pCMALib - Manual for version 1.0
2010
We present pCMALib, a parallel software library that implements the Evolution Strategy with Covariance Matrix Adaptation (CMA-ES). The library is written in Fortran 90/95 and uses the Message Passing Interface (MPI) for efficient parallelization on shared and distributed memory machines. It allows single CMA-ES optimization runs, embarrassingly parallel CMA-ES runs, and coupled parallel CMA-ES runs using a cooperative island model. So far, one instance of an island model CMA-ES, the recently presented Particle Swarm CMA-ES (PS-CMA-ES) is included using collaborative concepts from Swarm Intelligence for the migration model. Special attention has been given to an efficient design of the MPI communication protocol, a modular software architecture, and a user-friendly programming interface. The library includes a Matlab interface and is supplemented with an efficient Fortran implementation of the official CEC 2005 set of 25 real-valued benchmark functions. This is the first freely available Fortran implementation of this standard benchmark test suite. In this document we focus on all technical aspects of the library, such as compilation, user options and set-up of test problems. We also review in short the implemented algorithms. Further details can be found in the referred literature.
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