Improved Multi-Population Differential Evolution for Large-Scale Global Optimization

Differential evolution (DE) is an efficient population-based search algorithm with good robustness, however, it is challenged to deal with high-dimensional problems. In this paper, we propose an improved multi-population differential evolution with best-and-current mutation strategy (mDE-bcM). The population is divided into three subpopulations based on the fitness values, each of subpopulations uses different mutation strategy. After crossover, mutation and selection, all subpopulations are updated based on the new fitness values of their individuals. An improved mutation strategy is proposed, which uses a new approach to generate base vector that is composed of the best individual and current individual. The performance of mDE-bcM is evaluated on a set of 19 large-scale continuous optimization problems, a comparative study is carried out with other state-of-the-art optimization techniques. The results show that mDE-bcM has a competitive performance compared to the contestant algorithms and better efficiency for large-scale optimization problems

Treasure hunt : a framework for cooperative, distributed parallel optimization

Orientador: Prof. Dr. Daniel WeingaertnerCoorientadora: Profa. Dra. Myriam Regattieri DelgadoTese (doutorado) - Universidade Federal do Paraná, Setor de Ciências Exatas, Programa de Pós-Graduação em Informática. Defesa : Curitiba, 27/05/2019Inclui referências: p. 18-20Área de concentração: Ciência da ComputaçãoResumo: Este trabalho propõe um framework multinível chamado Treasure Hunt, que é capaz de distribuir algoritmos de busca independentes para um grande número de nós de processamento. Com o objetivo de obter uma convergência conjunta entre os nós, este framework propõe um mecanismo de direcionamento que controla suavemente a cooperação entre múltiplas instâncias independentes do Treasure Hunt. A topologia em árvore proposta pelo Treasure Hunt garante a rápida propagação da informação pelos nós, ao mesmo tempo em que provê simutaneamente explorações (pelos nós-pai) e intensificações (pelos nós-filho), em vários níveis de granularidade, independentemente do número de nós na árvore. O Treasure Hunt tem boa tolerância à falhas e está parcialmente preparado para uma total tolerância à falhas. Como parte dos métodos desenvolvidos durante este trabalho, um método automatizado de Particionamento Iterativo foi proposto para controlar o balanceamento entre explorações e intensificações ao longo da busca. Uma Modelagem de Estabilização de Convergência para operar em modo Online também foi proposto, com o objetivo de encontrar pontos de parada com bom custo/benefício para os algoritmos de otimização que executam dentro das instâncias do Treasure Hunt. Experimentos em benchmarks clássicos, aleatórios e de competição, de vários tamanhos e complexidades, usando os algoritmos de busca PSO, DE e CCPSO2, mostram que o Treasure Hunt melhora as características inerentes destes algoritmos de busca. O Treasure Hunt faz com que os algoritmos de baixa performance se tornem comparáveis aos de boa performance, e os algoritmos de boa performance possam estender seus limites até problemas maiores. Experimentos distribuindo instâncias do Treasure Hunt, em uma rede cooperativa de até 160 processos, demonstram a escalabilidade robusta do framework, apresentando melhoras nos resultados mesmo quando o tempo de processamento é fixado (wall-clock) para todas as instâncias distribuídas do Treasure Hunt. Resultados demonstram que o mecanismo de amostragem fornecido pelo Treasure Hunt, aliado à maior cooperação entre as múltiplas populações em evolução, reduzem a necessidade de grandes populações e de algoritmos de busca complexos. Isto é especialmente importante em problemas de mundo real que possuem funções de fitness muito custosas. Palavras-chave: Inteligência artificial. Métodos de otimização. Algoritmos distribuídos. Modelagem de convergência. Alta dimensionalidade.Abstract: This work proposes a multilevel framework called Treasure Hunt, which is capable of distributing independent search algorithms to a large number of processing nodes. Aiming to obtain joint convergences between working nodes, Treasure Hunt proposes a driving mechanism that smoothly controls the cooperation between the multiple independent Treasure Hunt instances. The tree topology proposed by Treasure Hunt ensures quick propagation of information, while providing simultaneous explorations (by parents) and exploitations (by children), on several levels of granularity, regardless the number of nodes in the tree. Treasure Hunt has good fault tolerance and is partially prepared to full fault tolerance. As part of the methods developed during this work, an automated Iterative Partitioning method is proposed to control the balance between exploration and exploitation as the search progress. A Convergence Stabilization Modeling to operate in Online mode is also proposed, aiming to find good cost/benefit stopping points for the optimization algorithms running within the Treasure Hunt instances. Experiments on classic, random and competition benchmarks of various sizes and complexities, using the search algorithms PSO, DE and CCPSO2, show that Treasure Hunt boosts the inherent characteristics of these search algorithms. Treasure Hunt makes algorithms with poor performances to become comparable to good ones, and algorithms with good performances to be capable of extending their limits to larger problems. Experiments distributing Treasure Hunt instances in a cooperative network up to 160 processes show the robust scaling of the framework, presenting improved results even when fixing a wall-clock time for the instances. Results show that the sampling mechanism provided by Treasure Hunt, allied to the increased cooperation between multiple evolving populations, reduce the need for large population sizes and complex search algorithms. This is specially important on real-world problems with time-consuming fitness functions. Keywords: Artificial intelligence. Optimization methods. Distributed algorithms. Convergence modeling. High dimensionality

