heuropt 0.1.0

A practical Rust toolkit for heuristic single-, multi-, and many-objective optimization.
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
//! NSGA-III — Deb & Jain 2014, the canonical many-objective MOEA.

use rand::Rng as _;
use rand::seq::IndexedRandom;

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::reference_points::das_dennis;
use crate::pareto::sort::non_dominated_sort;
use crate::traits::{Initializer, Optimizer, Variation};

/// Configuration for [`Nsga3`].
#[derive(Debug, Clone)]
pub struct Nsga3Config {
    /// Constant population size carried across generations.
    pub population_size: usize,
    /// Number of generations to run.
    pub generations: usize,
    /// Number of divisions `H` for Das–Dennis reference points.
    /// Final reference set has `binomial(H + M - 1, M - 1)` points for
    /// `M = objectives`. Typical: `H = 12` for `M = 3` (91 points),
    /// `H = 6` for `M = 5` (210 points).
    pub reference_divisions: usize,
    /// Seed for the deterministic RNG.
    pub seed: u64,
}

impl Default for Nsga3Config {
    fn default() -> Self {
        Self {
            population_size: 100,
            generations: 250,
            reference_divisions: 12,
            seed: 42,
        }
    }
}

/// NSGA-III optimizer.
#[derive(Debug, Clone)]
pub struct Nsga3<I, V> {
    /// Algorithm configuration.
    pub config: Nsga3Config,
    /// Initial-decision sampler.
    pub initializer: I,
    /// Offspring-producing variation operator.
    pub variation: 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 }
    }
}

impl<P, I, V> Optimizer<P> for Nsga3<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,
            "Nsga3 population_size must be greater than 0",
        );
        let n = self.config.population_size;
        let objectives = problem.objectives();
        let m = objectives.len();
        let reference_points = das_dennis(m, self.config.reference_divisions);
        assert!(
            !reference_points.is_empty(),
            "Nsga3 reference set is empty — check reference_divisions",
        );
        let mut rng = rng_from_seed(self.config.seed);

        // Initial population.
        let initial_decisions = self.initializer.initialize(n, &mut rng);
        assert_eq!(
            initial_decisions.len(),
            n,
            "NSGA-III initializer must return exactly population_size decisions",
        );
        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(),
                    "NSGA-III variation returned no children",
                );
                for child_decision in children {
                    if offspring_decisions.len() >= n {
                        break;
                    }
                    offspring_decisions.push(child_decision);
                }
            }
            let offspring = evaluate_batch(problem, offspring_decisions);
            evaluations += offspring.len();

            // --- Combine + 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, &reference_points, n, &mut rng);
        }

        let front = pareto_front(&population, &objectives);
        let best = best_candidate(&population, &objectives);
        OptimizationResult::new(
            Population::new(population),
            front,
            best,
            evaluations,
            self.config.generations,
        )
    }
}

/// NSGA-III environmental selection: front-by-front + reference-point niching
/// on the splitting front.
fn environmental_selection<D: Clone>(
    combined: &[Candidate<D>],
    objectives: &ObjectiveSpace,
    reference_points: &[Vec<f64>],
    n: usize,
    rng: &mut Rng,
) -> Vec<Candidate<D>> {
    let fronts = non_dominated_sort(combined, objectives);
    let mut selected: Vec<usize> = Vec::with_capacity(n);
    let mut splitting: &[usize] = &[];
    for front in &fronts {
        if selected.len() + front.len() <= n {
            selected.extend(front.iter().copied());
        } else {
            splitting = front;
            break;
        }
        if selected.len() == n {
            break;
        }
    }

    if selected.len() == n {
        return selected.into_iter().map(|i| combined[i].clone()).collect();
    }

    // The "working pool" is everything that might end up in the next pop:
    // already-selected plus the splitting front. Normalization and
    // association are computed on this pool only.
    let mut working: Vec<usize> = selected.clone();
    working.extend(splitting.iter().copied());
    let normalized = normalize(combined, &working, objectives);
    let m = objectives.len();
    let (assoc, dist): (Vec<usize>, Vec<f64>) = associate(&normalized, reference_points, m);

    // Niche counts over already-selected members only.
    let mut niche_count = vec![0_usize; reference_points.len()];
    for k in 0..selected.len() {
        niche_count[assoc[k]] += 1;
    }

