givp — GRASP-ILS-VND with Path Relinking

Python  

Julia  

Rust  

Project  

A direction-agnostic metaheuristic optimizer for continuous, integer or mixed black-box problems, available in Python (NumPy-native) Julia, and Rust. The library bundles:

• GRASP — Greedy Randomized Adaptive Search Procedure
• ILS — Iterated Local Search
• VND — Variable Neighborhood Descent (with an adaptive variant)
• Path Relinking between elite solutions
• LRU evaluation cache, convergence monitor, optional thread-parallel candidate evaluation, and a wall-clock time budget

The public API mirrors scipy.optimize: pass an objective callable, bounds and optional configuration, get back an OptimizeResult with x, fun, nit, nfev, success, message, direction, meta.

---

Table of contents

1. Install
2. Quick start
3. Julia
4. Rust
5. Choosing the optimization sense
6. Bounds, integer variables and mixed problems
7. Object-oriented API and multi-start
8. Configuration cookbook
9. Inspecting progress (callback and verbose)
10. Public API reference
11. Glossary of hyper-parameters
12. Adapting to a domain-specific model
13. Comparison with other optimizers
14. Troubleshooting
15. License

---

Install

Python

From PyPI (once published):

pip install givp

From source (editable):

git clone https://github.com/Arnime/grasp_ils_vnd_pr.git

cd grasp_ils_vnd_pr

pip install -e .[dev]

Requires Python 3.10+ and NumPy.

Julia installation

From a local clone:

git clone https://github.com/Arnime/grasp_ils_vnd_pr.git

cd grasp_ils_vnd_pr/julia

julia --project=. -e 'using Pkg; Pkg.instantiate()'

Requires Julia 1.9+.

Rust Installation

Add to your Cargo.toml (once published to crates.io):

[dependencies]

givp = "0.5"

From source:

git clone https://github.com/Arnime/grasp_ils_vnd_pr.git

cd grasp_ils_vnd_pr/rust

cargo build --release

cargo test

Requires Rust 1.70+ (edition 2021).

---

Quick start

import numpy as np
from givp import givp

def sphere(x: np.ndarray) -> float:
    return float(np.sum(x ** 2))

result = givp(sphere, bounds=[(-5.0, 5.0)] * 10)
print(result.x)        # best vector found
print(result.fun)      # best objective value
print(result.nfev)     # number of evaluations performed

Default behavior:

• Minimization (minimize=True / direction="minimize").
• All variables treated as continuous.
• Default hyper-parameters (GIVPConfig()).

---

Julia

The Julia port exposes the same algorithm with an idiomatic Julia API:

using GIVPOptimizer

function sphere(x::Vector{Float64})::Float64
    return sum(x .^ 2)
end

result = givp(sphere, [(-5.0, 5.0) for _ in 1:10])
println(result.x)       # best vector found
println(result.fun)     # best objective value
println(result.nfev)    # number of evaluations

Maximization:

result = givp(my_score, bounds; direction=maximize)

Configuration:

cfg = GIVPConfig(; max_iterations=50, vnd_iterations=100, time_limit=30.0)
result = givp(sphere, bounds; config=cfg, seed=42, verbose=true)

Running tests:

cd julia

julia --project=. -e 'using Pkg; Pkg.test()'

Running benchmarks:

cd julia

julia --project=. benchmarks/benchmarks.jl

---

Rust

The Rust port provides a zero-dependency-on-NumPy, native-performance implementation:

use givp::{givp, GivpConfig};

let sphere = |x: &[f64]| -> f64 { x.iter().map(|v| v * v).sum() };
let bounds: Vec<(f64, f64)> = vec![(-5.12, 5.12); 5];

let config = GivpConfig {
    max_iterations: 50,
    seed: Some(42),
    integer_split: Some(5), // all continuous
    ..Default::default()
};

let result = givp(sphere, &bounds, config).unwrap();
println!("Best: {:.6} at {:?}", result.fun, result.x);

Maximization:

use givp::{givp, GivpConfig, Direction};

let config = GivpConfig {
    direction: Direction::Maximize,
    ..Default::default()
};

Running tests:

cd rust

cargo test

Running benchmarks:

cd rust

cargo bench

---

Choosing the optimization sense

The library is agnostic to whether you want the lowest or the highest value of func. Two equivalent ways to declare it:

Boolean flag (recommended)

from givp import givp

def gain(x):
    return float((x ** 2).sum())  # higher is better

result = givp(gain, [(-5, 5)] * 10, minimize=False)
assert result.direction == "maximize"

String flag (SciPy/Optuna compatible)

result = givp(gain, [(-5, 5)] * 10, direction="maximize")

Both flags are accepted on givp, on GIVPOptimizer and on GIVPConfig. Setting both simultaneously is allowed only when they agree; conflicting values raise ValueError.

