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
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
//! MOEA/D — Multi-Objective Evolutionary Algorithm by Decomposition
//! (Zhang & Li 2007), with the Tchebycheff scalarizing function.

use rand::seq::IndexedRandom;

use crate::core::candidate::Candidate;
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::reference_points::das_dennis;
use crate::traits::{Initializer, Optimizer, Variation};

/// Configuration for [`Moead`].
#[derive(Debug, Clone)]
pub struct MoeadConfig {
    /// Number of generations (passes over the weight set).
    pub generations: usize,
    /// Das–Dennis divisions `H`. The number of weight vectors (= the
    /// population size) is `binomial(H + M - 1, M - 1)`.
    pub reference_divisions: usize,
    /// Neighborhood size `T`: each subproblem mates within and updates
    /// at most this many neighbors.
    pub neighborhood_size: usize,
    /// Seed for the deterministic RNG.
    pub seed: u64,
}

impl Default for MoeadConfig {
    fn default() -> Self {
        Self {
            generations: 250,
            reference_divisions: 99, // 100 weights for 2 objectives
            neighborhood_size: 20,
            seed: 42,
        }
    }
}

/// MOEA/D optimizer using the Tchebycheff scalarizing function.
///
/// Decomposes the multi-objective problem into many single-objective
/// scalarizations along Das–Dennis weight vectors and solves them
/// in parallel with neighborhood-based mating. Very fast per generation;
/// scales naturally to many objectives.
///
/// # 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 = Moead::new(
///     MoeadConfig {
///         generations: 30,
///         reference_divisions: 19, // 20 weights for 2 objectives
///         neighborhood_size: 5,
///         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 Moead<I, V> {
    /// Algorithm configuration.
    pub config: MoeadConfig,
    /// Initial-decision sampler.
    pub initializer: I,
    /// Offspring-producing variation operator.
    pub variation: V,
}

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

impl<P, I, V> Optimizer<P> for Moead<I, V>
where
    P: Problem,
    I: Initializer<P::Decision>,
    V: Variation<P::Decision>,
{
    fn run(&mut self, problem: &P) -> OptimizationResult<P::Decision> {
        let objectives = problem.objectives();
        let m = objectives.len();
        let weights = das_dennis(m, self.config.reference_divisions);
        assert!(
            !weights.is_empty(),
            "Moead weight set is empty — increase reference_divisions",
        );
        let n = weights.len();
        let t = self.config.neighborhood_size.min(n);
        assert!(t >= 2, "Moead neighborhood_size must be >= 2");

        let mut rng = rng_from_seed(self.config.seed);

        // Initial population: one decision per weight vector.
        let initial_decisions = self.initializer.initialize(n, &mut rng);
        assert_eq!(
            initial_decisions.len(),
            n,
            "MOEA/D initializer must return exactly {n} decisions",
        );
        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();

        // Ideal point z*: per-axis min in oriented space, seeded from the
        // initial population.
        let mut ideal = vec![f64::INFINITY; m];
        for c in &population {
            let oriented = objectives.as_minimization(&c.evaluation.objectives);
            for (k, v) in oriented.iter().enumerate() {
                if *v < ideal[k] {
                    ideal[k] = *v;
                }
            }
        }

        // Neighborhoods B[i] = T closest weight vectors to weights[i] by
        // Euclidean distance, including i itself.
        let neighborhoods: Vec<Vec<usize>> = (0..n)
            .map(|i| {
                let mut idx: Vec<usize> = (0..n).collect();
                idx.sort_by(|&a, &b| {
                    let da = weight_distance(&weights[i], &weights[a]);
                    let db = weight_distance(&weights[i], &weights[b]);
                    da.partial_cmp(&db).unwrap_or(std::cmp::Ordering::Equal)
                });
                idx.into_iter().take(t).collect()
            })
            .collect();

        for _ in 0..self.config.generations {
            #[allow(clippy::needless_range_loop)]
            // Body indexes both `neighborhoods[i]` and `population[j]` via `nbh`.
            for i in 0..n {
                // Pick two distinct parents from the neighborhood.
                let nbh = &neighborhoods[i];
                let p1 = *nbh.choose(&mut rng).unwrap();
                let mut p2 = *nbh.choose(&mut rng).unwrap();
                while p2 == p1 && nbh.len() > 1 {
                    p2 = *nbh.choose(&mut rng).unwrap();
                }
                let parents = vec![
                    population[p1].decision.clone(),
                    population[p2].decision.clone(),
                ];
                let children = self.variation.vary(&parents, &mut rng);
                assert!(
                    !children.is_empty(),
                    "MOEA/D variation returned no children"
                );
                let child_decision = children.into_iter().next().unwrap();
                let child_eval = problem.evaluate(&child_decision);
                evaluations += 1;

