一种求解极高维优化问题的并行频繁覆盖随机漂移粒子群优化算法
首发时间:2020-02-18
摘要:针对极高维优化问题对算法求解速度和求解精度的需要,本文基于GPU框架提出了一种并行频繁覆盖随机漂移粒子群优化(parallel frequently coverage random-driftparticle swarm optimization algorithm, P-FC-RDPSO)算法。在群体存储结构与个体映射模型的设计上,为较好的将并行框架与问题维度的增长相匹配,P-FC-RDPSO算法设计了细粒度并行方案,即线程对应问题维度和多个block对应粒子。P-FC-RDPSO算法通过频繁覆盖策略,将原问题转换为低维子问题进行优化,实现了问题的降维并提高了算法的搜索能力。通过9个测试函数的1万维、10万维和100万维的实验结果表明,本文所提FC-RDPSO算法在极高维优化问题的求解上有更高的求解精度和更快的求解速度。
关键词: 极高维问题,粒子群优化算法,GPU
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A parallel frequently coverage random-drift particle swarm optimization algorithm for extremely high-dimensional problems
Abstract:In order to meet the requirements of solving extremely high-dimensional problems on the computational speed and solution accuracy, a parallel frequently coverage random-driftparticle swarm optimization (P-FC-RDPSO) algorithm based on GPU is proposed in this paper. In P-FC-RDPSO algorithm, the storage structure for population and mapping approach for individuals are designed by the fine-grain parallelism strategy, which can easily adjust the increasing of dimensions and the GPU structure. The fine-grain parallelism strategy is realized by mapping the thread with problem dimension and mapping multi-blocks with an individual. Through the frequently coverage strategy, the extremely high-dimensional problem can be optimized as a low-dimensional problem which helps to improve the search ability. By evaluating the proposed algorithm on nine benchmark functions with 10000, 100000, and 1 million dimensions, the experimental results show that the algorithm can solve the extremely high dimensional problems with higher solution accuracy in faster computational speed.
Keywords: extremely high-dimensional problem, particle swarm optimization, GPU
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一种求解极高维优化问题的并行频繁覆盖随机漂移粒子群优化算法
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