Volume 5, Issue 8 (August 2018), Pages: 122-130
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Original Research Paper
Title: Adaptive Hooke-Jeeves-evolutionary algorithm for linear equality constrained problems
Author(s): Nazir Ahmad Chaudhry 1, Muhammad Saeed 2, Javaid Ali 2, Muhammad Farhan Tabassum 2, *, Muhammad Luqman 2
Affiliation(s):
1Department of Mathematics, Faculty of Engineering, Lahore Leads University, Lahore, 54000, Pakistan
2Department of Mathematics, University of Management and Technology, Lahore, 54000, Pakistan
https://doi.org/10.21833/ijaas.2018.08.015
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Abstract:
This paper proposes a novel hybrid algorithm called Genetic Algorithm based Simplex Adaptive Hooke and Jeeves (GA-SAHJ) method for solving equality constrained non-linear optimization problems. The proposed hybrid technique uses Genetic Algorithm (GA) as the global optimizer and a modified Hooke and Jeeves method for further refinements of the current solution within the landscape of a feasible region. The convergence proof of the modified approach is also provided. The effectiveness of the proposed GA-SAHJ method is demonstrated by applying it on six test instances each involving at least one equality constraint. The results witness that the proposed hybrid approach is capable of producing highly accurate and fully feasible solutions of the considered problems.
© 2018 The Authors. Published by IASE.
This is an open access article under the CC BY-NC-ND license (http://creativecommons.org/licenses/by-nc-nd/4.0/).
Keywords: Derivative free methods, Hooke-Jeeves method, Genetic algorithm, Hybrid method
Article History: Received 3 March 2018, Received in revised form 20 June 2018, Accepted 2 July 2018
Digital Object Identifier:
https://doi.org/10.21833/ijaas.2018.08.015
Citation:
Chaudhry NA, Saeed M, and Ali J et al. (2018). Adaptive Hooke-Jeeves-evolutionary algorithm for linear equality constrained problems. International Journal of Advanced and Applied Sciences, 5(8): 122-130
Permanent Link:
http://www.science-gate.com/IJAAS/2018/V5I8/Chaudhry.html
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