heuropt 0.8.0

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
489
490
491
492
493
494
495
496
497
498
//! `EpsilonMoea` — Deb, Mohan & Mishra 2003 ε-dominance MOEA.

use rand::Rng as _;

use crate::core::candidate::Candidate;
use crate::core::evaluation::Evaluation;
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::dominance::{Dominance, pareto_compare};
use crate::pareto::front::{best_candidate, pareto_front};
use crate::traits::{Initializer, Optimizer, Variation};

/// Configuration for [`EpsilonMoea`].
#[derive(Debug, Clone)]
pub struct EpsilonMoeaConfig {
    /// Internal population size.
    pub population_size: usize,
    /// Number of evaluations to perform (steady-state: one offspring per gen).
    pub evaluations: usize,
    /// ε for each objective. Must have one entry per objective; controls
    /// the resolution of the regular box-grid the archive lives on.
    pub epsilon: Vec<f64>,
    /// Seed for the deterministic RNG.
    pub seed: u64,
}

impl Default for EpsilonMoeaConfig {
    fn default() -> Self {
        Self {
            population_size: 50,
            evaluations: 25_000,
            epsilon: vec![0.05, 0.05],
            seed: 42,
        }
    }
}

/// ε-dominance MOEA.
///
/// Steady-state EA with an ε-grid archive: every member that lands in
/// the same ε-box as an existing one is replaced by the closer point
/// to the box's grid corner. Auto-bounds the front size by the choice
/// of `epsilon`.
///
/// # 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 = EpsilonMoea::new(
///     EpsilonMoeaConfig {
///         population_size: 20,
///         evaluations: 1_000,
///         epsilon: vec![0.1, 0.1],
///         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 EpsilonMoea<I, V> {
    /// Algorithm configuration.
    pub config: EpsilonMoeaConfig,
    /// Initial-decision sampler.
    pub initializer: I,
    /// Offspring-producing variation operator.
    pub variation: V,
}

impl<I, V> EpsilonMoea<I, V> {
    /// Construct an `EpsilonMoea`.
    pub fn new(config: EpsilonMoeaConfig, initializer: I, variation: V) -> Self {
        Self {
            config,
            initializer,
            variation,
        }
    }
}

impl<P, I, V> Optimizer<P> for EpsilonMoea<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,
            "EpsilonMoea population_size must be > 0"
        );
        let n = self.config.population_size;
        let objectives = problem.objectives();
        assert_eq!(
            self.config.epsilon.len(),
            objectives.len(),
            "EpsilonMoea epsilon.len() must equal number of objectives",
        );
        for (i, &e) in self.config.epsilon.iter().enumerate() {
            assert!(e > 0.0, "EpsilonMoea epsilon[{i}] must be > 0.0");
        }
        let epsilon = self.config.epsilon.clone();
        let mut rng = rng_from_seed(self.config.seed);

        // Internal population.
        let initial_decisions = self.initializer.initialize(n, &mut rng);
        let mut population: Vec<Candidate<P::Decision>> = initial_decisions
            .into_iter()
            .map(|d| {
                let e = problem.evaluate(&d);
                Candidate::new(d, e)
            })
            .collect();
        let mut evaluations = population.len();

        // ε-archive.
        let mut archive: Vec<Candidate<P::Decision>> = Vec::new();
        for c in &population {
            insert_into_epsilon_archive(&mut archive, c.clone(), &objectives, &epsilon);
        }

        let total_evals = self.config.evaluations.max(evaluations);
        while evaluations < total_evals {
            // Pick one parent from the population, one from the archive
            // (when non-empty; else two from the population).
            let p1_idx = rng.random_range(0..population.len());
            let parent_a = population[p1_idx].decision.clone();
            let parent_b = if !archive.is_empty() {
                let j = rng.random_range(0..archive.len());
                archive[j].decision.clone()
            } else {
                let j = rng.random_range(0..population.len());
                population[j].decision.clone()
            };
            let parents = vec![parent_a, parent_b];
            let children = self.variation.vary(&parents, &mut rng);
            assert!(
                !children.is_empty(),
                "EpsilonMoea variation returned no children"
            );
            let child_decision = children.into_iter().next().unwrap();
            let child_eval = problem.evaluate(&child_decision);
            evaluations += 1;
            let child = Candidate::new(child_decision, child_eval);

