pCMALib: a parallel fortran 90 library for the evolution strategy with covariance matrix adaptation. 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.
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References in zbMATH (referenced in 2 articles )
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- Voglis, C.; Hadjidoukas, P. E.; Parsopoulos, K. E.; Papageorgiou, D. G.; Lagaris, I. E.; Vrahatis, M. N.: p-MEMPSODE: parallel and irregular memetic global optimization (2015)
- Alba, Enrique; Luque, Gabriel; Nesmachnow, Sergio: Parallel metaheuristics: recent advances and new trends (2013)