A GPU implementation of a hybrid evolutionary algorithm: GPuEGO

The high computation requirements of global optimization algorithms, when used to solve real optimization problems, have caused the appearance of different parallelization strategies using several parallel computing architectures. In this work, the Universal Evolutionary Global Optimizer is implemented in CUDA to be run on GPU architectures (GPuEGO). This parallelization of the referred evolutionary multimodal optimization algorithm is rather different from other previous parallel implementations designed to be executed into shared or distributed memory processors. In this case, due to the special characteristics of a GPU architecture, the original data structures are not valid and it has been necessary to redefine them and all the functions that operate with them. When this approach is applied the acceleration factors achieved by GPuEGO range from ({times }) 6.33 to ({times }) 23.20 depending on the test function.