heuropt 0.11.0

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
//! `Grea` — Yang, Li, Liu & Zheng 2013 Grid-based Evolutionary Algorithm.

use rand::Rng as _;

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_from_seed;
use crate::pareto::front::{best_candidate, pareto_front};
use crate::pareto::sort::non_dominated_sort;
use crate::traits::{Initializer, Optimizer, Variation};

/// Configuration for [`Grea`].
#[derive(Debug, Clone)]
pub struct GreaConfig {
    /// Constant population size.
    pub population_size: usize,
    /// Number of generations.
    pub generations: usize,
    /// Grid divisions per objective axis.
    pub grid_divisions: usize,
    /// Seed for the deterministic RNG.
    pub seed: u64,
}

impl Default for GreaConfig {
    fn default() -> Self {
        Self {
            population_size: 100,
            generations: 250,
            grid_divisions: 8,
            seed: 42,
        }
    }
}

/// Grid-based Evolutionary Algorithm (GrEA).
///
/// Many-objective EA that uses three grid-based metrics — grid rank,
/// grid crowding distance, and grid coordinate point distance — to
/// select survivors. Particularly strong on linear / simplex-shaped
/// fronts (e.g. DTLZ1).
///
/// # Example
///
/// ```
/// use heuropt::prelude::*;
///
/// struct Schaffer;
/// impl Problem for Schaffer {
///     type Decision = Vec<f64>;
///     fn objectives(&self) -> ObjectiveSpace {
///         ObjectiveSpace::new(vec![Objective::minimize("f1"), Objective::minimize("f2")])
///     }
///     fn evaluate(&self, x: &Vec<f64>) -> Evaluation {
///         Evaluation::new(vec![x[0] * x[0], (x[0] - 2.0).powi(2)])
///     }
/// }
///
/// let bounds = vec![(-5.0_f64, 5.0_f64)];
/// let mut opt = Grea::new(
///     GreaConfig { population_size: 30, generations: 20, grid_divisions: 8, seed: 42 },
///     RealBounds::new(bounds.clone()),
///     CompositeVariation {
///         crossover: SimulatedBinaryCrossover::new(bounds.clone(), 15.0, 0.5),
///         mutation:  PolynomialMutation::new(bounds, 20.0, 1.0),
///     },
/// );
/// let r = opt.run(&Schaffer);
/// assert!(!r.pareto_front.is_empty());
/// ```
#[derive(Debug, Clone)]
pub struct Grea<I, V> {
    /// Algorithm configuration.
    pub config: GreaConfig,
    /// Initial-decision sampler.
    pub initializer: I,
    /// Offspring-producing variation operator.
    pub variation: V,
}

impl<I, V> Grea<I, V> {
    /// Construct a `Grea`.
    pub fn new(config: GreaConfig, initializer: I, variation: V) -> Self {
        Self {
            config,
            initializer,
            variation,
        }
    }
}

impl<P, I, V> Optimizer<P> for Grea<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,
            "Grea population_size must be > 0"
        );
        assert!(
            self.config.grid_divisions >= 1,
            "Grea grid_divisions must be >= 1"
        );
        let n = self.config.population_size;
        let objectives = problem.objectives();
        let mut rng = rng_from_seed(self.config.seed);

        let initial_decisions = self.initializer.initialize(n, &mut rng);
        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(), "Grea variation returned no children");
                for child in children {
                    if offspring_decisions.len() >= n {
                        break;
                    }
                    offspring_decisions.push(child);
                }
            }
            let offspring = evaluate_batch(problem, offspring_decisions);
            evaluations += offspring.len();

            // Survival.
            let mut combined: Vec<Candidate<P::Decision>> = Vec::with_capacity(2 * n);
            combined.extend(population);
            combined.extend(offspring);
            population =
                environmental_selection(combined, &objectives, n, self.config.grid_divisions);
        }

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

#[cfg(feature = "async")]
impl<I, V> Grea<I, V> {
    /// Async version of [`Optimizer::run`] — drives evaluations through
    /// the user-chosen async runtime. Available only with the `async`
    /// feature.
    ///
    /// `concurrency` bounds in-flight evaluations per batch.
    pub async fn run_async<P>(
        &mut self,
        problem: &P,
        concurrency: usize,
    ) -> OptimizationResult<P::Decision>
    where
        P: crate::core::async_problem::AsyncProblem,
        I: Initializer<P::Decision>,
        V: Variation<P::Decision>,
    {
        use crate::algorithms::parallel_eval_async::evaluate_batch_async;

        assert!(
            self.config.population_size > 0,
            "Grea population_size must be > 0"
        );
        assert!(
            self.config.grid_divisions >= 1,
            "Grea grid_divisions must be >= 1"
        );
        let n = self.config.population_size;
        let objectives = problem.objectives();
        let mut rng = rng_from_seed(self.config.seed);

        let initial_decisions = self.initializer.initialize(n, &mut rng);
        let mut population: Vec<Candidate<P::Decision>> =
            evaluate_batch_async(problem, initial_decisions, concurrency).await;
        let mut evaluations = population.len();

        for _ in 0..self.config.generations {
            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(), "Grea variation returned no children");
                for child in children {
                    if offspring_decisions.len() >= n {
                        break;
                    }
                    offspring_decisions.push(child);
                }
            }
            let offspring = evaluate_batch_async(problem, offspring_decisions, concurrency).await;
            evaluations += offspring.len();

            let mut combined: Vec<Candidate<P::Decision>> = Vec::with_capacity(2 * n);
            combined.extend(population);
            combined.extend(offspring);
            population =
                environmental_selection(combined, &objectives, n, self.config.grid_divisions);
        }

