Location via proxy:   [ UP ]  
[Report a bug]   [Manage cookies]                
skip to main content
article

Massively parallel differential evolution--pattern search optimization with graphics hardware acceleration: an investigation on bound constrained optimization problems

Published: 01 July 2011 Publication History

Abstract

This paper presents a novel parallel Differential Evolution (DE) algorithm with local search for solving function optimization problems, utilizing graphics hardware acceleration. As a population-based meta-heuristic, DE was originally designed for continuous function optimization. Graphics Processing Units (GPU) computing is an emerging desktop parallel computing technology that is becoming popular with its wide availability in many personal computers. In this paper, the classical DE was adapted in the data-parallel CPU-GPU heterogeneous computing platform featuring Single Instruction-Multiple Thread (SIMT) execution. The global optimal search of the DE was enhanced by the classical local Pattern Search (PS) method. The hybrid DE---PS method was implemented in the GPU environment and compared to a similar implementation in the common computing environment with a Central Processing Unit (CPU). Computational results indicate that the GPU-accelerated SIMT-DE-PS method is orders of magnitude faster than the corresponding CPU implementation. The main contribution of this paper is the parallelization analysis and performance analysis of the hybrid DE---PS with GPU acceleration. The research results demonstrate a promising direction for high speed optimization with desktop parallel computing on a personal computer.

References

[1]
Audet, C., Dennis, J.E. Jr.: Analysis of generalized pattern searches. SIAM J. Optim. 13, 889-903 (2003).
[2]
Back, T., Fogel, D.B., Michaelwicz, Z. (eds) : Handbook of Evolutionary Computation. Oxford University Press, New York (1997).
[3]
Fan, S.-K., Zahara, S.: A hybrid simplex search and particle swarm optimization for unconstrained optimization. Eur. J. Oper. Res. 181, 527-548 (2007).
[4]
Hart, W.E.: Locally-adaptive and memetic evolutionary pattern search algorithms. Evol. Comput. 11, 29-52 (2003).
[5]
Kolda, T.G.: Revisiting asynchronous parallel pattern search for nonlinear optimization. SIAM J. Optim. 16(2), 563-586 (2005).
[6]
Lampinen, J.: Differential evolution--new naturally parallel approach for engineering design optimization. In: Topping, Barry H.V. (ed.) Developments in Computational Mechanics with High Performance Computing, pp. 217-228. Civil-Comp Press, Edinburgh (1999).
[7]
Matsumoto, M., Nishimura, T.: Mersenne Twister: A 623-dimensionally equidistributed uniform pseudorandom number generator. http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/ARTICLES/mt.pdf (2010). Accessed 29 July 2010.
[8]
Nguyen, H. (ed.): GPU Gems 3. Addison-Wesley, New York (2007).
[9]
nVidia, CUDA Programming Guide: http://www.nvidia.com/object/cuda_get.html (2010). Accessed 29 July 2010.
[10]
Price, K., Rainer, S., Lampinen, J.: Differential Evolution. Springer, ISBN: 978-3-540-20950-8 (2005).
[11]
Salomon, M.: Parallelisation de l'evolution differentielle pour le recalage rigide d'images mdeicales volumiques, RenPar'2000, Besancon (2000).
[12]
Storn, R., Price, K.: Differential Evolution--a Simple and Efficient Adaptive Scheme for Global Optimization over Continuous Spaces, Technical Report TR-95-012, ICSI. ftp://ftp.icsi.berkeley.edu/pub/ techreports/1995/tr-95-012.pdf (1995). Accessed 29 July 2010.
[13]
Tasoulis, D.K., Pavlidis, N.G., Plagianakos, V.P., Vrahatis,M.N.: Parallel differential evolution. In: IEEE Congress on Evolutionary Computation, Portland, Oregon. http://www.math.upatras.gr/~dtas/papers/ TasoulisPPV2004.pdf (2004). Accessed 14 June 2010.
[14]
Tomassini, M. : Parallel and distributed evolutionary algorithms: a review in evolutionary algorithms. In: Miettinen, K., Mkel, M., Neittaanmki, P., Periaux, J. (eds.) Engineering and Computer Science, pp. 113-133. Wiley, Chichester (1999).
[15]
Torczon, V.: On the convergence of pattern search algorithms. SIAM J. Optima. 7, 1-25 (1997).
[16]
Vaz, A.I.F., Vicente, L.N.: A particle swarm pattern search method for bound constrained global optimization. J. Glob. Optim. 39(2), 197-219 (2007).
[17]
Voudouris, C., Tsang, E.: Guided local search. Eur. J. Oper. Res. 113(2), 469-499 (1999).
[18]
Zaharie, D., Petcu, D.: Parallel implementation of multi-population differential evolution. http://citeseerx. ist.psu.edu/viewdoc/download?doi=10.1.1.107.7530 & rep=rep1 &type=pdf (2004). Accessed 29 July 2010.
[19]
Zhu, W., Curry, J., Marquez, A.: SIMT Tabu search with graphics hardware acceleration on the quadratic assignment problem. Int. J. Prod. Res. 48(4), 1035-1047 (2010).
[20]
Zhu, W., Curry, J.: Particle swarm with graphics hardware acceleration and local pattern search on the bound constrained problems. In: IEEE Symposium Series on Computational Intelligence. Nashville, TN, Mar 30 to Apr 2, 2009.

