Multi-Guide Particle Swarm Optimization for Large-Scale Multi-Objective Optimization Problems

Multi-guide particle swarm optimization (MGPSO) is a novel metaheuristic for multi-objective optimization based on particle swarm optimization (PSO). MGPSO has been shown to be competitive when compared with other state-of-the-art multi-objective optimization algorithms for low-dimensional problems. However, to the best of the author’s knowledge, the suitability of MGPSO for high-dimensional multi-objective optimization problems has not been studied. One goal of this thesis is to provide a scalability study of MGPSO in order to evaluate its efficacy for high-dimensional multi-objective optimization problems. It is observed that while MGPSO has comparable performance to state-of-the-art multi-objective optimization algorithms, it experiences a performance drop with the increase in the problem dimensionality. Therefore, a main contribution of this work is a new scalable MGPSO-based algorithm, termed cooperative co-evolutionary multi-guide particle swarm optimization (CCMGPSO), that incorporates ideas from cooperative PSOs. A detailed empirical study on well-known benchmark problems comparing the proposed improved approach with various state-of-the-art multi-objective optimization algorithms is done. Results show that the proposed CCMGPSO is highly competitive for high-dimensional problems

A Survey on Soft Subspace Clustering

Subspace clustering (SC) is a promising clustering technology to identify clusters based on their associations with subspaces in high dimensional spaces. SC can be classified into hard subspace clustering (HSC) and soft subspace clustering (SSC). While HSC algorithms have been extensively studied and well accepted by the scientific community, SSC algorithms are relatively new but gaining more attention in recent years due to better adaptability. In the paper, a comprehensive survey on existing SSC algorithms and the recent development are presented. The SSC algorithms are classified systematically into three main categories, namely, conventional SSC (CSSC), independent SSC (ISSC) and extended SSC (XSSC). The characteristics of these algorithms are highlighted and the potential future development of SSC is also discussed.Comment: This paper has been published in Information Sciences Journal in 201

A Parallel Divide-and-Conquer based Evolutionary Algorithm for Large-scale Optimization

Large-scale optimization problems that involve thousands of decision variables have extensively arisen from various industrial areas. As a powerful optimization tool for many real-world applications, evolutionary algorithms (EAs) fail to solve the emerging large-scale problems both effectively and efficiently. In this paper, we propose a novel Divide-and-Conquer (DC) based EA that can not only produce high-quality solution by solving sub-problems separately, but also highly utilizes the power of parallel computing by solving the sub-problems simultaneously. Existing DC-based EAs that were deemed to enjoy the same advantages of the proposed algorithm, are shown to be practically incompatible with the parallel computing scheme, unless some trade-offs are made by compromising the solution quality.Comment: 12 pages, 0 figure

A competitive mechanism based multi-objective particle swarm optimizer with fast convergence

In the past two decades, multi-objective optimization has attracted increasing interests in the evolutionary computation community, and a variety of multi-objective optimization algorithms have been proposed on the basis of different population based meta-heuristics, where the family of multi-objective particle swarm optimization is among the most representative ones. While the performance of most existing multi-objective particle swarm optimization algorithms largely depends on the global or personal best particles stored in an external archive, in this paper, we propose a competitive mechanism based multi-objective particle swarm optimizer, where the particles are updated on the basis of the pairwise competitions performed in the current swarm at each generation. The performance of the proposed competitive multi-objective particle swarm optimizer is verified by benchmark comparisons with several state-of-the-art multiobjective optimizers, including three multi-objective particle swarm optimization algorithms and three multi-objective evolutionary algorithms. Experimental results demonstrate the promising performance of the proposed algorithm in terms of both optimization quality and convergence speed

Knowledge management overview of feature selection problem in high-dimensional financial data: Cooperative co-evolution and Map Reduce perspectives

The term big data characterizes the massive amounts of data generation by the advanced technologies in different domains using 4Vs volume, velocity, variety, and veracity-to indicate the amount of data that can only be processed via computationally intensive analysis, the speed of their creation, the different types of data, and their accuracy. High-dimensional financial data, such as time-series and space-Time data, contain a large number of features (variables) while having a small number of samples, which are used to measure various real-Time business situations for financial organizations. Such datasets are normally noisy, and complex correlations may exist between their features, and many domains, including financial, lack the al analytic tools to mine the data for knowledge discovery because of the high-dimensionality. Feature selection is an optimization problem to find a minimal subset of relevant features that maximizes the classification accuracy and reduces the computations. Traditional statistical-based feature selection approaches are not adequate to deal with the curse of dimensionality associated with big data. Cooperative co-evolution, a meta-heuristic algorithm and a divide-And-conquer approach, decomposes high-dimensional problems into smaller sub-problems. Further, MapReduce, a programming model, offers a ready-To-use distributed, scalable, and fault-Tolerant infrastructure for parallelizing the developed algorithm. This article presents a knowledge management overview of evolutionary feature selection approaches, state-of-The-Art cooperative co-evolution and MapReduce-based feature selection techniques, and future research directions