Internal note. The core algorithm always minimizes. When you ask for maximization the public API wraps your objective with a sign flip and restores the sign on result.fun. This means result.fun is always reported in your original sign — no need to negate it back yourself.

---

Bounds, integer variables and mixed problems

bounds is accepted in two equivalent forms:

# SciPy style: list of (low, high) per variable
bounds = [(-5.0, 5.0), (0.0, 10.0), (-1.0, 1.0)]

# (lower, upper) tuple of two equally-sized sequences
bounds = ([-5.0, 0.0, -1.0], [5.0, 10.0, 1.0])

By default every variable is continuous. To declare a mixed problem (some continuous variables followed by some integer variables in the decision vector), use integer_split on the configuration:

from givp import GIVPConfig, givp

n_cont, n_int = 12, 8
bounds = [(-5.0, 5.0)] * n_cont + [(0.0, 4.0)] * n_int

cfg = GIVPConfig(integer_split=n_cont)  # indices >= n_cont are integer

result = givp(my_objective, bounds, config=cfg)

Special cases:

integer_split	Meaning
None (public API default: num_vars)	All-continuous problem.
0	All-integer problem.
n_vars	All-continuous problem (explicit).
k (0 < k < n)	First k continuous, rest integer.

---

Object-oriented API and multi-start

When you want to keep configuration around, run the optimizer multiple times and track the best result automatically, use GIVPOptimizer:

from givp import GIVPConfig, GIVPOptimizer

opt = GIVPOptimizer(
    func=sphere,
    bounds=[(-5.0, 5.0)] * 10,
    minimize=True,
    config=GIVPConfig(max_iterations=50, time_limit=30.0),
    verbose=True,
)
for _ in range(5):
    opt.run()
print("best across 5 restarts:", opt.best_fun)
print("history length:", len(opt.history))

opt.best_x and opt.best_fun always reflect the best result observed across all run() calls, in the user's original sign.

---

Configuration cookbook

from givp import GIVPConfig

# 1) Fast triage (small budget, no warm-up)
cfg_fast = GIVPConfig(
    max_iterations=20,
    vnd_iterations=50,
    ils_iterations=5,
    use_elite_pool=False,
    use_convergence_monitor=False,
    use_cache=True,
)

# 2) Production-quality run with wall-clock budget
cfg_quality = GIVPConfig(
    max_iterations=200,
    vnd_iterations=300,
    ils_iterations=15,
    elite_size=10,
    path_relink_frequency=5,
    adaptive_alpha=True,
    alpha_min=0.05,
    alpha_max=0.20,
    time_limit=600.0,         # stop after 10 minutes
    n_workers=4,              # parallelize candidate evaluation
)

# 3) Expensive objective: maximize cache reuse, keep evaluations few
cfg_expensive = GIVPConfig(
    num_candidates_per_step=8,
    cache_size=50_000,
    use_cache=True,
    early_stop_threshold=40,  # stop earlier on stagnation
)

# 4) Maximization with hourly-shaped layout (3 plants × 24 hours)
cfg_hydro = GIVPConfig(
    minimize=False,
    integer_split=72,         # first 72 vars continuous, rest integer
    max_iterations=120,
    time_limit=300.0,
)

---

Inspecting progress (callback and verbose)

Both givp and GIVPOptimizer accept:

• verbose=True — prints per-iteration cost and cache statistics.
• iteration_callback=fn — calls fn(iteration_index, best_cost, best_solution) once per outer GRASP iteration. The callback receives the cost in the internal minimization sign (i.e., already sign-flipped if you asked for maximization). Useful to plot convergence or persist intermediate results.

costs = []

def log_iter(i, cost, sol):
    costs.append(cost)

result = givp(
    sphere,
    [(-5, 5)] * 10,
    iteration_callback=log_iter,
    verbose=True,
)

---

Public API reference

givp(...) -> OptimizeResult

givp(
    func: Callable[[np.ndarray], float],
    bounds: Sequence[tuple[float, float]] | tuple[Sequence[float], Sequence[float]],
    *,
    num_vars: int | None = None,
    minimize: bool | None = None,
    direction: str | None = None,         # 'minimize' or 'maximize'
    config: GIVPConfig | None = None,
    initial_guess: Sequence[float] | None = None,
    iteration_callback: Callable[[int, float, np.ndarray], None] | None = None,
    verbose: bool = False,
) -> OptimizeResult

class GIVPOptimizer

Same constructor signature, exposes .run() -> OptimizeResult and tracks .best_x, .best_fun, .history.

class GIVPConfig (dataclass)

All hyper-parameters listed in the glossary.

class OptimizeResult

Field	Type	Meaning
x	np.ndarray	Best solution vector.
fun	float	Objective value at x, in the user's original sign.
nit	int	GRASP outer iterations executed.
nfev	int	Number of objective evaluations.
success	bool	True when at least one feasible solution was produced.
message	str	Human-readable termination reason.
direction	str	'minimize' or 'maximize'.
meta	dict	Algorithm-specific extras (cache stats, etc.).

