Extended differential grouping for large scale global optimization with direct and indirect variable interactions

Cooperative co-evolution is a framework that can be used to effectively solve large scale optimization problems. This approach employs a divide and conquer strategy, which decomposes the problem into sub-components that are optimized separately. However, solution quality relies heavily on the decomposition method used. Ideally, the interacting decision variables should be assigned to the same sub-component and the interdependency between sub-components should be kept to a minimum. Differential grouping, a recently proposed method, has high decomposition accuracy across a suite of benchmark functions. However, we show that differential grouping can only identify decision variables that interact directly. Subsequently, we propose an extension of differential grouping that is able to correctly identify decision variables that also interact indirectly. Empirical studies show that our extended differential grouping method achieves perfect decomposition on all of the benchmark functions investigated. Significantly, when our decomposition method is embedded in the cooperative co-evolution framework, it achieves comparable or better solution quality than the differential grouping method.