    // Set of reference indices still available; we won't actually drop them
    // permanently — instead we track which references currently have any
    // candidate in F_l associated.
    let f_l_offset = selected.len();
    let mut available_in_fl: Vec<Vec<usize>> = vec![Vec::new(); reference_points.len()];
    for k in 0..splitting.len() {
        let working_idx = f_l_offset + k;
        available_in_fl[assoc[working_idx]].push(k); // store F_l-local index
    }

    while selected.len() < n {
        // Find min niche count among references with at least one F_l candidate.
        let mut min_count = usize::MAX;
        for j in 0..reference_points.len() {
            if !available_in_fl[j].is_empty() && niche_count[j] < min_count {
                min_count = niche_count[j];
            }
        }
        if min_count == usize::MAX {
            // No more F_l candidates anywhere. Should not happen if we still
            // need members, but guard anyway.
            break;
        }
        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 pool = &available_in_fl[chosen_ref];
        let pick_local = if niche_count[chosen_ref] == 0 {
            // Take the F_l member closest to the reference direction.
            *pool
                .iter()
                .min_by(|&&a, &&b| {
                    let da = dist[f_l_offset + a];
                    let db = dist[f_l_offset + b];
                    da.partial_cmp(&db).unwrap_or(std::cmp::Ordering::Equal)
                })
                .unwrap()
        } else {
            *pool.choose(rng).unwrap()
        };

        let combined_idx = splitting[pick_local];
        selected.push(combined_idx);
        niche_count[chosen_ref] += 1;

        // Remove pick_local from available_in_fl[chosen_ref].
        let pos = available_in_fl[chosen_ref]
            .iter()
            .position(|&v| v == pick_local)
            .unwrap();
        available_in_fl[chosen_ref].swap_remove(pos);
    }

    selected.into_iter().map(|i| combined[i].clone()).collect()
}

/// Translate by ideal, compute extreme points + intercepts, return per-member
/// normalized objective vectors. Falls back to per-axis range when the
/// extreme-point hyperplane is degenerate.
fn normalize<D>(
    combined: &[Candidate<D>],
    working: &[usize],
    objectives: &ObjectiveSpace,
) -> Vec<Vec<f64>> {
    let m = objectives.len();
    let mut oriented: Vec<Vec<f64>> = working
        .iter()
        .map(|&i| objectives.as_minimization(&combined[i].evaluation.objectives))
        .collect();

    // Ideal point z*: per-axis min over `working`.
    let mut ideal = vec![f64::INFINITY; m];
    for o in &oriented {
        for (k, &v) in o.iter().enumerate() {
            if v < ideal[k] {
                ideal[k] = v;
            }
        }
    }
    // Translate.
    for o in oriented.iter_mut() {
        for (k, v) in o.iter_mut().enumerate() {
            *v -= ideal[k];
        }
    }

    // Extreme points by Achievement Scalarizing Function:
    //   ASF_k(x) = max_i(x[i] / w_k[i]),  w_k[i] = 1 if i==k else 1e-6
    let extremes: Vec<usize> = (0..m)
        .map(|axis| {
            let mut best = 0usize;
            let mut best_asf = f64::INFINITY;
            for (idx, o) in oriented.iter().enumerate() {
                let asf = o
                    .iter()
                    .enumerate()
                    .map(|(k, &v)| {
                        let w = if k == axis { 1.0 } else { 1e-6 };
                        v / w
                    })
                    .fold(f64::NEG_INFINITY, f64::max);
                if asf < best_asf {
                    best_asf = asf;
                    best = idx;
                }
            }
            best
        })
        .collect();

    // Intercepts: solve A * a = 1 where rows of A are the extreme points.
    // If the system is singular or yields non-positive intercepts, fall back
    // to per-axis range (max value per axis in `oriented`).
    let intercepts = solve_intercepts(&oriented, &extremes).unwrap_or_else(|| {
        (0..m)
            .map(|k| {
                oriented
                    .iter()
                    .map(|o| o[k])
                    .fold(f64::NEG_INFINITY, f64::max)
                    .max(1e-12)
            })
            .collect()
    });

    for o in oriented.iter_mut() {
        for (k, v) in o.iter_mut().enumerate() {
            *v /= intercepts[k].max(1e-12);
        }
    }
    oriented
}