Scaling Up Dynamic Optimization Problems: A Divide-and-Conquer Approach

Scalability is a crucial aspect of designing efficient algorithms. Despite their prevalence, large-scale dynamic optimization problems are not well-studied in the literature. This paper is concerned with designing benchmarks and frameworks for the study of large-scale dynamic optimization problems. We start by a formal analysis of the moving peaks benchmark and show its nonseparable nature irrespective of its number of peaks. We then propose a composite moving peaks benchmark suite with exploitable modularity covering a wide range of scalable partially separable functions suitable for the study of large-scale dynamic optimization problems. The benchmark exhibits modularity, heterogeneity, and imbalance features to resemble real-world problems. To deal with the intricacies of large-scale dynamic optimization problems, we propose a decomposition-based coevolutionary framework which breaks a large-scale dynamic optimization problem into a set of lower dimensional components. A novel aspect of the framework is its efficient bi-level resource allocation mechanism which controls the budget assignment to components and the populations responsible for tracking multiple moving optima. Based on a comprehensive empirical study on a wide range of large-scale dynamic optimization problems with up to 200 dimensions, we show the crucial role of problem decomposition and resource allocation in dealing with these problems. The experimental results clearly show the superiority of the proposed framework over three other approaches in solving large-scale dynamic optimization problems

A review of population-based metaheuristics for large-scale black-box global optimization: Part B

This paper is the second part of a two-part survey series on large-scale global optimization. The first part covered two major algorithmic approaches to large-scale optimization, namely decomposition methods and hybridization methods such as memetic algorithms and local search. In this part we focus on sampling and variation operators, approximation and surrogate modeling, initialization methods, and parallelization. We also cover a range of problem areas in relation to large-scale global optimization, such as multi-objective optimization, constraint handling, overlapping components, the component imbalance issue, and benchmarks, and applications. The paper also includes a discussion on pitfalls and challenges of current research and identifies several potential areas of future research

EvoX: A Distributed GPU-accelerated Library towards Scalable Evolutionary Computation

During the past decades, evolutionary computation (EC) has demonstrated promising potential in solving various complex optimization problems of relatively small scales. Nowadays, however, ongoing developments in modern science and engineering are bringing increasingly grave challenges to the conventional EC paradigm in terms of scalability. As problem scales increase, on the one hand, the encoding spaces (i.e., dimensions of the decision vectors) are intrinsically larger; on the other hand, EC algorithms often require growing numbers of function evaluations (and probably larger population sizes as well) to work properly. To meet such emerging challenges, not only does it require delicate algorithm designs, but more importantly, a high-performance computing framework is indispensable. Hence, we develop a distributed GPU-accelerated algorithm library -- EvoX. First, we propose a generalized workflow for implementing general EC algorithms. Second, we design a scalable computing framework for running EC algorithms on distributed GPU devices. Third, we provide user-friendly interfaces to both researchers and practitioners for benchmark studies as well as extended real-world applications. To comprehensively assess the performance of EvoX, we conduct a series of experiments, including: (i) scalability test via numerical optimization benchmarks with problem dimensions/population sizes up to millions; (ii) acceleration test via a neuroevolution task with multiple GPU nodes; (iii) extensibility demonstration via the application to reinforcement learning tasks on the OpenAI Gym. The code of EvoX is available at https://github.com/EMI-Group/EvoX

Parallel multi-swarm cooperative particle swarm optimization for protein–ligand docking and virtual screening

BACKGROUND: A high-quality docking method tends to yield multifold gains with half pains for the new drug development. Over the past few decades, great efforts have been made for the development of novel docking programs with great efficiency and intriguing accuracy. AutoDock Vina (Vina) is one of these achievements with improved speed and accuracy compared to AutoDock4. Since it was proposed, some of its variants, such as PSOVina and GWOVina, have also been developed. However, for all these docking programs, there is still large room for performance improvement. RESULTS: In this work, we propose a parallel multi-swarm cooperative particle swarm model, in which one master swarm and several slave swarms mutually cooperate and co-evolve. Our experiments show that multi-swarm programs possess better docking robustness than PSOVina. Moreover, the multi-swarm program based on random drift PSO can achieve the best highest accuracy of protein–ligand docking, an outstanding enrichment effect for drug-like activate compounds, and the second best AUC screening accuracy among all the compared docking programs, but with less computation consumption than most of the other docking programs. CONCLUSION: The proposed multi-swarm cooperative model is a novel algorithmic modeling suitable for protein–ligand docking and virtual screening. Owing to the existing coevolution between the master and the slave swarms, this model in parallel generates remarkable docking performance. The source code can be freely downloaded from https://github.com/li-jin-xing/MPSOVina. SUPPLEMENTARY INFORMATION: The online version contains supplementary material available at 10.1186/s12859-022-04711-0

Quantum-enhanced multiobjective large-scale optimization via parallelism

Traditional quantum-based evolutionary algorithms are intended to solve single-objective optimization problems or multiobjective small-scale optimization problems. However, multiobjective large-scale optimization problems are continuously emerging in the big-data era. Therefore, the research in this paper, which focuses on combining quantum mechanics with multiobjective large-scale optimization algorithms, will be beneficial to the study of quantum-based evolutionary algorithms. In traditional quantum-behaved particle swarm optimization (QPSO), particle position uncertainty prevents the algorithm from easily falling into a local optimum. Inspired by the uncertainty principle of position, the authors propose quantum-enhanced multiobjective large-scale algorithms, which are parallel multiobjective large-scale evolutionary algorithms (PMLEAs). Specifically, PMLEA-QDE, PMLEA-QjDE and PMLEA-QJADE are proposed by introducing the search mechanism of the individual particle from QPSO into differential evolution (DE), differential evolution with self-adapting control parameters (jDE) and adaptive differential evolution with optional external archive (JADE). Moreover, the proposed algorithms are implemented with parallelism to improve the optimization efficiency. Verifications performed on several test suites indicate that the proposed quantum-enhanced algorithms are superior to the state-of-the-art algorithms in terms of both effectiveness and efficiency