Cited By

View all
  1. Massively parallel differential evolution--pattern search optimization with graphics hardware acceleration: an investigation on bound constrained optimization problems

      Recommendations

      Comments

      Information & Contributors

      Information

      Published In

      cover image Journal of Global Optimization
      Journal of Global Optimization  Volume 50, Issue 3
      July 2011
      177 pages

      Publisher

      Kluwer Academic Publishers

      United States

      Publication History

      Published: 01 July 2011

      Author Tags

      1. CUDA
      2. Differential evolution
      3. GPU
      4. Graphics hardware acceleration
      5. Pattern search

      Qualifiers

      • Article

      Contributors

      Other Metrics

      Bibliometrics & Citations

      Bibliometrics

      Article Metrics

      • Downloads (Last 12 months)0
      • Downloads (Last 6 weeks)0
      Reflects downloads up to 10 Nov 2024

      Other Metrics

      Citations

      Cited By

      View all
      • (2022)Duplicate Individuals in Differential Evolution2022 IEEE Congress on Evolutionary Computation (CEC)10.1109/CEC55065.2022.9870366(1-8)Online publication date: 18-Jul-2022
      • (2019)Optimization for Nonlinear Uncertain Switched Stochastic Systems with Initial State Difference in Batch Culture ProcessComplexity10.1155/2019/49795802019Online publication date: 1-Jan-2019
      • (2016)Parallel global optimization on GPUJournal of Global Optimization10.1007/s10898-016-0411-y66:1(3-20)Online publication date: 1-Sep-2016
      • (2015)Enhanced parallel Differential Evolution algorithm for problems in computational systems biologyApplied Soft Computing10.1016/j.asoc.2015.04.02533:C(86-99)Online publication date: 1-Aug-2015
      • (2013)Differential evolution for dynamic environments with unknown numbers of optimaJournal of Global Optimization10.1007/s10898-012-9864-955:1(73-99)Online publication date: 1-Jan-2013
      • (2012)From CPU to GP-GPUProceedings of the 10th International Workshop on Middleware for Grids, Clouds and e-Science10.1145/2405136.2405142(1-6)Online publication date: 3-Dec-2012
      • (2012)A comparative study of three GPU-based metaheuristicsProceedings of the 12th international conference on Parallel Problem Solving from Nature - Volume Part II10.1007/978-3-642-32964-7_40(398-407)Online publication date: 1-Sep-2012
      • (2012)PARADEProceedings of the 2012 international conference on Swarm and Evolutionary Computation10.1007/978-3-642-29353-5_2(12-20)Online publication date: 29-Apr-2012
      • (2011)Many-threaded implementation of differential evolution for the CUDA platformProceedings of the 13th annual conference on Genetic and evolutionary computation10.1145/2001576.2001791(1595-1602)Online publication date: 12-Jul-2011

      View Options

      View options

      Get Access

      Login options

      Media

      Figures

      Other

      Tables

      Share

      Share

      Share this Publication link

      Share on social media