An empirical study of multifactorial PSO and multifactorial DE

Abstract

Recently, the notion of Multifactorial Optimization (MFO) has emerged as a promising approach for evolutionary multi-tasking by automatically exploiting the latent synergies between optimization problems, simply through solving them together in an unified representation space [1]. It aims to improve convergence characteristics across multiple optimization problems at once by seamlessly transferring knowledge between them. In [1], the efficacy of MFO has been studied by a specific mode of knowledge transfer in the form of implicit genetic transfer through chromosomal crossover. Here we further explore the generality of MFO when diverse population based search mechanisms are employed. In particular, in this paper, we present the first attempt to conduct MFO with the popular particle swarm optimization and differential evolution search. Two specific multi-tasking paradigms, namely multifactorial particle swarm optimization (MFPSO) and multifactorial differential evolution (MFDE) are proposed. To evaluate the performance of MFPSO and MFDE, comprehensive empirical studies on 9 single objective MFO benchmark problems are provided.