                // Update ideal point.
                let oriented_child = objectives.as_minimization(&child_eval.objectives);
                for (k, v) in oriented_child.iter().enumerate() {
                    if *v < ideal[k] {
                        ideal[k] = *v;
                    }
                }

                // Walk the neighborhood; replace current members where the
                // child improves the Tchebycheff scalar.
                for &j in nbh {
                    let cur_oriented =
                        objectives.as_minimization(&population[j].evaluation.objectives);
                    let g_cur = tchebycheff(&cur_oriented, &weights[j], &ideal);
                    let g_new = tchebycheff(&oriented_child, &weights[j], &ideal);
                    if g_new <= g_cur {
                        population[j] = Candidate::new(child_decision.clone(), child_eval.clone());
                    }
                }
            }
        }

        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> Moead<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-generation evaluations are sequential because
    /// each child's outcome feeds back into the same generation's
    /// neighborhood updates.
    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;

        let objectives = problem.objectives();
        let m = objectives.len();
        let weights = das_dennis(m, self.config.reference_divisions);
        assert!(
            !weights.is_empty(),
            "Moead weight set is empty — increase reference_divisions",
        );
        let n = weights.len();
        let t = self.config.neighborhood_size.min(n);
        assert!(t >= 2, "Moead neighborhood_size must be >= 2");

        let mut rng = rng_from_seed(self.config.seed);

        let initial_decisions = self.initializer.initialize(n, &mut rng);
        assert_eq!(
            initial_decisions.len(),
            n,
            "MOEA/D initializer must return exactly {n} decisions",
        );
        let mut population: Vec<Candidate<P::Decision>> =
            evaluate_batch_async(problem, initial_decisions, concurrency).await;
        let mut evaluations = population.len();

        let mut ideal = vec![f64::INFINITY; m];
        for c in &population {
            let oriented = objectives.as_minimization(&c.evaluation.objectives);
            for (k, v) in oriented.iter().enumerate() {
                if *v < ideal[k] {
                    ideal[k] = *v;
                }
            }
        }

        let neighborhoods: Vec<Vec<usize>> = (0..n)
            .map(|i| {
                let mut idx: Vec<usize> = (0..n).collect();
                idx.sort_by(|&a, &b| {
                    let da = weight_distance(&weights[i], &weights[a]);
                    let db = weight_distance(&weights[i], &weights[b]);
                    da.partial_cmp(&db).unwrap_or(std::cmp::Ordering::Equal)
                });
                idx.into_iter().take(t).collect()
            })
            .collect();

        for _ in 0..self.config.generations {
            #[allow(clippy::needless_range_loop)]
            for i in 0..n {
                let nbh = &neighborhoods[i];
                let p1 = *nbh.choose(&mut rng).unwrap();
                let mut p2 = *nbh.choose(&mut rng).unwrap();
                while p2 == p1 && nbh.len() > 1 {
                    p2 = *nbh.choose(&mut rng).unwrap();
                }
                let parents = vec![
                    population[p1].decision.clone(),
                    population[p2].decision.clone(),
                ];
                let children = self.variation.vary(&parents, &mut rng);
                assert!(
                    !children.is_empty(),
                    "MOEA/D variation returned no children"
                );
                let child_decision = children.into_iter().next().unwrap();
                let child_eval = problem.evaluate_async(&child_decision).await;
                evaluations += 1;

                let oriented_child = objectives.as_minimization(&child_eval.objectives);
                for (k, v) in oriented_child.iter().enumerate() {
                    if *v < ideal[k] {
                        ideal[k] = *v;
                    }
                }

                for &j in nbh {
                    let cur_oriented =
                        objectives.as_minimization(&population[j].evaluation.objectives);
                    let g_cur = tchebycheff(&cur_oriented, &weights[j], &ideal);
                    let g_new = tchebycheff(&oriented_child, &weights[j], &ideal);
                    if g_new <= g_cur {
                        population[j] = Candidate::new(child_decision.clone(), child_eval.clone());
                    }
                }
            }
        }

