basin 0.12.0

Numerical optimization in pure Rust, with pluggable linear-algebra backends and WASM support.
Documentation
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
use std::marker::PhantomData;

use crate::core::math::{
    ComponentMulAssign, MatTransposeVec, MatVec, MatrixFromDiagonal, MatrixIdentity, NormSquared,
    RankOneUpdate, SampleStandardNormal, Scalar, ScaleInPlace, ScaledAdd, SymmetricEigen,
    VectorLen,
};
use crate::core::problem::{CostFunction, Problem};
use crate::core::rng::{ChaCha8Rng, SeedableRng};
use crate::core::solver::Solver;
use crate::core::state::CmaEsState;
use crate::core::termination::TerminationReason;

/// `(µ/µ_W, λ)`-CMA Evolution Strategy with negative weights (aCMA-ES)
/// from Hansen 2016 (*The CMA Evolution Strategy: A Tutorial*).
///
/// Stochastic, derivative-free, population-based — the standard
/// black-box optimizer for ill-conditioned, non-separable, non-convex
/// continuous problems. Uses a multivariate normal `N(m, σ²C)` to
/// sample candidates, then adapts `m`, `σ`, and the covariance `C` from
/// the selected best `µ` candidates plus their conjugate evolution
/// path. Hansen 2016 Figure 6 / eqs (38)–(47) is the algorithm-summary
/// fixture; section A is the parameter table.
///
/// # Algorithm
///
/// The initial distribution (`m`, `σ`, and `C = I` or
/// `C = diag(stds²)`) is supplied by the caller via
/// [`CmaEsState::new(mean, sigma)`](crate::CmaEsState::new) (optionally
/// `.with_stds(stds)`). At [`init`](Solver::init) the solver computes
/// its derived constants, samples the first generation
/// `x_k = m + σ B (D ⊙ z_k)` with `z_k ~ N(0, I)`, and evaluates `f(m)`.
///
/// Each [`next_iter`](Solver::next_iter) processes the previous
/// generation's evaluations and samples a fresh generation:
///
/// ```text
/// generation ← generation + 1
///
/// # use sorted x_{i:λ} from previous generation (state.candidates)
/// y_{i:λ} = (x_{i:λ} − m) / σ
/// ⟨y⟩_w = Σ_{i=1..µ} w_i y_{i:λ}                          # eq. 41
/// m ← m + c_m σ ⟨y⟩_w  (with c_m = 1)                     # eq. 42
///
/// # step-size: conjugate path + log-update
/// C^{−1/2} ⟨y⟩_w = B (D^{−1} ⊙ Bᵀ ⟨y⟩_w)
/// p_σ ← (1−c_σ) p_σ + √(c_σ(2−c_σ) µ_eff) · C^{−1/2} ⟨y⟩_w  # eq. 43
/// σ ← σ · exp((c_σ/d_σ) (‖p_σ‖ / E‖N(0,I)‖ − 1))           # eq. 44
///
/// # rank-1 + rank-µ update (with negative-weight rescaling)
/// h_σ = 1 iff ‖p_σ‖ / √(1−(1−c_σ)^(2(g+1))) < (1.4+2/(n+1))·E‖N(0,I)‖
/// p_c ← (1−c_c) p_c + h_σ √(c_c(2−c_c) µ_eff) ⟨y⟩_w        # eq. 45
/// w_i° = w_i if w_i ≥ 0 else w_i · n / ‖C^{−1/2} y_{i:λ}‖²  # eq. 46
/// δ_h = (1−h_σ) c_c (2−c_c)
/// C ← (1 + c_1 δ_h − c_1 − c_µ Σ w_j) C
///     + c_1 p_c p_cᵀ + c_µ Σ_i w_i° y_{i:λ} y_{i:λ}ᵀ        # eq. 47
///
/// # refresh eigendecomposition of new C → (B, d²)
/// d_i ← max(d²_i, 0)^(1/2);  d_i^{−1} ← 1 / d_i
///
/// # sample new generation
/// for k = 1..λ:  z_k ~ N(0, I);  x_k = m + σ B (d ⊙ z_k)
/// ```
///
/// The eigendecomposition is refreshed every iteration. Hansen's
/// suggested optimization (eigendecompose every `max(1, ⌊1/(10n(c_1+c_µ))⌋)`
/// generations, Appendix B.2) is deferred — at small to moderate `n`
/// the cost is dominated by `f` evaluations anyway, and the refresh
/// frequency would change the per-iteration cost calculus.
///
/// # Result — mean vs best sample
///
/// CMA-ES's recommended solution is the distribution mean (pycma's
/// `xfavorite`), so [`State::param`](crate::State::param) /
/// [`State::cost`](crate::State::cost) on [`CmaEsState`] return `m` and
/// `f(m)` — the solver evaluates `f(m)` once per generation (so the
/// per-generation cost budget is `λ + 1`, not `λ`). The best evaluated
/// point ever seen (`xbest`) is available via
/// [`State::best_param`](crate::State::best_param) /
