
arXiv: 2409.11765
ABSTRACT The Increasing Population Covariance Matrix Adaptation Evolution Strategy (IPOP‐CMA‐ES) algorithm is a reference stochastic optimizer dedicated to blackbox optimization, where no prior knowledge about the underlying problem structure is available. This paper aims to accelerate IPOP‐CMA‐ES thanks to high‐performance computing and parallelism when solving large optimization problems. We first show how BLAS and LAPACK routines can be introduced in linear algebra operations, and we then propose two strategies for deploying IPOP‐CMA‐ES efficiently on large‐scale parallel architectures with up to thousands of CPU cores. The first parallel strategy processes the multiple searches in the same ordering as the sequential IPOP‐CMA‐ES, while the second one processes concurrently these multiple searches. These strategies are implemented in MPI+OpenMP and compared on 6144 cores of the supercomputer Fugaku. We manage to obtain substantial speedups (up to several thousand) and even super‐linear ones, and we provide an in‐depth analysis of our results to understand precisely the superior performance of our second strategy. These results are finally confirmed on a local compute cluster with 512 cores.
FOS: Computer and information sciences, Blackbox Optimization, Computer Science - Distributed, Parallel, and Cluster Computing, BLAS, Large-Scale Parallelism, [INFO.INFO-DC] Computer Science [cs]/Distributed, Parallel, and Cluster Computing [cs.DC], Local Optimization, Parallel Optimization, Distributed, Parallel, and Cluster Computing (cs.DC)
FOS: Computer and information sciences, Blackbox Optimization, Computer Science - Distributed, Parallel, and Cluster Computing, BLAS, Large-Scale Parallelism, [INFO.INFO-DC] Computer Science [cs]/Distributed, Parallel, and Cluster Computing [cs.DC], Local Optimization, Parallel Optimization, Distributed, Parallel, and Cluster Computing (cs.DC)
| selected citations These citations are derived from selected sources. This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically). | 1 | |
| popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network. | Average | |
| influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically). | Average | |
| impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network. | Average |