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

/// Tchebycheff scalarization: `max_k w_k * |f_k - z*_k|`.
///
/// `weight` components that are zero are floored to `1e-6` so every axis
/// contributes (matches the convention used in the original paper).
fn tchebycheff(oriented_objectives: &[f64], weight: &[f64], ideal: &[f64]) -> f64 {
    let mut g: f64 = 0.0;
    for (k, &f) in oriented_objectives.iter().enumerate() {
        let w = weight[k].max(1e-6);
        let term = w * (f - ideal[k]).abs();
        if term > g {
            g = term;
        }
    }
    g
}

fn weight_distance(a: &[f64], b: &[f64]) -> f64 {
    a.iter()
        .zip(b.iter())
        .map(|(x, y)| (x - y).powi(2))
        .sum::<f64>()
        .sqrt()
}

impl<I, V> crate::traits::AlgorithmInfo for Moead<I, V> {
    fn name(&self) -> &'static str {
        "MOEA/D"
    }
    fn full_name(&self) -> &'static str {
        "Multi-Objective Evolutionary Algorithm based on Decomposition"
    }
    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,
    ) -> Moead<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),
        };
        Moead::new(
            MoeadConfig {
                generations: 30,
                reference_divisions: 19, // 20 weights for 2-obj
                neighborhood_size: 5,
                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());
        assert_eq!(r.population.len(), 20); // 19 divisions + 1 → 20 weights
    }

    #[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
            .population
            .iter()
            .map(|c| c.evaluation.objectives.clone())
            .collect();
        let ob: Vec<Vec<f64>> = rb
            .population
            .iter()
            .map(|c| c.evaluation.objectives.clone())
            .collect();
        assert_eq!(oa, ob);
    }

    #[test]
    #[should_panic(expected = "neighborhood_size must be >= 2")]
    fn neighborhood_size_one_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 = Moead::new(
            MoeadConfig {
                generations: 1,
                reference_divisions: 4,
                neighborhood_size: 1,
                seed: 0,
            },
            initializer,
            variation,
        );
        let _ = opt.run(&SchafferN1);
    }

    // ---- Mutation-test pinned helpers --------------------------------------

    #[test]
    fn tchebycheff_is_max_weighted_deviation() {
        // ideal = (0, 0), weights = (1, 1): g = max(|f0|, |f1|).
        let g = tchebycheff(&[3.0, 5.0], &[1.0, 1.0], &[0.0, 0.0]);
        assert!((g - 5.0).abs() < 1e-12);
        // weights skew which axis dominates.
        let g2 = tchebycheff(&[3.0, 5.0], &[10.0, 1.0], &[0.0, 0.0]);
        assert!((g2 - 30.0).abs() < 1e-12);
    }

    #[test]
    fn tchebycheff_uses_distance_from_ideal() {
        // ideal = (2, 2): deviations are |3-2|=1, |5-2|=3 → g = 3.
        let g = tchebycheff(&[3.0, 5.0], &[1.0, 1.0], &[2.0, 2.0]);
        assert!((g - 3.0).abs() < 1e-12);
    }

    #[test]
    fn tchebycheff_zero_at_ideal() {
        let g = tchebycheff(&[2.0, 2.0], &[1.0, 1.0], &[2.0, 2.0]);
        assert!(g.abs() < 1e-12);
    }

    #[test]
    fn weight_distance_is_euclidean() {
        // (0,0) to (3,4) = 5.
        assert!((weight_distance(&[0.0, 0.0], &[3.0, 4.0]) - 5.0).abs() < 1e-12);
        // symmetric and zero-to-self.
        assert!((weight_distance(&[3.0, 4.0], &[0.0, 0.0]) - 5.0).abs() < 1e-12);
        assert_eq!(weight_distance(&[1.0, 2.0, 3.0], &[1.0, 2.0, 3.0]), 0.0);
    }
}