/// [`State::best_cost`](crate::State::best_cost), so an
/// [`OptimizationResult`](crate::core::executor::OptimizationResult)
/// surfaces both.
///
/// # Default parameters
///
/// All defaults follow Hansen 2016 Table 1 (the 2016 negative-weights
/// setting); see the per-field doc comments below for the exact
/// formulas. The user supplies the initial mean / step-size (via
/// [`CmaEsState`]) and the seed (via [`new`](Self::new)); `n` is the
/// mean's length and λ defaults to `4 + ⌊3 ln n⌋`.
///
/// # Reproducibility
///
/// The solver carries a [`ChaCha8Rng`] seeded from the `seed: u64`
/// passed to [`new`](Self::new) — same seed → same iterate trajectory
/// on every platform basin builds for (including
/// `wasm32-unknown-unknown`).
///
/// # Contract
///
/// - **Caller must:** implement [`CostFunction<Param = V, Output = f64>`]
///   on the problem. CMA-ES is derivative-free; no [`Gradient`](crate::Gradient) /
///   [`Jacobian`](crate::Jacobian) required.
/// - **Caller must:** hand in a
///   [`CmaEsState::new(mean, sigma)`](crate::CmaEsState::new) (optionally
///   `.with_stds(stds)`). The solver derives λ = `4 + ⌊3 ln n⌋` (override
///   via [`with_lambda`](Self::with_lambda); the default is exposed as
///   [`default_lambda`](Self::default_lambda)) and fills the first
///   generation in [`init`](Solver::init).
/// - **Implementor (this solver) must:** maintain the
///   [`PopulationState`](crate::core::state::PopulationState)
///   sorted-by-cost invariant on `state.candidates` / `state.costs`
///   at the start and end of every iteration.
///
/// # Termination
///
/// The canonical TolX test (`σ · max d_i < tol_x`, Hansen 2016 Appendix
/// B.3) is the framework criterion
/// [`CmaEsTolerance`](crate::core::termination::CmaEsTolerance), which
/// binds on [`CmaEsState`] and fires
/// [`TerminationReason::CmaEsTolerance`]. Register it on the
/// [`Executor`](crate::core::executor::Executor) — Hansen's recommended
/// value is `1e−12 · initial_sigma` (scale by `maxᵢ stdsᵢ` when an
/// anisotropic initial covariance is used). Pair with the framework's
/// [`MaxIter`](crate::core::termination::MaxIter) /
/// [`MaxCostEvals`](crate::core::termination::MaxCostEvals) for budget
/// control. Other CMA-ES termination heuristics (NoEffectAxis,
/// NoEffectCoord, ConditionCov, EqualFunValues, Stagnation, TolXUp,
/// TolFun) are out of scope for now.
///
/// # Backends
///
/// LA-heavy: requires symmetric eigendecomposition, scalar-and-rank-1
/// matrix updates, and matrix-vector / transposed matrix-vector
/// products. Wired and tested for the default `Vec<f64>` /
/// [`DenseMatrix`](crate::DenseMatrix) backend (pure-Rust cyclic Jacobi
/// eigensolver — no feature flag, `wasm`-clean), `nalgebra::DVector<f64>`
/// / `nalgebra::DMatrix<f64>` (feature `nalgebra`), `ndarray::Array1<f64>`
/// / `ndarray::Array2<f64>` (feature `ndarray`, also wired to the cyclic
/// Jacobi solver — `wasm`-clean), and `faer::Col<f64>` / `faer::Mat<f64>`
/// (feature `faer`). Sparse covariance is not meaningful for CMA-ES — the
/// rank-µ update densifies any starting pattern.
///
/// # Examples
///
/// See [`RandomSearch`](crate::RandomSearch) for the population-based
/// `Executor` pattern. Construct the solver with `CmaEs::new(seed)` and
/// the initial distribution with `CmaEsState::new(mean, sigma)`.
pub struct CmaEs<V, M, F = f64> {
    lambda_override: Option<usize>,
    /// Derived CMA constants, computed once at [`Solver::init`] from the
    /// state's dimension. Cached on the solver (config-only) rather than
    /// in the state; persists across `run_loop` re-entry so a resumed
    /// solver skips recomputation.
    constants: Option<CmaConstants<F>>,
    rng: ChaCha8Rng,
    _marker: PhantomData<(V, M)>,
}

