pCMALib: A parallel Fortran 90 library for the evolution strategy with covariance matrix adaptation

Publikation: Beitrag in Buch/Konferenzbericht/Sammelband/GutachtenBeitrag in KonferenzbandBeigetragenBegutachtung

Beitragende

  • Christian L. Müller - , ETH Zurich (Autor:in)
  • Benedikt Baumgartner - , Technische Universität München (Autor:in)
  • Georg Ofenbeck - , ETH Zurich (Autor:in)
  • Birte Schrader - , ETH Zurich (Autor:in)
  • Ivo F. Sbalzarini - , ETH Zurich (Autor:in)

Abstract

We present pCMALib, a parallel software library that implements the Evolution Strategy with Covariance Matrix Adaptation (CMA-ES). The library is written in Fortran 90/95 and uses the Message Passing Interface (MPI) for efficient parallelization on shared and distributed memory machines. It allows single CMA-ES optimization runs, embarrassingly parallel CMA-ES runs, and coupled parallel CMA-ES runs using a cooperative island model. As one instance of an island model CMA-ES, the recently presented Particle Swarm CMA-ES (PS-CMA-ES) is included using collaborative concepts from Swarm Intelligence for the migration model. Special attention has been given to an efficient design of the MPI communication protocol, a modular software architecture, and a user-friendly programming interface. The library includes a Matlab interface and is supplemented with an efficient Fortran implementation of the official CEC 2005 set of 25 real-valued benchmark functions. This is the first freely available Fortran implementation of this standard benchmark test suite. We present test runs and parallel scaling benchmarks on Linux clusters and multi-core desktop computers, showing good parallel efficiencies and superior computational performance compared to the reference implementation.

Details

OriginalspracheEnglisch
TitelProceedings of the 11th Annual Genetic and Evolutionary Computation Conference, GECCO-2009
Herausgeber (Verlag)ACM Digital Library
Seiten1411-1418
Seitenumfang8
ISBN (Print)9781605583259
PublikationsstatusVeröffentlicht - 2009
Peer-Review-StatusJa
Extern publiziertJa

Publikationsreihe

ReiheProceedings of the 11th Annual Genetic and Evolutionary Computation Conference, GECCO-2009

Konferenz

Titel11th Annual Genetic and Evolutionary Computation Conference, GECCO-2009
Dauer8 - 12 Juli 2009
StadtMontreal, QC
LandKanada

Externe IDs

ORCID /0000-0003-4414-4340/work/159608329

Schlagworte

Schlagwörter

  • CMA-ES, Evolution strategies, Parallel island model, Software library