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

fn environmental_selection<D: Clone>(
    combined: Vec<Candidate<D>>,
    objectives: &ObjectiveSpace,
    n: usize,
    divisions: usize,
) -> Vec<Candidate<D>> {
    let fronts = non_dominated_sort(&combined, objectives);
    let mut selected: Vec<usize> = Vec::with_capacity(n);
    let mut splitting: Vec<usize> = Vec::new();
    for f in &fronts {
        if selected.len() + f.len() <= n {
            selected.extend(f.iter().copied());
        } else {
            splitting = f.clone();
            break;
        }
        if selected.len() == n {
            break;
        }
    }
    if selected.len() == n {
        return selected.into_iter().map(|i| combined[i].clone()).collect();
    }

    // Build grid + per-member coordinates on the splitting front (using
    // its own min/max per axis to define the grid box).
    let m = objectives.len();
    let oriented: Vec<Vec<f64>> = splitting
        .iter()
        .map(|&i| objectives.as_minimization(&combined[i].evaluation.objectives))
        .collect();
    let mut lo = vec![f64::INFINITY; m];
    let mut hi = vec![f64::NEG_INFINITY; m];
    for o in &oriented {
        for k in 0..m {
            if o[k] < lo[k] {
                lo[k] = o[k];
            }
            if o[k] > hi[k] {
                hi[k] = o[k];
            }
        }
    }
    let grid_coords: Vec<Vec<usize>> = oriented
        .iter()
        .map(|o| {
            (0..m)
                .map(|k| {
                    let span = (hi[k] - lo[k]).max(1e-12);
                    let frac = ((o[k] - lo[k]) / span).clamp(0.0, 1.0 - 1e-9);
                    (frac * divisions as f64) as usize
                })
                .collect()
        })
        .collect();

    let scores: Vec<(usize, usize, isize, isize)> = (0..splitting.len())
        .map(|local_idx| {
            let gr: usize = grid_coords[local_idx].iter().sum();
            // GCD: count of other splitting members in adjacent grid cells.
            let mut gcd = 0_isize;
            for j in 0..splitting.len() {
                if j == local_idx {
                    continue;
                }
                let max_diff: usize = (0..m)
                    .map(|k| grid_coords[local_idx][k].abs_diff(grid_coords[j][k]))
                    .max()
                    .unwrap_or(0);
                if max_diff < 1 {
                    gcd += 1;
                }
            }
            // GCPD: grid coordinate point distance to that cell's "ideal"
            // origin. We negate to keep "smaller is better" through the
            // sort key.
            let gcpd: isize = grid_coords[local_idx]
                .iter()
                .map(|&c| (c as isize).pow(2))
                .sum::<isize>();
            (local_idx, gr, gcd, gcpd)
        })
        .collect();

    // Sort by (GR ascending, GCD ascending, GCPD ascending).
    let mut sorted_scores = scores;
    sorted_scores.sort_by(|a, b| {
        a.1.cmp(&b.1)
            .then_with(|| a.2.cmp(&b.2))
            .then_with(|| a.3.cmp(&b.3))
    });
    let need = n - selected.len();
    for (local_idx, _, _, _) in sorted_scores.into_iter().take(need) {
        selected.push(splitting[local_idx]);
    }
    selected.into_iter().map(|i| combined[i].clone()).collect()
}

impl<I, V> crate::traits::AlgorithmInfo for Grea<I, V> {
    fn name(&self) -> &'static str {
        "GrEA"
    }
    fn full_name(&self) -> &'static str {
        "Grid-based Evolutionary Algorithm"
    }
    fn seed(&self) -> Option<u64> {
        Some(self.config.seed)
    }
}

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

    fn make_optimizer(
        seed: u64,
    ) -> Grea<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),
        };
        Grea::new(
            GreaConfig {
                population_size: 20,
                generations: 15,
                grid_divisions: 8,
                seed,
            },
            initializer,
            variation,
        )
    }

    #[test]
    fn produces_pareto_front() {
        let mut opt = make_optimizer(1);
        let r = opt.run(&SchafferN1);
        assert!(!r.pareto_front.is_empty());
    }

    #[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);
    }

    /// `environmental_selection` truncates the combined 2N pool down to
    /// exactly N. Pin the final population size across several configs so
    /// the grid-coordinate arithmetic / front-peeling comparisons can't
    /// silently mis-count survivors.
    #[test]
    fn final_population_size_matches_config() {
        for pop in [4_usize, 12, 20] {
            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),
            };
            let mut opt = Grea::new(
                GreaConfig {
                    population_size: pop,
                    generations: 5,
                    grid_divisions: 8,
                    seed: 3,
                },
                initializer,
                variation,
            );
            let r = opt.run(&SchafferN1);
            assert_eq!(r.population.len(), pop, "config pop = {pop}");
            assert!(!r.pareto_front.is_empty());
        }
    }
}