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Memory-Based Evolutionary Algorithms for Nonlinear and Stochastic Programming Problems

Research Authors
Abdel-Rahman Hedar, Amira A Allam, Wael Deabes
Research Date
Research Department
Research Journal
Mathematics
Research Publisher
Multidisciplinary Digital Publishing Institute
Research Vol
7
Research Website
https://www.mdpi.com/2227-7390/7/11/1126
Research Year
2019
Research_Pages
1126
Research Abstract

In this paper, we target the problems of finding a global minimum of nonlinear and stochastic programming problems. To solve this type of problem, we propose new approaches based on combining direct search methods with Evolution Strategies (ESs) and Scatter Search (SS) metaheuristics approaches. First, we suggest new designs of ESs and SS with a memory-based element called Gene Matrix (GM) to deal with those type of problems. These methods are called Directed Evolution Strategies (DES) and Directed Scatter Search (DSS), respectively, and they are able to search for a global minima. Moreover, a faster convergence can be achieved by accelerating the evolutionary search process using GM, and in the final stage we apply the Nelder-Mead algorithm to find the global minimum from the solutions found so far. Then, the variable-sample method is invoked in the DES and DSS to compose new stochastic programming techniques. Extensive numerical experiments have been applied on some well-known functions to test the performance of the proposed methods.