Scalable parallel evolutionary optimisation based on high performance computing

Evolutionary algorithms (EAs) have been successfully applied to solve various challenging optimisation problems. Due to their stochastic nature, EAs typically require considerable time to find desirable solutions; especially for increasingly complex and large-scale problems. As a result, many works studied implementing EAs on parallel computing facilities to accelerate the time-consuming processes. Recently, the rapid development of modern parallel computing facilities such as the high performance computing (HPC) bring not only unprecedented computational capabilities but also challenges on designing parallel algorithms. This thesis mainly focuses on designing scalable parallel evolutionary optimisation (SPEO) frameworks which run efficiently on the HPC. Motivated by the interesting phenomenon that many EAs begin to employ increasingly large population sizes, this thesis firstly studies the effect of a large population size through comprehensive experiments. Numerical results indicate that a large population benefits to the solving of complex problems but requires a large number of maximal fitness evaluations (FEs). However, since sequential EAs usually requires a considerable computing time to achieve extensive FEs, we propose a scalable parallel evolutionary optimisation framework that can efficiently deploy parallel EAs over many CPU cores at CPU-only HPC. On the other hand, since EAs using a large number of FEs can produce massive useful information in the course of evolution, we design a surrogate-based approach to learn from this historical information and to better solve complex problems. Then this approach is implemented in parallel based on the proposed scalable parallel framework to achieve remarkable speedups. Since demanding a great computing power on CPU-only HPC is usually very expensive, we design a framework based on GPU-enabled HPC to improve the cost-effectiveness of parallel EAs. The proposed framework can efficiently accelerate parallel EAs using many GPUs and can achieve superior cost-effectiveness. However, since it is very challenging to correctly implement parallel EAs on the GPU, we propose a set of guidelines to verify the correctness of GPU-based EAs. In order to examine these guidelines, they are employed to verify a GPU-based brain storm optimisation that is also proposed in this thesis. In conclusion, the comprehensively experimental study is firstly conducted to investigate the impacts of a large population. After that, a SPEO framework based on CPU-only HPC is proposed and is employed to accelerate a time-consuming implementation of EA. Finally, the correctness verification of implementing EAs based on a single GPU is discussed and the SPEO framework is then extended to be deployed based on GPU-enabled HPC

Learning to Act through Evolution of Neural Diversity in Random Neural Networks

Biological nervous systems consist of networks of diverse, sophisticated information processors in the form of neurons of different classes. In most artificial neural networks (ANNs), neural computation is abstracted to an activation function that is usually shared between all neurons within a layer or even the whole network; training of ANNs focuses on synaptic optimization. In this paper, we propose the optimization of neuro-centric parameters to attain a set of diverse neurons that can perform complex computations. Demonstrating the promise of the approach, we show that evolving neural parameters alone allows agents to solve various reinforcement learning tasks without optimizing any synaptic weights. While not aiming to be an accurate biological model, parameterizing neurons to a larger degree than the current common practice, allows us to ask questions about the computational abilities afforded by neural diversity in random neural networks. The presented results open up interesting future research directions, such as combining evolved neural diversity with activity-dependent plasticity.Comment: Linebreaks in abstract fixe

Parallel Multi-Objective Evolutionary Algorithms: A Comprehensive Survey

Multi-Objective Evolutionary Algorithms (MOEAs) are powerful search techniques that have been extensively used to solve difficult problems in a wide variety of disciplines. However, they can be very demanding in terms of computational resources. Parallel implementations of MOEAs (pMOEAs) provide considerable gains regarding performance and scalability and, therefore, their relevance in tackling computationally expensive applications. This paper presents a survey of pMOEAs, describing a refined taxonomy, an up-to-date review of methods and the key contributions to the field. Furthermore, some of the open questions that require further research are also briefly discussed