            // Update population: child replaces a Pareto-dominated random member,
            // or any random member if non-dominated wrt every population member.
            update_population(&mut population, &child, &objectives, &mut rng);

            // Update ε-archive.
            insert_into_epsilon_archive(&mut archive, child, &objectives, &epsilon);
        }

        let final_pop: Vec<Candidate<P::Decision>> = if !archive.is_empty() {
            archive.clone()
        } else {
            population
        };
        let front = pareto_front(&final_pop, &objectives);
        let best = best_candidate(&final_pop, &objectives);
        OptimizationResult::new(
            Population::new(final_pop),
            front,
            best,
            evaluations,
            self.config.evaluations,
        )
    }
}

#[cfg(feature = "async")]
impl<I, V> EpsilonMoea<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 of the initial
    /// population. Per-step evaluations are sequential because the
    /// algorithm is steady-state (one offspring per step).
    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,
            "EpsilonMoea population_size must be > 0"
        );
        let n = self.config.population_size;
        let objectives = problem.objectives();
        assert_eq!(
            self.config.epsilon.len(),
            objectives.len(),
            "EpsilonMoea epsilon.len() must equal number of objectives",
        );
        for (i, &e) in self.config.epsilon.iter().enumerate() {
            assert!(e > 0.0, "EpsilonMoea epsilon[{i}] must be > 0.0");
        }
        let epsilon = self.config.epsilon.clone();
        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();

        let mut archive: Vec<Candidate<P::Decision>> = Vec::new();
        for c in &population {
            insert_into_epsilon_archive(&mut archive, c.clone(), &objectives, &epsilon);
        }

        let total_evals = self.config.evaluations.max(evaluations);
        while evaluations < total_evals {
            let p1_idx = rng.random_range(0..population.len());
            let parent_a = population[p1_idx].decision.clone();
            let parent_b = if !archive.is_empty() {
                let j = rng.random_range(0..archive.len());
                archive[j].decision.clone()
            } else {
                let j = rng.random_range(0..population.len());
                population[j].decision.clone()
            };
            let parents = vec![parent_a, parent_b];
            let children = self.variation.vary(&parents, &mut rng);
            assert!(
                !children.is_empty(),
                "EpsilonMoea variation returned no children"
            );
            let child_decision = children.into_iter().next().unwrap();
            let child_eval = problem.evaluate_async(&child_decision).await;
            evaluations += 1;
            let child = Candidate::new(child_decision, child_eval);

            update_population(&mut population, &child, &objectives, &mut rng);

            insert_into_epsilon_archive(&mut archive, child, &objectives, &epsilon);
        }

        let final_pop: Vec<Candidate<P::Decision>> = if !archive.is_empty() {
            archive.clone()
        } else {
            population
        };
        let front = pareto_front(&final_pop, &objectives);
        let best = best_candidate(&final_pop, &objectives);
        OptimizationResult::new(
            Population::new(final_pop),
            front,
            best,
            evaluations,
            self.config.evaluations,
        )
    }
}

/// Standard ε-MOEA population update: if the child is dominated by some
/// member, drop it; if it dominates a member, replace that member; if
/// non-dominated wrt all, replace a random member.
fn update_population<D: Clone>(
    population: &mut [Candidate<D>],
    child: &Candidate<D>,
    objectives: &ObjectiveSpace,
    rng: &mut crate::core::rng::Rng,
) {
    let mut dominated_indices: Vec<usize> = Vec::new();
    for (i, c) in population.iter().enumerate() {
        match pareto_compare(&child.evaluation, &c.evaluation, objectives) {
            Dominance::DominatedBy => return, // child dominated → discard
            Dominance::Dominates => dominated_indices.push(i),
            _ => {}
        }
    }
    if !dominated_indices.is_empty() {
        let pick = dominated_indices[rng.random_range(0..dominated_indices.len())];
        population[pick] = child.clone();
    } else {
        let pick = rng.random_range(0..population.len());
        population[pick] = child.clone();
    }
}

