pCMALib: a Parallel FORTRAN 90 Library for the Evolution Strategy with Covariance Matrix Adaptation
- Conference Paper
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. Show more
Book titleProceedings of the 11th Annual Conference on Genetic and Evolutionary Computation (GECCO '09)
Pages / Article No.
PublisherAssociation for Computing Machinery
Subjectcma-es; evolution strategies; parallel island model; software library
Organisational unit03749 - Sbalzarini, Ivo F.
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