An Efficient Differential Grouping Algorithm for Large-Scale Global Optimization

Abhishek Kumar

doi:10.1109/TEVC.2022.3230070

2024-02-01

PRE

Abhishek Kumar

Swagatam Das *

Rammohan Mallipeddi *

DOI：10.1109/TEVC.2022.3230070

原文链接

摘要

En 中文

Cooperative co-evolution (CC) is a practical and efficient evolutionary framework for solving large-scale global optimization problems (LSGOPs). The performance of CC depends on how variables are being grouped and can be improved through guided variable decomposition for various optimization problems. However, achieving a proper variable decomposition is computationally expensive. This article proposes an effective yet efficient differential grouping (EDG) method to reduce the associated computational cost. Our method exploits the historical interrelationship information of previous variable groups to examine interactions between the remnant variable groups. This allows us to spend less computing resources without compromising the accuracy of the final grouping result. Our proposal utilizes the covariance matrix adaptation evolution strategy (CMA-ES) algorithm, in conjunction with EDG, to solve LSGOPs. Further, to reduce time complexity and improve the stability of CMA-ES, we substitute the complex matrix decomposition step with simpler matrix operations to compute the square root of the covariance matrix. Results from our experiments and analysis indicate that EDG is a competitive method to solve LSGOPs and improve the performance of CC. The proposed schemes significantly enhance the searchability of CMA-ES compared to the other large-scale variants of CMA-ES and state-of-the-art large-scale optimizers. Moreover, our EDG could be integrated with evolutionary optimizers of different flavors like differential evolution (DE).

Keyword:

Optimization

Iron

Matrix decomposition

Covariance matrices

Computational efficiency

Search problems

Time complexity

Cooperative co-evolution (CC)

covariance matrix adaptation evolution strategy (CMA-ES)

efficient differential grouping (DG)

large-scale optimization problems