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A Joint Python/C++ Library for Efficient yet Accessible Black-Box and Gray-Box Optimization with GOMEA

2023-05-10 · Anton Bouter, Peter A. N. Bosman

Exploiting knowledge about the structure of a problem can greatly benefit the efficiency and scalability of an Evolutionary Algorithm (EA). Model-Based EAs (MBEAs) are capable of doing this by explicitly modeling the problem structure. The Gene-pool Optimal Mixing Evolutionary Algorithm (GOMEA) is among the state-of-the-art of MBEAs due to its use of a linkage model and the optimal mixing variation operator. Especially in a Gray-Box Optimization (GBO) setting that allows for partial evaluations, i.e., the relatively efficient evaluation of a partial modification of a solution, GOMEA is known to excel. Such GBO settings are known to exist in various real-world applications to which GOMEA has successfully been applied. In this work, we introduce the GOMEA library, making existing GOMEA code in C++ accessible through Python, which serves as a centralized way of maintaining and distributing code of GOMEA for various optimization domains. Moreover, it allows for the straightforward definition of BBO as well as GBO fitness functions within Python, which are called from the C++ optimization code for each required (partial) evaluation. We describe the structure of the GOMEA library and how it can be used, and we show its performance in both GBO and Black-Box Optimization (BBO).

📄 PDF Abstract BibTeX arXiv:2305.06246

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GBO GBO is a novel metaheuristic optimization algorithm. The GBO, inspired by the gradient-based Newton’s method, uses two main operators: gradient search rule (GSR) and local…

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