For backward compatibility the result is iterable: x, fun = result works.

---

Glossary of hyper-parameters

Field	Default	Meaning
max_iterations	100	GRASP outer iterations.
alpha	0.12	Initial RCL randomization (0 = greedy, 1 = uniform).
vnd_iterations	200	Maximum VND inner iterations.
ils_iterations	10	Iterated Local Search loops per outer iteration.
perturbation_strength	4	Magnitude of ILS perturbation (number of variables jolted).
use_elite_pool	True	Maintain a diverse pool of elite solutions for path relinking.
elite_size	7	Maximum number of elite solutions kept.
path_relink_frequency	8	Every N GRASP iterations, run path relinking on elite pairs.
adaptive_alpha	True	If True, alpha varies in [alpha_min, alpha_max] over iterations.
alpha_min / alpha_max	0.08 / 0.18	Bounds for adaptive alpha.
num_candidates_per_step	20	Candidates evaluated per construction step.
use_cache	True	Memoize evaluations via LRU cache.
cache_size	10000	LRU cache capacity.
early_stop_threshold	80	Iterations without improvement before terminating.
use_convergence_monitor	True	Enable diversification/restart heuristics.
n_workers	1	Threads used to evaluate candidates concurrently.
time_limit	0.0	Wall-clock budget in seconds (0 = unlimited).
minimize	None	Boolean direction flag. True = minimize, False = maximize.
direction	'minimize'	String direction flag (alternative form).
integer_split	None	Index where integer variables begin in the decision vector.

---

Adapting to a domain-specific model

The library knows nothing about your problem. Wrap your domain code so it exposes a func(x: np.ndarray) -> float and a list of bounds. Penalty terms, repair operators and constraint handling all live in your project.

Minimal pattern:

def make_objective(model):
    def f(x):
        try:
            return float(model.evaluate(x))
        except (ValueError, RuntimeError):
            return float("inf")  # treat infeasibility as worst possible cost
    return f

result = givp(make_objective(my_model), bounds=my_bounds)

For an end-to-end example with a mixed continuous/integer hydropower model, see the SOG2 adapter in the upstream project repository (givp.py).

---

Comparison with other optimizers

Library	Sense convention	Discrete vars?	Built-in cache	Built-in time budget	Language
scipy.optimize.minimize	Always minimize	No	No	No	Python
scipy.optimize.differential_evolution	Always minimize	Continuous only	No	Via callback	Python
scipy.optimize.dual_annealing	Always minimize	No	No	maxiter only	Python
optuna	Explicit (direction)	Yes	Per-trial only	Yes (timeout)	Python
pygad	Always maximize	Yes	No	No	Python
givp	Explicit (minimize/direction)	Yes (mixed)	LRU cache	Yes (time_limit)	Python+Julia+Rust

---

Troubleshooting

ValueError: each element of upper must be strictly greater than lower A bounds entry has low >= high. Even fixed values must use a strictly positive interval ((v - 1e-9, v + 1e-9)) or be removed from the search.

ValueError: bounds length (...) does not match num_vars (...) You passed num_vars explicitly but the bounds disagree. Drop num_vars to let the library infer it from bounds, or fix the mismatch.

ValueError: 'minimize' and 'direction' disagree: ... You passed both flags with conflicting values. Use one or the other (or pass both with matching values).

Optimization converges to inf. Your objective is raising or returning nan. The wrapper coerces non-finite values to +inf so they are always comparable, but if every candidate is infeasible the algorithm has nothing to improve. Lower perturbation_strength, revisit your bounds, or relax the feasibility logic in func.

Run is too slow. Try use_cache=True, increase cache_size, raise n_workers, lower num_candidates_per_step, or set a time_limit. For very expensive objectives, also reduce vnd_iterations and ils_iterations.

Final solution looks too "rough" / integer values look noisy. Make sure integer_split is set correctly. With the default (None / num_vars) all variables are treated as continuous and the integer-aware neighborhoods are skipped.

---

License

MIT