/// Derived CMA-ES constants (Hansen 2016 Table 1), computed once at
/// [`Solver::init`] from `n` and `λ`. Pure functions of the
/// hyperparameters — no mutable iterate (that lives in
/// [`CmaEsState`]).
pub(crate) struct CmaConstants<F = f64> {
    pub(crate) n: usize,
    pub(crate) lambda: usize,
    pub(crate) mu: usize,
    /// All λ recombination weights (sum of positives = 1; negatives
    /// scaled per Hansen Table 1 rows (50)–(53)).
    pub(crate) weights: Vec<F>,
    /// `µ_eff = (Σ_{i=1..µ} w_i)² / Σ_{i=1..µ} w_i² = 1 / Σ w_i²`
    /// because the positive weights sum to 1.
    pub(crate) mu_eff: F,
    /// `Σ_{i=1..λ} w_i`. Negative when negative weights are in use
    /// (default setting); the C-update scalar `1 − c_µ · sum_w`
    /// inflates rather than decays C as a result. With Hansen's
    /// `α_µ_minus = 1 + c_1/c_µ` choice, `c_1 + c_µ · sum_w ≈ 0`,
    /// so the C scalar is approximately 1 (eq. 47).
    pub(crate) sum_w: F,
    pub(crate) c_sigma: F,
    pub(crate) d_sigma: F,
    pub(crate) c_c: F,
    pub(crate) c_1: F,
    pub(crate) c_mu: F,
    pub(crate) expected_norm: F,
    /// `(1.4 + 2/(n+1)) · E‖N(0,I)‖` — RHS of the h_σ test (eq. 47
    /// callout footnote / Hansen 2016 p. 31).
    pub(crate) h_sigma_threshold: F,
}

impl<V, M, F: Scalar> CmaEs<V, M, F> {
    /// Build a CMA-ES with the default population size
    /// `λ = 4 + ⌊3 ln n⌋` (Hansen 2016 eq. 48) and a seeded RNG. The
    /// initial mean, step-size, and (optional) per-coordinate stds are
    /// supplied via [`CmaEsState`]; TolX is the
    /// [`CmaEsTolerance`](crate::core::termination::CmaEsTolerance)
    /// criterion.
    pub fn new(seed: u64) -> Self {
        Self {
            lambda_override: None,
            constants: None,
            rng: ChaCha8Rng::seed_from_u64(seed),
            _marker: PhantomData,
        }
    }

