Continuous optimization is one of the areas with more activity in the field of heuristic optimization. Many algorithms have been proposed and compared on several benchmarks of functions, with different performance depending on the problems. For this reason, the combination of different search strategies seems desirable to obtain the best performance of each of these approaches. This contribution explores the use of a hybrid memetic algorithm based on the multiple offspring framework. The proposed algorithm combines the explorative/exploitative strength of two heuristic search methods that separately obtain very competitive results. This algorithm has been tested with the benchmark problems and conditions defined for the special issue of the Soft Computing Journal on Scalability of Evolutionary Algorithms and other Metaheuristics for Large Scale Continuous Optimization Problems. The proposed algorithm obtained the best results compared with both its composing algorithms and a set of reference algorithms that were proposed for the special issue.
Abstract-Continuous optimization is one of the most active research lines in evolutionary and metaheuristic algorithms. Through CEC 2005 to CEC 2013 competitions, many different algorithms have been proposed to solve continuous problems. The advances on this type of problems are of capital importance as many real-world problems from very different domains (biology, engineering, data mining, etc.) can be formulated as the optimization of a continuous function. In this paper we describe the whole process of creating a competitive hybrid algorithm, from the experimental design to the final statistical validation of the results. We prove that a good experimental design is able to find a combination of algorithms that outperforms any of its composing algorithms by automatically selecting the most appropriate heuristic for each function and search phase. We also show that the proposed algorithm obtains statistically better results than the reference algorithm DECC-G.
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