AutoOptLib: A Library of Automatically Designing Metaheuristic Optimization Algorithms in MATLAB

Metaheuristic algorithms are widely-recognized solvers for challenging optimization problems with multi-modality, discretization, large-scale, multi-objectivity, etc. Automatically designing metaheuristic algorithms leverages today's increasing computing resources to conceive, build up, and verify the design choices of algorithms. It requires much less expertise, labor resources, and time cost than the traditional manual design. Furthermore, by fully exploring the design choices with computing power, automated design is potential to reach or even surpass human-level design, subsequently gaining enhanced performance compared with human problem-solving. These significant advantages have attracted increasing interest and development in the automated design techniques. Open source software is indispensable in response to the increasing interest and development of the techniques. To this end, we have developed a MATLAB library, AutoOptLib, to automatically design metaheuristic algorithms. AutoOptLib, for the first time, provides throughout support to the whole design process, including: 1) plenty of algorithmic components for continuous, discrete, and permutation problems, 2) flexible algorithm representation for evolving diverse algorithm structures, 3) various design objectives and design techniques for different experimentation and application scenarios, and 4) useful experimental tools and graphic user interface (GUI) for practicability and accessibility. In this paper, we first introduce the key features and architecture of the AutoOptLib library. We then illustrate how to use the library by either command or GUI. We further describe additional uses and experimental tools, including parameter importance analysis and benchmark comparison. Finally, we present academic and piratical applications of AutoOptLib, which verifies its efficiency and practicability.