    /// Override the default population size. The default
    /// `4 + ⌊3 ln n⌋` is what Hansen's tutorial recommends and is
    /// honest for general black-box use; increasing `λ` improves
    /// global-search robustness at the cost of per-iter convergence
    /// rate (Hansen 2016 Section A *Default Parameters*).
    ///
    /// # Panics
    ///
    /// Panics if `lambda < 4`. Smaller populations are explicitly
    /// not recommended (Hansen 2016 footnote 30: "Decreasing λ is not
    /// recommended").
    pub fn with_lambda(mut self, lambda: usize) -> Self {
        assert!(
            lambda >= 4,
            "CmaEs requires lambda >= 4, got {} (Hansen 2016 footnote 30: \
             smaller populations have strong adverse effects on performance)",
            lambda
        );
        self.lambda_override = Some(lambda);
        self
    }

    /// Default population size for dimension `n`: `4 + ⌊3 ln n⌋`
    /// (Hansen 2016 eq. 48). Exposed so callers can match the solver's
    /// internal default without re-deriving the formula.
    pub fn default_lambda(n: usize) -> usize {
        4 + (3.0 * (n as f64).ln()).floor() as usize
    }
}

/// Asymptotic expansion of `E‖N(0, I_n)‖ = √2 Γ((n+1)/2) / Γ(n/2)`.
/// Accurate to ~10 digits for `n ≥ 1`; avoids needing `lgamma` (which
/// is not in stable `std`).
pub(crate) fn expected_norm_n01<F: Scalar>(n: usize) -> F {
    let n_f = F::from_usize(n).unwrap();
    let one = F::one();
    let four = F::from_f64(4.0).unwrap();
    let twenty_one = F::from_f64(21.0).unwrap();
    n_f.sqrt() * (one - one / (four * n_f) + one / (twenty_one * n_f * n_f))
}

/// Compute the recombination weights and derived constants per
/// Hansen 2016 Table 1 rows (49)–(53), plus `µ_eff` and `µ_eff_neg`.
/// Returns `(weights, mu_eff, sum_w)`.
pub(crate) fn compute_weights<F: Scalar>(
    n: usize,
    lambda: usize,
    c_1: F,
    c_mu: F,
) -> (Vec<F>, F, F) {
    let mu = lambda / 2;
    let one = F::one();
    let two = F::from_f64(2.0).unwrap();
    let zero = F::zero();
    let lambda_f = F::from_usize(lambda).unwrap();
    // Raw preliminary weights w_i' = ln((λ+1)/2) − ln i (eq. 49).
    let raw: Vec<F> = (1..=lambda)
        .map(|i| ((lambda_f + one) / two).ln() - F::from_usize(i).unwrap().ln())
        .collect();

    // Positive sum and negative sum (over raw values).
    let sum_pos: F = raw[..mu].iter().copied().sum();
    // µ_eff is defined on the *positive* weights only and is invariant
    // under positive-rescaling, so compute it from raw[..mu] (eq. 8 /
    // Table 1 caption).
    let raw_pos_norm_sq: F = raw[..mu].iter().map(|w| *w * *w).sum();
    let mu_eff = sum_pos * sum_pos / raw_pos_norm_sq;

    // µ_eff_neg from negative-portion raws (Table 1 caption).
    let sum_neg: F = raw[mu..].iter().copied().sum();
    let raw_neg_norm_sq: F = raw[mu..].iter().map(|w| *w * *w).sum();
    let mu_eff_neg = if raw_neg_norm_sq > zero {
        sum_neg * sum_neg / raw_neg_norm_sq
    } else {
        zero
    };