Self-Adaptive Genetic Algorithms with Simulated Binary Crossover

Self-adaptation is an essential feature of natural evolution. However, in the context of function optimization, self-adaptation features of evolutionary search algorithms have been explored only with evolution strategy (ES) and evolutionary programming (EP). In this paper, we demonstrate the self-adaptive feature of real-parameter genetic algorithms (GAs) using simulated binary crossover (SBX) operator and without any mutation operator. The connection between the working of self-adaptive ESs and real-parameter GAs with SBX operator is also discussed. Thereafter, the self-adaptive behavior of real-parameter GAs is demonstrated on a number of test problems commonly-used in the ES literature. The remarkable similarity in the working principle of real-parameter GAs and self-adaptive ESs shown in this study suggests the need of emphasizing further studies on self-adaptive GAs

Optimum Allocation of Inspection Stations in Multistage Manufacturing Processes by Using Max-Min Ant System

In multistage manufacturing processes it is common to locate inspection stations after some or all of the processing workstations. The purpose of the inspection is to reduce the total manufacturing cost, resulted from unidentified defective items being processed unnecessarily through subsequent manufacturing operations. This total cost is the sum of the costs of production, inspection and failures (during production and after shipment). Introducing inspection stations into a serial multistage manufacturing process, although constituting an additional cost, is expected to be a profitable course of action. Specifically, at some positions the associated inspection costs will be recovered from the benefits realised through the detection of defective items, before wasting additional cost by continuing to process them. In this research, a novel general cost modelling for allocating a limited number of inspection stations in serial multistage manufacturing processes is formulated. In allocation of inspection station (AOIS) problem, as the number of workstations increases, the number of inspection station allocation possibilities increases exponentially. To identify the appropriate approach for the AOIS problem, different optimisation methods are investigated. The MAX-MIN Ant System (MMAS) algorithm is proposed as a novel approach to explore AOIS in serial multistage manufacturing processes. MMAS is an ant colony optimisation algorithm that was designed originally to begin an explorative search phase and, subsequently, to make a slow transition to the intensive exploitation of the best solutions found during the search, by allowing only one ant to update the pheromone trails. Two novel heuristics information for the MMAS algorithm are created. The heuristic information for the MMAS algorithm is exploited as a novel means to guide ants to build reasonably good solutions from the very beginning of the search. To improve the performance of the MMAS algorithm, six local search methods which are well-known and suitable for the AOIS problem are used. Selecting relevant parameter values for the MMAS algorithm can have a great impact on the algorithm’s performance. As a result, a method for tuning the most influential parameter values for the MMAS algorithm is developed. The contribution of this research is, for the first time, a methodology using MMAS to solve the AOIS problem in serial multistage manufacturing processes has been developed. The methodology takes into account the constraints on inspection resources, in terms of a limited number of inspection stations. As a result, the total manufacturing cost of a product can be reduced, while maintaining the quality of the product. Four numerical experiments are conducted to assess the MMAS algorithm for the AOIS problem. The performance of the MMAS algorithm is compared with a number of other methods this includes the complete enumeration method (CEM), rule of thumb, a pure random search algorithm, particle swarm optimisation, simulated annealing and genetic algorithm. The experimental results show that the effectiveness of the MMAS algorithm lies in its considerably shorter execution time and robustness. Further, in certain conditions results obtained by the MMAS algorithm are identical to the CEM. In addition, the results show that applying local search to the MMAS algorithm has significantly improved the performance of the algorithm. Also the results demonstrate that it is essential to use heuristic information with the MMAS algorithm for the AOIS problem, in order to obtain a high quality solution. It was found that the main parameters of MMAS include the pheromone trail intensity, heuristic information and evaporation of pheromone are less sensitive within the specified range as the number of workstations is significantly increased

Parallel evolutionary algorithms for scheduling on heterogeneous computing and grid environments

