THOMAS PHILIP RUNARSSON
Science Institute, University of Iceland, Dunhagi 5, IS-107 Reykjavik, Iceland

Received 10 April 2003
Revised 24 October 2003
Accepted 17 November 2003

This work introduces a new asynchronous parallel self-adaptive evolution strategy. An asynchronous scheme is chosen because the load on the processors is usually unbalanced. The proposed algorithm is non-blocking leaving no processor idle at any given time. The motivation and theory for the algorithm is based on the author's previous analysis of continuous evolution strategies⁹ and the reduction of random fluctuation in mutative self-adaptation.⁷ The algorithm is implemented in C₊₊ using Posix threads and tested on a number of unimodal and multimodal benchmark problems. The result is an efficient and effective numerical optimization strategy for multi-processor machines.

Parallel evolution strategy; numerical optimization