    // Three bounds on the negative-weight scale (eqs. 50–52).
    let alpha_mu_minus = one + c_1 / c_mu;
    let alpha_mu_eff_minus = one + two * mu_eff_neg / (mu_eff + two);
    let alpha_pos_def_minus = (one - c_1 - c_mu) / (F::from_usize(n).unwrap() * c_mu);
    let alpha_neg = alpha_mu_minus
        .min(alpha_mu_eff_minus)
        .min(alpha_pos_def_minus);

    // Final weights (eq. 53):
    // - positive: w_i = w_i' / Σ|w_j'|+ (positives sum to 1).
    // - negative: w_i = (alpha_neg / Σ|w_j'|−) · w_i'.
    let sum_abs_neg: F = raw[mu..].iter().map(|w| -*w).sum();
    let mut weights = Vec::with_capacity(lambda);
    for (i, &raw_i) in raw.iter().enumerate() {
        let w = if i < mu {
            raw_i / sum_pos
        } else if sum_abs_neg > zero {
            alpha_neg * raw_i / sum_abs_neg
        } else {
            zero
        };
        weights.push(w);
    }

    let sum_w: F = weights.iter().copied().sum();
    (weights, mu_eff, sum_w)
}

/// Compute the derived CMA-ES constants (Hansen 2016 Table 1) for
/// dimension `n` and population size `lambda`. Shared by [`CmaEs`] and
/// [`BoundedCmaEs`](crate::solver::BoundedCmaEs)'s init.
pub(crate) fn compute_constants<F: Scalar>(n: usize, lambda: usize) -> CmaConstants<F> {
    let mu = lambda / 2;
    let one = F::one();
    let two = F::from_f64(2.0).unwrap();
    let zero = F::zero();
    let n_f = F::from_usize(n).unwrap();
    let lambda_f = F::from_usize(lambda).unwrap();
    // Hansen Table 1 rows (55)–(58).
    let alpha_cov = two;
    // The c_1 / c_µ formulas need µ_eff, which depends on positive
    // weights only. Compute µ_eff once from the raw weights to feed
    // c_1 / c_µ, then re-derive the final negative weights against
    // those c_1 / c_µ via `compute_weights` (Hansen explains the
    // apparent circular dependency in Appendix A: µ_eff is invariant
    // under positive-weight rescaling, so a one-shot computation
    // suffices).
    let raw: Vec<F> = (1..=lambda)
        .map(|i| ((lambda_f + one) / two).ln() - F::from_usize(i).unwrap().ln())
        .collect();
    let sum_pos: F = raw[..mu].iter().copied().sum();
    let mu_eff_provisional = sum_pos * sum_pos / raw[..mu].iter().map(|w| *w * *w).sum::<F>();

    let c_1 = alpha_cov
        / ((n_f + F::from_f64(1.3).unwrap()) * (n_f + F::from_f64(1.3).unwrap())
            + mu_eff_provisional);
    let c_mu_unbounded = alpha_cov * (mu_eff_provisional - two + one / mu_eff_provisional)
        / ((n_f + two) * (n_f + two) + alpha_cov * mu_eff_provisional / two);
    let c_mu = (one - c_1).min(c_mu_unbounded);

    let (weights, mu_eff, sum_w) = compute_weights::<F>(n, lambda, c_1, c_mu);

    let c_sigma = (mu_eff + two) / (n_f + mu_eff + F::from_f64(5.0).unwrap());
    // d_σ = 1 + 2 · max(0, √((µ_eff−1)/(n+1)) − 1) + c_σ
    // (Hansen 2016 Table 1 row 55).
    let d_sigma = {
        let inner = ((mu_eff - one) / (n_f + one)).sqrt() - one;
        one + two * inner.max(zero) + c_sigma
    };
    let c_c = (F::from_f64(4.0).unwrap() + mu_eff / n_f)
        / (n_f + F::from_f64(4.0).unwrap() + two * mu_eff / n_f);

    let expected_norm = expected_norm_n01::<F>(n);
    let h_sigma_threshold = (F::from_f64(1.4).unwrap() + two / (n_f + one)) * expected_norm;

