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heuropt/examples/compare-results.md
T
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

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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.