This thesis studies the application of sequential and parallel evolutionary algorithms to the scheduling problem in heterogeneous computing and grid environments, a key problem when executing tasks in distributed computing systems. Since the 1990's, this class of systems has been increasingly employed to provide support for solving complex problems using high-performance computing techniques. The scheduling problem in heterogeneous computing systems is an NP-hard optimization problem, which has been tackled using several optimization methods in the past. Among many new techniques for optimization, evolutionary computing methods have been successfully applied to this class of problems. In this work, several evolutionary algorithms in their sequential and parallel variants are specically designed to provide accurate solutions for the problem, allowing to compute an eficient planning for heterogeneous computing and grid environments. New problem instances, far more complex than those existing in the related literature, are introduced in this thesis in order to study the scalability of the presented parallel evolutionary algorithms. In addition, a new parallel micro-CHC algorithm is developed, inspired by useful ideas from the multiobjective optimization field. Eficient numerical results of this algorithm are reported in the experimental analysis performed on both well-known problem instances and the large instances specially designed in this work. The comparative study including traditional methods and evolutionary algorithms shows that the new parallel micro-CHC is able to achieve a high problem solving eficacy, outperforming previous results already reported for the problem and also having a good scalability behavior when solving high dimension problem instances.In addition, two variants of the scheduling problem in heterogeneous environments are also tackled, showing the versatility of the proposed approach using parallel evolutionary algorithms to deal with both dynamic and multi-objective scenarios.Esta tesis estudia la aplicación de algoritmos evolutivos secuenciales y paralelos para el problema de planicación de tareas en entornos de cómputo heterogéneos y de computación grid. Desde la década de 1990, estos sistemas computacionales han sido utilizados con éxito para resolver problemas complejos utilizando técnicas de computación de alto desempeo. El problema de planificación de tareas en entornos heterogéneos es un problema de optimización NP-difícil que ha sido abordado utilizando diversas técnicas. Entre las técnicas emergentes para optimización combinatoria, los algoritmos evolutivos han sido aplicados con éxito a esta clase de problemas. En este trabajo, varios algoritmos evolutivos en sus versiones secuenciales y paralelas han sido especificamente diseados para alcanzar soluciones precisas para el problema de planicación de tareas en entornos de heterogéneos, permitiendo calcular planificaciones eficientes para entornos que modelan clusters de computadores y plataformas de computación grid. Nuevas instancias del problema, con una complejidad mucho mayor que las previamente existentes en la literatura relacionada, son presentadas en esta tesis con el objetivo de analizar la escalabilidad de los algoritmos evolutivos propuestos. Complementariamente, un nuevo método, el micro-CHC paralelo es desarrollado, inspirado en ideas ítiles provenientes del área de optimización multiobjetivo. Resultados numéricos precisos y eficientes se reportan en el análisis experimental realizado sobre instancias estándar del problema y sobre las nuevas instancias especificamente diseñadas en este trabajo.El estudio comparativo que incluye a métodos tradicionales para planificación de tareas, los nuevos métodos propuestos y algoritmos evolutivos previamente aplicados al problema, demuestra que el nuevo micro-CHC paralelo es capaz de alcanzar altos valores de eficacia, superando a los mejores resultados previamente reportados en la literatura del área y mostrando un buen comportamiento de escalabilidad para resolver las instancias de gran dimensión. Además, dos variantes del problema de planificación de tareas en entornos heterogéneos han sido inicialmente estudiadas, comprobándose la versatilidad del enfoque propuesto para resolver las variantes dinámica y multiobjetivo del problema

Automated offspring sizing in evolutionary algorithms

Evolutionary Algorithms (EAs) are a class of algorithms inspired by biological evolution. EAs are applicable to a wide range of problems; however, there are a number of parameters to set in order to use an EA. The performance of an EA is extremely sensitive to these parameter values; setting these parameters often requires expert knowledge of EAs. This prevents EAs from being more widely adopted by nonexperts. Parameter control, the automation of dynamic parameter value selection, has the potential to not only alleviate the burden of parameter tuning, but also to improve performance of EAs on a variety of problem classes in comparison to employing fixed parameter values. The science of parameter control in EAs is, however, still in its infancy and most published work in this area has concentrated on just a subset of the standard parameters. In particular, the control of offspring size has so far received very little attention, despite its importance for balancing exploration and exploitation. This thesis introduces three novel methods for controlling offspring size: Self- Adaptive Offspring Sizing (SAOS), Futility-Based Offspring Sizing (FuBOS), and Diversity-Guided Futility-Based Offspring Sizing (DiGFuBOS). EAs employing these methods are compared to each other and a highly tuned, fixed offspring size EA on a wide range of test problems. It is shown that an EA employing FuBOS or DiGFuBOS performs on par with the highly tuned, fixed offspring size EA on many complex problem instances, while being far more efficient in terms of fitness evaluations. Furthermore, DiGFuBOS does not introduce any new user parameters, thus truly alleviating the burden of tuning the offspring size parameter in EAs --Abstract, page iii