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A genetic algorithm and a particle swarm optimizer hybridized with Nelder–Mead simplex search
Authors:Shu-Kai S. Fan   Yun-Chia Liang  Erwie Zahara
Affiliation:

aDepartment of Industrial Engineering and Management, Yuan Ze University, Chung-Li, Taoyuan County 320, Taiwan, ROC

bDepartment of Industrial Engineering and Management, St. John’s and St. Mary’s Institute of Technology, Tamsui, Taipei County 251, Taiwan, ROC

Abstract:This paper integrates Nelder–Mead simplex search method (NM) with genetic algorithm (GA) and particle swarm optimization (PSO), respectively, in an attempt to locate the global optimal solutions for the nonlinear continuous variable functions mainly focusing on response surface methodology (RSM). Both the hybrid NM–GA and NM–PSO algorithms incorporate concepts from the NM, GA or PSO, which are readily to implement in practice and the computation of functional derivatives is not necessary. The hybrid methods were first illustrated through four test functions from the RSM literature and were compared with original NM, GA and PSO algorithms. In each test scheme, the effectiveness, efficiency and robustness of these methods were evaluated via associated performance statistics, and the proposed hybrid approaches prove to be very suitable for solving the optimization problems of RSM-type. The hybrid methods were then tested by ten difficult nonlinear continuous functions and were compared with the best known heuristics in the literature. The results show that both hybrid algorithms were able to reach the global optimum in all runs within a comparably computational expense.
Keywords:Nelder–Mead simplex method   Genetic algorithm   Particle swarm optimization   Response surface methodology
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