    CmaConstants {
        n,
        lambda,
        mu,
        weights,
        mu_eff,
        sum_w,
        c_sigma,
        d_sigma,
        c_c,
        c_1,
        c_mu,
        expected_norm,
        h_sigma_threshold,
    }
}

/// Sample a fresh generation `x_k = m + σ B (D ⊙ z_k)` with
/// `z_k ~ N(0, I)` into `state.candidates` (cleared first). The
/// isotropic default (`B = I`, `D = 1`) reduces to `m + σ z_k`
/// bit-identically, so the single general path is used throughout.
/// Shared by [`CmaEs`] init and `next_iter`.
pub(crate) fn sample_generation<V, M, F>(
    state: &mut CmaEsState<V, M, F>,
    lambda: usize,
    rng: &mut ChaCha8Rng,
) where
    F: Scalar,
    V: VectorLen + Clone + ScaledAdd<F> + ComponentMulAssign + SampleStandardNormal,
    M: MatVec<V>,
{
    state.candidates.clear();
    for _ in 0..lambda {
        let z_k = V::sample_standard_normal(&state.m, rng);
        let mut bd_z = z_k;
        bd_z.component_mul_assign(&state.d);
        let bd_z = state.b.matvec(&bd_z);
        let mut x_k = state.m.clone();
        x_k.scaled_add(state.sigma, &bd_z);
        state.candidates.push(x_k);
    }
}

/// Sort `candidates` and `costs` jointly by ascending cost. NaN costs
/// sort last (mirrors `nelder_mead::sort_simplex` /
/// `random_search::sort_population_ascending`).
pub(crate) fn sort_population_ascending<V, F: PartialOrd>(candidates: &mut [V], costs: &mut [F]) {
    let n = candidates.len();
    debug_assert_eq!(n, costs.len());
    let mut idx: Vec<usize> = (0..n).collect();
    idx.sort_by(|&i, &j| {
        costs[i]
            .partial_cmp(&costs[j])
            .unwrap_or(std::cmp::Ordering::Equal)
    });
    apply_permutation(candidates, &idx);
    apply_permutation(costs, &idx);
}

fn apply_permutation<T>(slice: &mut [T], idx: &[usize]) {
    let mut visited = vec![false; slice.len()];
    for start in 0..slice.len() {
        if visited[start] || idx[start] == start {
            visited[start] = true;
            continue;
        }
        let mut current = start;
        loop {
            let next = idx[current];
            visited[current] = true;
            if next == start {
                break;
            }
            slice.swap(current, next);
            current = next;
        }
    }
}

impl<P, V, M, F> Solver<P, CmaEsState<V, M, F>> for CmaEs<V, M, F>
where
    F: Scalar + crate::core::parallel::MaybeSend,
    P: CostFunction<Param = V, Output = F> + crate::core::parallel::MaybeSync,
    P::Error: crate::core::parallel::MaybeSend,
    V: VectorLen
        + Clone
        + ScaledAdd<F>
        + ScaleInPlace<F>
        + ComponentMulAssign
        + NormSquared<F>
        + SampleStandardNormal
        + crate::core::parallel::MaybeSync
        + std::ops::Index<usize, Output = F>
        + std::ops::IndexMut<usize, Output = F>,
    M: MatrixIdentity
        + MatrixFromDiagonal<V>
        + MatVec<V>
        + MatTransposeVec<V>
        + ScaleInPlace<F>
        + RankOneUpdate<V, F>
        + SymmetricEigen<V>
        + Clone,
{
    type Error = P::Error;

    fn init(
        &mut self,
        problem: &mut Problem<P>,
        mut state: CmaEsState<V, M, F>,
    ) -> Result<CmaEsState<V, M, F>, Self::Error> {
        // Compute-once constants guard (cached on the solver — config
        // only). A resumed solver re-entered via `run_loop` already has
        // them, so a chain-paused CmaEs is not rebuilt on every entry.
        if self.constants.is_none() {
            let n = state.m.vec_len();
            assert!(n >= 1, "CmaEs requires a non-empty mean");
            let lambda = self
                .lambda_override
                .unwrap_or_else(|| Self::default_lambda(n));
            self.constants = Some(compute_constants::<F>(n, lambda));
        }
        let lambda = self.constants.as_ref().unwrap().lambda;

