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A Hybrid Global Optimization Method Based on Genetic Algorithm and Shrinking Box

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  • Saleem Ramadan

Abstract

This paper proposes a hybrid genetic algorithm method for optimizing constrained black box functions utilizing shrinking box and exterior penalty function methods (SBPGA). The constraints of the problem were incorporated in the fitness function of the genetic algorithm through the penalty function. The hybrid method used the proposed Variance-based crossover (VBC) and Arithmetic-based mutation (ABM) operators; moreover, immigration operator was also used. The box constraints constituted a hyperrectangle that kept shrinking adaptively in the light of the revealed information from the genetic algorithm about the optimal solution. The performance of the proposed algorithm was assessed using 11 problems which are used as benchmark problems in constrained optimization literatures. ANOVA along with a success rate performance index were used to analyze the model.Based on the results, we believe that the proposed method is fairly robust and efficient global optimization method for Constrained Optimization Problems whether they are continuous or discrete.

Suggested Citation

  • Saleem Ramadan, 2016. "A Hybrid Global Optimization Method Based on Genetic Algorithm and Shrinking Box," Modern Applied Science, Canadian Center of Science and Education, vol. 10(2), pages 1-67, February.
    • Handle: RePEc:ibn:masjnl:v:10:y:2015:i:2:p:67
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    References listed on IDEAS

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    1. Dellino, Gabriella & Kleijnen, Jack P.C. & Meloni, Carlo, 2010. "Robust optimization in simulation: Taguchi and Response Surface Methodology," International Journal of Production Economics, Elsevier, vol. 125(1), pages 52-59, May.
    2. Rommel Regis & Christine Shoemaker, 2005. "Constrained Global Optimization of Expensive Black Box Functions Using Radial Basis Functions," Journal of Global Optimization, Springer, vol. 31(1), pages 153-171, January.
    3. Saleem Ramadan & Imad Ramadan, 2012. "Hybrid Two-Stage Algorithm for Solving Transportation Problem," Modern Applied Science, Canadian Center of Science and Education, vol. 6(4), pages 1-12, April.
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    JEL classification:

    • R00 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General - - - General
    • Z0 - Other Special Topics - - General

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