Hybrid methods using genetic algorithms for global optimization

Abstract

This paper discusses the trade-off between accuracy, reliability and computing time in global optimization. Particular compromises provided by traditional methods (Quasi-Newton and Nelder-Mead's simplex methods) and genetic algorithms are addressed and illustrated by a particular application in the field of nonlinear system identification. Subsequently, new hybrid methods are designed, combining principles from genetic algorithms and "hill-climbing" methods in order to find a better compromise to the trade-off. Inspired by biology and especially by the manner in which living beings adapt themselves to their environment, these hybrid methods involve two interwoven levels of optimization, namely evolution (genetic algorithms) and individual learning (Quasi-Newton), which cooperate in a global process of optimization. One of these hybrid methods appears to join the group of state-of-the-art global optimization methods: it combines the reliability properties of the genetic algorithms with the accuracy of Quasi-Newton method, while requiring a computation time only slightly higher than the latter.

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