        // First generation: an empty population signals a fresh state and
        // is sampled now; a resumed / chain state arrives with a
        // populated, sorted population (and a valid `m_cost`) and is left
        // untouched. The distribution itself (`m`, `σ`, `C`, paths, `d`)
        // was fully seeded by `CmaEsState::new` / `with_stds`.
        if state.candidates.is_empty() {
            sample_generation(&mut state, lambda, &mut self.rng);
            state.costs = problem.cost_batch(&state.candidates)?;
            sort_population_ascending(&mut state.candidates, &mut state.costs);
            // Evaluate the mean — param()/cost() report `m` (xfavorite).
            let m_cost = problem.cost(&state.m)?;
            state.m_cost = Some(m_cost);
        }
        Ok(state)
    }

    fn next_iter(
        &mut self,
        problem: &mut Problem<P>,
        mut state: CmaEsState<V, M, F>,
    ) -> Result<(CmaEsState<V, M, F>, Option<TerminationReason>), Self::Error> {
        let k = self
            .constants
            .as_ref()
            .expect("CmaEs::init must run before next_iter");

        state.generation += 1;

        let one = F::one();
        let two = F::from_f64(2.0).unwrap();
        let zero = F::zero();

        // Rebuild y_{i:λ} = (x_{i:λ} − m) / σ for the *previous* m, σ.
        // (state.candidates carries the most recent generation's x's,
        // sorted ascending by cost.)
        let mut y_sorted: Vec<V> = state
            .candidates
            .iter()
            .map(|x| {
                let mut y = x.clone();
                y.scaled_add(-one, &state.m);
                y.scale_in_place(one / state.sigma);
                y
            })
            .collect();

        // ⟨y⟩_w = Σ_{i=1..µ} w_i y_{i:λ}.
        let mut y_w = state.m.clone();
        y_w.scale_in_place(zero);
        for (i, y_i) in y_sorted.iter().enumerate().take(k.mu) {
            y_w.scaled_add(k.weights[i], y_i);
        }

        // m ← m + σ ⟨y⟩_w (c_m = 1 by default).
        state.m.scaled_add(state.sigma, &y_w);

        // C^{−1/2} ⟨y⟩_w = B (D^{−1} ⊙ Bᵀ ⟨y⟩_w).
        let mut bt_y_w = state.b.mat_transpose_vec(&y_w);
        bt_y_w.component_mul_assign(&state.d_inv);
        let c_invsqrt_y_w = state.b.matvec(&bt_y_w);

        // p_σ ← (1 − c_σ) p_σ + √(c_σ(2 − c_σ) µ_eff) C^{−1/2} ⟨y⟩_w.
        state.p_sigma.scale_in_place(one - k.c_sigma);
        let coef_sigma = (k.c_sigma * (two - k.c_sigma) * k.mu_eff).sqrt();
        state.p_sigma.scaled_add(coef_sigma, &c_invsqrt_y_w);

        // σ ← σ exp((c_σ / d_σ) (‖p_σ‖ / E‖N(0,I)‖ − 1)).
        let p_sigma_norm = state.p_sigma.norm_squared().sqrt();
        let log_factor = (k.c_sigma / k.d_sigma) * (p_sigma_norm / k.expected_norm - one);
        state.sigma = state.sigma * log_factor.exp();

