Shuffle or update parallel differential evolution for large-scale optimization

  • Authors:

  • Matthieu Weber;Ferrante Neri;Ville Tirronen

  • Affiliations:

  • University of Jyväskylä, Department of Mathematical Information Technology, P.O. Box 35, 40014, Agora, Finland;University of Jyväskylä, Department of Mathematical Information Technology, P.O. Box 35, 40014, Agora, Finland;University of Jyväskylä, Department of Mathematical Information Technology, P.O. Box 35, 40014, Agora, Finland

  • Venue:
  • Soft Computing - A Fusion of Foundations, Methodologies and Applications - Special Issue on scalability of evolutionary algorithms and other metaheuristics for large-scale continuous optimization problems
  • Year:
  • 2011

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Abstract

This paper proposes a novel algorithm for large-scale optimization problems. The proposed algorithm, namely shuffle or update parallel differential evolution (SOUPDE) is a structured population algorithm characterized by sub-populations employing a Differential evolution logic. The sub-populations quickly exploit some areas of the decision space, thus drastically and quickly reducing the fitness value in the highly multi-variate fitness landscape. New search logics are introduced into the sub-population functioning in order to avoid a diversity loss and thus premature convergence. Two simple mechanisms have been integrated in order to pursue this aim. The first, namely shuffling, consists of randomly rearranging the individuals over the sub-populations. The second consists of updating all the scale factors of the sub-populations. The proposed algorithm has been run on a set of various test problems for five levels of dimensionality and then compared with three popular meta-heuristics. Rigorous statistical and scalability analyses are reported in this article. Numerical results show that the proposed approach significantly outperforms the meta-heuristics considered in the benchmark and has a good performance despite the high dimensionality of the problems. The proposed algorithm balances well between exploitation and exploration and succeeds to have a good performance over the various dimensionality values and test problems present in the benchmark. It succeeds at outperforming the reference algorithms considered in this study. In addition, the scalability analysis proves that with respect to a standard Differential Evolution, the proposed SOUPDE algorithm enhances its performance while the dimensionality grows.