Article ID: | iaor20113322 |
Volume: | 217 |
Issue: | 12 |
Start Page Number: | 5822 |
End Page Number: | 5829 |
Publication Date: | Feb 2011 |
Journal: | Applied Mathematics and Computation |
Authors: | Mariani Viviana Cocco, Justi Luvizotto Luiz Guilherme, Guerra Fbio Alessandro, dos Santos Coelho Leandro |
Keywords: | simulation: applications, heuristics, heuristics: genetic algorithms |
Numerous optimization methods have been proposed for the solution of the unconstrained optimization problems, such as mathematical programming methods, stochastic global optimization approaches, and metaheuristics. In this paper, a metaheuristic algorithm called Modified Shuffled Complex Evolution (MSCE) is proposed, where an adaptation of the Downhill Simplex search strategy combined with the differential evolution method is proposed. The efficiency of the new method is analyzed in terms of the mean performance and computational time, in comparison with the genetic algorithm using floating‐point representation (GAF) and the classical shuffled complex evolution (SCE‐UA) algorithm using six benchmark optimization functions. Simulation results and the comparisons with SCE‐UA and GAF indicate that the MSCE improves the search performance on the five benchmark functions of six tested functions.