pCMALib: A parallel Fortran 90 library for the evolution strategy with covariance matrix adaptation
Research output: Contribution to book/conference proceedings/anthology/report › Conference contribution › Contributed › peer-review
Contributors
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
Original language | English |
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Title of host publication | Proceedings of the 11th Annual Genetic and Evolutionary Computation Conference, GECCO-2009 |
Publisher | ACM Digital Library |
Pages | 1411-1418 |
Number of pages | 8 |
ISBN (print) | 9781605583259 |
Publication status | Published - 2009 |
Peer-reviewed | Yes |
Externally published | Yes |
Publication series
Series | Proceedings of the 11th Annual Genetic and Evolutionary Computation Conference, GECCO-2009 |
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Conference
Title | 11th Annual Genetic and Evolutionary Computation Conference, GECCO-2009 |
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Duration | 8 - 12 July 2009 |
City | Montreal, QC |
Country | Canada |
External IDs
ORCID | /0000-0003-4414-4340/work/159608329 |
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Keywords
ASJC Scopus subject areas
Keywords
- CMA-ES, Evolution strategies, Parallel island model, Software library