Christian L. Camacho‐Villalón

Christian L. Camacho-Villalón, Ana Nikolikj, Katharina Dost et al.

The PSO-X framework incorporates dozens of modules that have been proposed for solving single-objective continuous optimization problems using particle swarm optimization. While modular frameworks enable users to automatically generate and configure algorithms tailored to specific optimization problems, the complexity of this process increases with the number of modules in the framework and the degrees of freedom defined for their interaction. Understanding how modules affect the performance of algorithms for different problems is critical to making the process of finding effective implementations more efficient and identifying promising areas for further investigation. Despite their practical applications and scientific relevance, there is a lack of empirical studies investigating which modules matter most in modular optimization frameworks and how they interact. In this paper, we analyze the performance of 1424 particle swarm optimization algorithms instantiated from the PSO-X framework on the 25 functions in the CEC'05 benchmark suite with 10 and 30 dimensions. We use functional ANOVA to quantify the impact of modules and their combinations on performance in different problem classes. In practice, this allows us to identify which modules have greater influence on PSO-X performance depending on problem features such as multimodality, mathematical transformations and varying dimensionality. We then perform a cluster analysis to identify groups of problem classes that share similar module effect patterns. Our results show low variability in the importance of modules in all problem classes, suggesting that particle swarm optimization performance is driven by a few influential modules.

Christian Camacho-Villalón, Marco Dorigo, Thomas Stützle

Hybrid metaheuristics are powerful techniques for solving difficult optimization problems that exploit the strengths of different approaches in a single implementation. For algorithm designers, however, creating hybrid metaheuristic implementations has become increasingly challenging due to the vast number of design options available in the literature and the fact that they often rely on their knowledge and intuition to come up with new algorithm designs. In this paper, we propose a modular metaheuristic software framework, called METAFOR, that can be coupled with an automatic algorithm configuration tool to automatically design hybrid metaheuristics. METAFOR is specifically designed to hybridize Particle Swarm Optimization, Differential Evolution and Covariance Matrix Adaptation-Evolution Strategy, and includes a local search module that allows their execution to be interleaved with a subordinate local search. We use the configuration tool irace to automatically generate 17 different metaheuristic implementations and evaluate their performance on a diverse set of continuous optimization problems. Our results show that, across all the considered problem classes, automatically generated hybrid implementations are able to outperform configured single-approach implementations, while these latter offer advantages on specific classes of functions. We provide useful insights on the type of hybridization that works best for specific problem classes, the algorithm components that contribute to the performance of the algorithms, and the advantages and disadvantages of two well-known instance separation strategies, creating stratified training set using a fix percentage and leave-one-class-out cross-validation.