Direct Gravitational Search Algorithm for Global Optimisation Problems

Direct Gravitational Search Algorithm for Global Optimisation Problems

Year:    2016

East Asian Journal on Applied Mathematics, Vol. 6 (2016), Iss. 3 : pp. 290–313

Abstract

A gravitational search algorithm (GSA) is a meta-heuristic development that is modelled on the Newtonian law of gravity and mass interaction. Here we propose a new hybrid algorithm called the Direct Gravitational Search Algorithm (DGSA), which combines a GSA that can perform a wide exploration and deep exploitation with the Nelder-Mead method, as a promising direct method capable of an intensification search. The main drawback of a meta-heuristic algorithm is slow convergence, but in our DGSA the standard GSA is run for a number of iterations before the best solution obtained is passed to the Nelder-Mead method to refine it and avoid running iterations that provide negligible further improvement. We test the DGSA on 7 benchmark integer functions and 10 benchmark minimax functions to compare the performance against 9 other algorithms, and the numerical results show the optimal or near optimal solution is obtained faster.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/eajam.030915.210416a

East Asian Journal on Applied Mathematics, Vol. 6 (2016), Iss. 3 : pp. 290–313

Published online:    2016-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    24

Keywords:    Gravitational search algorithm direct search methods Nelder-Mead method integer programming problems minimax problems.