Large-scale parallelization of partial evaluations in evolutionary algorithms for real-world problems.

The importance and potential of Gray-Box Optimization (GBO) with evolutionary algorithms is becoming increasingly clear lately both for benchmark and real-world problems. We consider the GBO setting where partial evaluations are possible, meaning that sub-functions of the evaluation function are known and can be exploited to improve optimization efficiency. In this paper, we show that the efficiency of GBO can be greatly improved through large-scale parallelism, exploiting the fact that each evaluation function requires the calculation of a number of independent sub-functions. This is especially interesting for real-world problems where often the majority of the computational effort is spent on the evaluation function. Moreover, we show how the best parallelization technique largely depends on factors including the number of sub-functions and their required computation time, revealing that for different parts of the optimization the best parallelization technique should be selected based on these factors. As an illustration, we show how large-scale parallelization can be applied to optimization of high-dose-rate brachytherapy treatment plans for prostate cancer. We find that use of a modern Graphics Processing Unit (GPU) was the most efficient parallelization technique in all realistic scenarios, leading to substantial speed-ups up to a factor of 73.