Large-Scale optimization via Evolutionary Multitasking assisted Random Embedding

Abstract

Evolutionary algorithms (EAs) often lose their superiority and effectiveness when applied to large-scale optimization problems. In the literature, many research studies have been proposed to improve the search performance of EAs, such as cooperative co-evolution, embedding, and new search operator design. Among those, memetic multi-agent optimization (MeMAO) is a recently proposed paradigm for high-dimensional problems by using random embeddings. It demonstrated high efficacy with the assumption of “effective dimension However, as prior knowledge is always unknown for a given problem, this method may fail on the large-scale problems that do not have low effective dimensions. Taking this cue, we propose an evolutionary multitasking (EMT) assisted random embedding method (EMT-RE) for solving large-scale optimization problems. Instead of conducting a search on the randomly embedded space directly, we treat the embedded task as the auxiliary task for the given problem. By performing EMT with both the given problem and the randomly embedded task, not only the useful solutions found along the search can be transferred across tasks toward efficient problem solving, but the effectiveness of the search on problems Without a low effective dimensionality is also guaranteed. To evaluate the performance of newly proposed EMT-RE, comprehensive empirical studies are carried out on 8 synthetic continuous optimization functions with up to 2,000 dimensions.