/// Insert `child` into the ε-archive following Deb's standard rule:
///
/// - Translate every objective vector into ε-box coordinates
///   `b_i = floor(o_i / ε_i)` (in minimization frame).
/// - If `child`'s box is ε-dominated by an existing member → drop child.
/// - Else, drop existing members whose box is ε-dominated by `child`'s.
/// - Among members in the SAME box as `child`, keep the one closer to its
///   box's "ideal corner" (smallest L2 distance from box origin).
fn insert_into_epsilon_archive<D: Clone>(
    archive: &mut Vec<Candidate<D>>,
    child: Candidate<D>,
    objectives: &ObjectiveSpace,
    epsilon: &[f64],
) {
    let child_box = box_coords(&child.evaluation, objectives, epsilon);
    let child_corner_dist = corner_distance(&child.evaluation, objectives, epsilon, &child_box);

    let mut to_drop: Vec<usize> = Vec::new();
    let mut child_box_index: Option<usize> = None;
    for (i, member) in archive.iter().enumerate() {
        let member_box = box_coords(&member.evaluation, objectives, epsilon);
        if box_dominates(&member_box, &child_box) {
            // Child's box is ε-dominated; ignore the child.
            return;
        }
        if box_dominates(&child_box, &member_box) {
            to_drop.push(i);
        } else if member_box == child_box {
            child_box_index = Some(i);
        }
    }
    // Drop ε-dominated members (in reverse order to keep indices valid).
    to_drop.sort_unstable();
    for i in to_drop.into_iter().rev() {
        archive.swap_remove(i);
    }
    if let Some(idx) = child_box_index {
        // Same box: keep whichever is closer to box's ideal corner.
        let member_corner_dist =
            corner_distance(&archive[idx].evaluation, objectives, epsilon, &child_box);
        if child_corner_dist < member_corner_dist {
            archive[idx] = child;
        }
    } else {
        archive.push(child);
    }
}

fn box_coords(eval: &Evaluation, objectives: &ObjectiveSpace, epsilon: &[f64]) -> Vec<i64> {
    let oriented = objectives.as_minimization(&eval.objectives);
    oriented
        .iter()
        .zip(epsilon.iter())
        .map(|(v, e)| (v / e).floor() as i64)
        .collect()
}

fn corner_distance(
    eval: &Evaluation,
    objectives: &ObjectiveSpace,
    epsilon: &[f64],
    box_idx: &[i64],
) -> f64 {
    let oriented = objectives.as_minimization(&eval.objectives);
    let mut sq = 0.0;
    for k in 0..oriented.len() {
        let corner = box_idx[k] as f64 * epsilon[k];
        let d = oriented[k] - corner;
        sq += d * d;
    }
    sq.sqrt()
}

/// Box-A ε-dominates box-B iff every coordinate of A is ≤ B and at least
/// one is strictly less.
fn box_dominates(a: &[i64], b: &[i64]) -> bool {
    let mut strictly_less = false;
    for (x, y) in a.iter().zip(b.iter()) {
        if x > y {
            return false;
        }
        if x < y {
            strictly_less = true;
        }
    }
    strictly_less
}

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

    fn make_optimizer(
        seed: u64,
    ) -> EpsilonMoea<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),
        };
        EpsilonMoea::new(
            EpsilonMoeaConfig {
                population_size: 20,
                evaluations: 1_000,
                epsilon: vec![0.05, 0.05],
                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);
    }

    #[test]
    #[should_panic(expected = "epsilon.len() must equal number of objectives")]
    fn dim_mismatch_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 = EpsilonMoea::new(
            EpsilonMoeaConfig {
                population_size: 4,
                evaluations: 100,
                epsilon: vec![0.1, 0.1, 0.1],
                seed: 0,
            },
            initializer,
            variation,
        );
        let _ = opt.run(&SchafferN1);
    }

    #[test]
    #[should_panic(expected = "must be > 0.0")]
    fn zero_epsilon_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 = EpsilonMoea::new(
            EpsilonMoeaConfig {
                population_size: 4,
                evaluations: 100,
                epsilon: vec![0.0, 0.1],
                seed: 0,
            },
            initializer,
            variation,
        );
        let _ = opt.run(&SchafferN1);
    }
}