/// Try to compute axis intercepts from M extreme points by Gaussian
/// elimination. Returns `None` if singular or degenerate.
fn solve_intercepts(oriented: &[Vec<f64>], extremes: &[usize]) -> Option<Vec<f64>> {
    let m = extremes.len();
    if m == 0 {
        return None;
    }
    // Build the M×M matrix of extreme points (each row = one extreme).
    let mut a: Vec<Vec<f64>> = extremes.iter().map(|&i| oriented[i].clone()).collect();
    let mut b: Vec<f64> = vec![1.0; m];
    // Forward elimination with partial pivoting.
    #[allow(clippy::needless_range_loop)] // Body indexes both `a` and `b` by row.
    for k in 0..m {
        let mut pivot = k;
        for i in (k + 1)..m {
            if a[i][k].abs() > a[pivot][k].abs() {
                pivot = i;
            }
        }
        if a[pivot][k].abs() < 1e-12 {
            return None;
        }
        a.swap(k, pivot);
        b.swap(k, pivot);
        for i in (k + 1)..m {
            let factor = a[i][k] / a[k][k];
            #[allow(clippy::needless_range_loop)] // Body indexes both `a[i]` and `a[k]`.
            for j in k..m {
                a[i][j] -= factor * a[k][j];
            }
            b[i] -= factor * b[k];
        }
    }
    // Back-substitution.
    let mut x = vec![0.0_f64; m];
    for i in (0..m).rev() {
        let mut sum = b[i];
        for j in (i + 1)..m {
            sum -= a[i][j] * x[j];
        }
        if a[i][i].abs() < 1e-12 {
            return None;
        }
        x[i] = sum / a[i][i];
    }
    // Intercept along axis k is 1 / x[k].
    let intercepts: Vec<f64> = x
        .into_iter()
        .map(|v| if v.abs() < 1e-12 { f64::NAN } else { 1.0 / v })
        .collect();
    if intercepts.iter().any(|v| !v.is_finite() || *v <= 0.0) {
        return None;
    }
    Some(intercepts)
}

/// Associate each normalized point with the closest reference direction by
/// perpendicular distance. Returns parallel `(ref_index, perp_dist)` vectors.
fn associate(
    normalized: &[Vec<f64>],
    reference_points: &[Vec<f64>],
    _m: usize,
) -> (Vec<usize>, Vec<f64>) {
    let mut assoc = vec![0_usize; normalized.len()];
    let mut dist = vec![0.0_f64; normalized.len()];
    let ref_norms: Vec<f64> = reference_points
        .iter()
        .map(|r| r.iter().map(|v| v * v).sum::<f64>().sqrt().max(1e-12))
        .collect();
    for (i, x) in normalized.iter().enumerate() {
        let mut best = 0usize;
        let mut best_d = f64::INFINITY;
        for (j, r) in reference_points.iter().enumerate() {
            // Perpendicular distance from x to the line spanned by r:
            //   t = (x · r) / ||r||²
            //   d = ||x - t·r||
            let dot: f64 = x.iter().zip(r.iter()).map(|(a, b)| a * b).sum();
            let t = dot / (ref_norms[j] * ref_norms[j]);
            let mut sq = 0.0_f64;
            for (a, b) in x.iter().zip(r.iter()) {
                let proj = t * b;
                let diff = a - proj;
                sq += diff * diff;
            }
            let d = sq.sqrt();
            if d < best_d {
                best_d = d;
                best = j;
            }
        }
        assoc[i] = best;
        dist[i] = best_d;
    }
    (assoc, dist)
}

#[cfg(test)]
mod tests {
    use super::*;
    use crate::operators::{
        CompositeVariation, PolynomialMutation, RealBounds, SimulatedBinaryCrossover,
    };
    use crate::tests_support::SchafferN1;

    fn make_optimizer(
        seed: u64,
    ) -> Nsga3<
        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),
        };
        Nsga3::new(
            Nsga3Config {
                population_size: 20,
                generations: 8,
                reference_divisions: 12,
                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());
        assert_eq!(r.generations, 8);
    }

    #[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 greater than 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 = Nsga3::new(
            Nsga3Config {
                population_size: 0,
                generations: 1,
                reference_divisions: 4,
                seed: 0,
            },
            initializer,
            variation,
        );
        let _ = opt.run(&SchafferN1);
    }
}