if ai_violation > bi_violation {
Some(false)
} else {
None
}
}
(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;
}
}
match (a_better_anywhere, b_better_anywhere) {
(true, false) => Some(true),
(false, true) => Some(false),
_ => None,
}
}
};
match dominates_outcome {
Some(true) => dominates[i].push(j),
Some(false) => dominated_by_count[i] += 1,
None => {}
}
}
if dominated_by_count[i] == 0 {
first_front.push(i);
}
}
fronts.push(first_front);
let mut k = 0;
let mut assigned = vec![false; n];
for &i in &fronts[0] {
assigned[i] = true;
}
while k < fronts.len() && !fronts[k].is_empty() {
let mut next: Vec<usize> = Vec::new();
// Borrow-friendly: collect dominated indices for the current front first.
let to_visit: Vec<usize> = fronts[k].clone();
for i in to_visit {
for &j in &dominates[i] {
dominated_by_count[j] -= 1;
if dominated_by_count[j] == 0 {
next.push(j);
assigned[j] = true;
}
}
}
if next.is_empty() {
break;
}
fronts.push(next);
k += 1;
}
// Any indices still unassigned correspond to dominance-graph cycles
// (which can arise when objectives or constraint violations contain
// NaN — `pareto_compare` becomes intransitive). Place them all in a
// final residual front so the partition invariant holds.
let residual: Vec<usize> = (0..n).filter(|&i| !assigned[i]).collect();
if !residual.is_empty() {
fronts.push(residual);
}
fronts
}
#[cfg(test)]
mod tests {
use super::*;
use crate::core::evaluation::Evaluation;
use crate::core::objective::Objective;
fn cand(obj: Vec<f64>) -> Candidate<()> {
Candidate::new((), Evaluation::new(obj))
}
fn space_min2() -> ObjectiveSpace {
ObjectiveSpace::new(vec![Objective::minimize("f1"), Objective::minimize("f2")])
}
#[test]
fn empty_population_no_fronts() {
let s = space_min2();
let fronts = non_dominated_sort::<()>(&[], &s);
assert!(fronts.is_empty());
}
/// Regression: discovered by the `non_dominated_sort` fuzzer. NaN
/// objectives make `pareto_compare` intransitive, which can leave a
/// cycle in the dominance graph where no node has zero in-degree.
/// Previously the algorithm dropped those indices silently; now they
/// land in a final residual front so the partition invariant holds.
#[test]
fn nan_objective_cycle_indices_partitioned_into_residual_front() {
let s = space_min2();
// Three points whose pairwise comparisons form a 3-cycle under NaN
// intransitivity (the original fuzz-found case had 5 points; this
// 3-point case is the minimal reproduction).
let pop = [
cand(vec![f64::NAN, 1.0]),
cand(vec![1.0, f64::NAN]),
cand(vec![f64::NAN, f64::NAN]),
];
let fronts = non_dominated_sort(&pop, &s);
let mut all_indices: Vec<usize> = fronts.iter().flatten().copied().collect();
all_indices.sort();
assert_eq!(all_indices, vec![0, 1, 2]);
}
#[test]
fn known_population_yields_expected_fronts() {
let s = space_min2();
// Indices 0..4 deliberately mix layers:
// 0: (1, 5) ← front 0
// 1: (2, 3) ← front 0
// 2: (4, 1) ← front 0
// 3: (3, 4) ← front 1 (dominated by 1)
// 4: (5, 6) ← front 2 (dominated by 1, 2, 3)
let pop = [
cand(vec![1.0, 5.0]),
cand(vec![2.0, 3.0]),
cand(vec![4.0, 1.0]),
cand(vec![3.0, 4.0]),
cand(vec![5.0, 6.0]),
];
let fronts = non_dominated_sort(&pop, &s);
assert_eq!(fronts.len(), 3);
let mut f0 = fronts[0].clone();
let mut f1 = fronts[1].clone();
let mut f2 = fronts[2].clone();
f0.sort();
f1.sort();
f2.sort();
assert_eq!(f0, vec![0, 1, 2]);
assert_eq!(f1, vec![3]);
assert_eq!(f2, vec![4]);
}
}