Fortran 90 handbook: complete ANSI/ISO reference
Fortran 90 handbook: complete ANSI/ISO reference
LAPACK Users' guide (third ed.)
LAPACK Users' guide (third ed.)
Using MPI (2nd ed.): portable parallel programming with the message-passing interface
Using MPI (2nd ed.): portable parallel programming with the message-passing interface
Parallel Metaheuristics: A New Class of Algorithms
Parallel Metaheuristics: A New Class of Algorithms
Completely Derandomized Self-Adaptation in Evolution Strategies
Evolutionary Computation
A computational efficient covariance matrix update and a (1+1)-CMA for evolution strategies
Proceedings of the 8th annual conference on Genetic and evolutionary computation
The dispersion metric and the CMA evolution strategy
Proceedings of the 8th annual conference on Genetic and evolutionary computation
Reducing the space-time complexity of the CMA-ES
Proceedings of the 9th annual conference on Genetic and evolutionary computation
MALLBA: a software library to design efficient optimisation algorithms
International Journal of Innovative Computing and Applications
The Journal of Machine Learning Research
ASM '07 The 16th IASTED International Conference on Applied Simulation and Modelling
Particle swarm CMA evolution strategy for the optimization of multi-funnel landscapes
CEC'09 Proceedings of the Eleventh conference on Congress on Evolutionary Computation
Cloud scale distributed evolutionary strategies for high dimensional problems
EvoApplications'13 Proceedings of the 16th European conference on Applications of Evolutionary Computation
Parallel Parameter Identification in Industrial Biotechnology
International Journal of Parallel Programming
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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.