        // h_σ test (Hansen 2016 p. 31, denominator uses 2(g+1)).
        let g_for_h = (state.generation + 1) as i32;
        let exponent = 2 * g_for_h;
        let denom = (one - (one - k.c_sigma).powi(exponent)).sqrt();
        let h_sigma = if p_sigma_norm / denom < k.h_sigma_threshold {
            one
        } else {
            zero
        };

        // p_c ← (1 − c_c) p_c + h_σ √(c_c(2 − c_c) µ_eff) ⟨y⟩_w.
        state.p_c.scale_in_place(one - k.c_c);
        let coef_c = h_sigma * (k.c_c * (two - k.c_c) * k.mu_eff).sqrt();
        state.p_c.scaled_add(coef_c, &y_w);

        // C update (eq. 47):
        //   C ← (1 + c_1 δ_h − c_1 − c_µ Σ w_j) C
        //       + c_1 p_c p_cᵀ
        //       + c_µ Σ_i w_i° y_{i:λ} y_{i:λ}ᵀ
        // with w_i° = w_i for w_i ≥ 0, else w_i · n / ‖C^{−1/2} y_{i:λ}‖².
        let delta_h = (one - h_sigma) * k.c_c * (two - k.c_c);
        let c_scale = one + k.c_1 * delta_h - k.c_1 - k.c_mu * k.sum_w;
        state.c.scale_in_place(c_scale);
        state.c.rank_one_update(k.c_1, &state.p_c);
        // Negative-weight path rescales by n / ‖C^{−1/2} y_i‖²;
        // positive-weight path uses w_i directly (eq. 46).
        let n_f = F::from_usize(k.n).unwrap();
        for (i, y_i) in y_sorted.iter().enumerate() {
            let w_i = k.weights[i];
            let w_i_o = if w_i >= zero {
                w_i
            } else {
                // ‖C^{−1/2} y_i‖² = ‖D^{−1} ⊙ Bᵀ y_i‖² (orthogonal B).
                let mut bt_y = state.b.mat_transpose_vec(y_i);
                bt_y.component_mul_assign(&state.d_inv);
                let cinv_norm_sq = bt_y.norm_squared();
                if cinv_norm_sq > zero {
                    w_i * n_f / cinv_norm_sq
                } else {
                    // Pathological zero-direction; drop this contribution.
                    zero
                }
            };
            if w_i_o != zero {
                state.c.rank_one_update(k.c_mu * w_i_o, y_i);
            }
        }
        // Drop y_sorted now to free memory before the eigendecomposition.
        drop(std::mem::take(&mut y_sorted));

        // Refresh eigendecomposition of the new C.
        let (b_new, eigs) = match state.c.try_eigh() {
            Ok(pair) => pair,
            Err(_) => return Ok((state, Some(TerminationReason::SolverFailed))),
        };
        state.b = b_new;
        // d_i = √max(λ_i, 0); d_inv_i = 1/d_i. Floating-point can produce
        // tiny negative eigenvalues even when the algorithm preserves
        // positive definiteness; clamp to a small positive floor before
        // taking the square root.
        let eig_floor = F::from_f64(1e-30).unwrap();
        for i in 0..k.n {
            let lam = eigs[i].max(eig_floor);
            let s = lam.sqrt();
            state.d[i] = s;
            state.d_inv[i] = one / s;
        }

        // Sample new generation: x_k = m + σ B (D ⊙ z_k). Sampling is
        // sequential (the RNG draws define the reproducible trajectory);
        // the λ independent candidates then evaluate in one batch
        // (parallel under the `parallel` feature).
        let lambda = k.lambda;
        sample_generation(&mut state, lambda, &mut self.rng);
        state.costs = problem.cost_batch(&state.candidates)?;
        sort_population_ascending(&mut state.candidates, &mut state.costs);

        // Evaluate the mean so param()/cost() report `m` (xfavorite).
        let m_cost = problem.cost(&state.m)?;
        state.m_cost = Some(m_cost);

        Ok((state, None))
    }
}