Differential evolution with an evolution path: a DEEP evolutionary algorithm

Utilizing cumulative correlation information already existing in an evolutionary process, this paper proposes a predictive approach to the reproduction mechanism of new individuals for differential evolution (DE) algorithms. DE uses a distributed model (DM) to generate new individuals, which is relatively explorative, whilst evolution strategy (ES) uses a centralized model (CM) to generate offspring, which through adaptation retains a convergence momentum. This paper adopts a key feature in the CM of a covariance matrix adaptation ES, the cumulatively learned evolution path (EP), to formulate a new evolutionary algorithm (EA) framework, termed DEEP, standing for DE with an EP. Without mechanistically combining two CM and DM based algorithms together, the DEEP framework offers advantages of both a DM and a CM and hence substantially enhances performance. Under this architecture, a self-adaptation mechanism can be built inherently in a DEEP algorithm, easing the task of predetermining algorithm control parameters. Two DEEP variants are developed and illustrated in the paper. Experiments on the CEC'13 test suites and two practical problems demonstrate that the DEEP algorithms offer promising results, compared with the original DEs and other relevant state-of-the-art EAs

Multi-agent collaborative search : an agent-based memetic multi-objective optimization algorithm applied to space trajectory design

This article presents an algorithm for multi-objective optimization that blends together a number of heuristics. A population of agents combines heuristics that aim at exploring the search space both globally and in a neighbourhood of each agent. These heuristics are complemented with a combination of a local and global archive. The novel agent-based algorithm is tested at first on a set of standard problems and then on three specific problems in space trajectory design. Its performance is compared against a number of state-of-the-art multi-objective optimization algorithms that use the Pareto dominance as selection criterion: non-dominated sorting genetic algorithm (NSGA-II), Pareto archived evolution strategy (PAES), multiple objective particle swarm optimization (MOPSO), and multiple trajectory search (MTS). The results demonstrate that the agent-based search can identify parts of the Pareto set that the other algorithms were not able to capture. Furthermore, convergence is statistically better although the variance of the results is in some cases higher

Enhanced global optimization methods applied to complex fisheries stock assessment models

[Abstract] Statistical fisheries models are frequently used by researchers and agencies to understand the behavior of marine ecosystems or to estimate the maximum acceptable catch of different species of commercial interest. The parameters of these models are usually adjusted through the use of optimization algorithms. Unfortunately, the choice of the best optimization method is far from trivial. This work proposes the use of population-based algorithms to improve the optimization process of the Globally applicable Area Disaggregated General Ecosystem Toolbox (Gadget), a flexible framework that allows the development of complex statistical marine ecosystem models. Specifically, parallel versions of the Differential Evolution (DE) and the Particle Swarm Optimization (PSO) methods are proposed. The proposals include an automatic selection of the internal parameters to reduce the complexity of their usage, and a restart mechanism to avoid local minima. The resulting optimization algorithms were called PMA (Parallel Multirestart Adaptive) DE and PMA PSO respectively. Experimental results prove that the new algorithms are faster and produce more accurate solutions than the other parallel optimization methods already included in Gadget. Although the new proposals have been evaluated on fisheries models, there is nothing specific to the tested models in them, and thus they can be also applied to other optimization problems. Moreover, the PMA scheme proposed can be seen as a template that can be easily applied to other population-based heuristics.Xunta de Galicia; ED431C 2017/04Xunta de Galicia; R2016/0

Performance and Optimization Abstractions for Large Scale Heterogeneous Systems in the Cactus/Chemora Framework

We describe a set of lower-level abstractions to improve performance on modern large scale heterogeneous systems. These provide portable access to system- and hardware-dependent features, automatically apply dynamic optimizations at run time, and target stencil-based codes used in finite differencing, finite volume, or block-structured adaptive mesh refinement codes. These abstractions include a novel data structure to manage refinement information for block-structured adaptive mesh refinement, an iterator mechanism to efficiently traverse multi-dimensional arrays in stencil-based codes, and a portable API and implementation for explicit SIMD vectorization. These abstractions can either be employed manually, or be targeted by automated code generation, or be used via support libraries by compilers during code generation. The implementations described below are available in the Cactus framework, and are used e.g. in the Einstein Toolkit for relativistic astrophysics simulations

Static and Dynamic Multimodal Optimization by Improved Covariance Matrix Self-Adaptation Evolution Strategy with Repelling Subpopulations

The covariance matrix self-adaptation evolution strategy with repelling subpopulations (RS-CMSA-ES) is one of the most successful multimodal optimization (MMO) methods currently available. However, some of its components may become inefficient in certain situations. This study introduces the second variant of this method, called RS-CMSA-ESII. It improves the adaptation schemes for the normalized taboo distances of the archived solutions and the covariance matrix of the subpopulation, the termination criteria for the subpopulations, and the way in which the infeasible solutions are treated. It also improves the time complexity of RS-CMSA-ES by updating the initialization procedure of a subpopulation and developing a more accurate metric for determining critical taboo regions. The effects of these modifications are illustrated by designing controlled numerical simulations. RS-CMSA-ESII is then compared with the most successful and recent niching methods for MMO on a widely adopted test suite. The results obtained reveal the superiority of RS-CMSA-ESII over these methods, including the winners of the competition on niching methods for MMO in previous years. Besides, this study extends RS-CMSA-ESII to dynamic MMO and compares it with a few recently proposed methods on the modified moving peak benchmark functions