Dual Differential Grouping: A More General Decomposition Method for Large-Scale Optimization

Cooperative coevolution (CC) algorithms based on variable decomposition methods are efficient in solving large-scale optimization problems (LSOPs). However, many decomposition methods, such as the differential grouping (DG) method and its variants, are based on the theorem of function additively separable, which may not work well on problems that are not additively separable and will result in a bottleneck for CC to solve various LSOPs. This deficiency motivates us to study how the decomposition method can decompose more kinds of separable functions, such as the multiplicatively separable function, to improve the general problem-solving ability of CC on LSOPs. With this concern, this article makes the first attempt to decompose multiplicatively separable functions and proposes a novel method called dual DG (DDG) for better LSOP decomposition and optimization. The novelty and advantage of DDG are that it can be suitable for not only additively separable functions but also multiplicatively separable functions, which can considerably expand the application scope of CC. In this article, we will first define the multiplicatively separable function, and then mathematically show its relationship to the additively separable function and how they can be transformed into each other. Based on this, the DDG can use two kinds of differences to detect the separable structure of both additively and multiplicatively separable functions. In addition, the time complexity of DDG is analyzed and a DDG-based CC algorithm framework is developed for solving LSOPs. To verify the superiority of DDG, experiments and comparisons with some state-of-the-art and champion algorithms are conducted not only on 30 LSOPs based on the test suite of the IEEE CEC large-scale global optimization competition, but also on a case study of the parameter optimization for a neural network-based application.