Generalized ensemble methods such as Hamiltonian replica exchange (HREX) and expanded ensemble (EE) have been shown effective in free energy calculations for various contexts, given their ability to circumvent free energy barriers via nonphysical pathways defined by states with different modified Hamiltonians. However, both HREX and EE methods come with drawbacks, such as limited flexibility in parameter specification or the lack of parallelizability for more complicated applications. To address this challenge, we present the method of replica exchange of expanded ensembles (REXEE), which integrates the principles of HREX and EE methods by periodically exchanging coordinates of EE replicas sampling different yet overlapping sets of alchemical states. With the solvation free energy calculation of anthracene and binding free energy calculation of the CB7-10 binding complex, we show that the REXEE method achieves the same level of accuracy in free energy calculations as the HREX and EE methods, while offering enhanced flexibility and parallelizability. Additionally, we examined REXEE simulations with various setups to understand how different exchange frequencies and replica configurations influence the sampling efficiency in the fixed-weight phase and the weight convergence in the weight-updating phase. The REXEE approach can be further extended to support asynchronous parallelization schemes, allowing looser communications between larger numbers of loosely coupled processors such as cloud computing and therefore promising much more scalable and adaptive executions of alchemical free energy calculations. All algorithms for the REXEE method are available in the Python package ensemble_md, which offers an interface for REXEE simulation management without modifying the source code in GROMACS.
