Hybrid optimization with improved tabu search

Finding a global optimum of an unknown system has attracted a great deal of interest in many engineering problems. In this settings, meta-heuristics are very common as efficient approaches for solving complex real-world problems in global continuous optimization problems (GCOPs) as they can approximate solutions without considering mathematical constraints such as differentiability. In this study, we propose a method based on tabu search (TS) and Nelder-Mead (NM) search strategy in application to GCOPs. To increase the robustness of the proposed method, we add a new phase, referred to as partitioning phase, before diversification which is realized by the TS. The TS is improved and then followed by the NM search strategy. The partitioning phase aims at distributing initial random solutions in the search space. By doing this, we increase the robustness of the method. The TS has an interesting ability of covering a wide solution space by promoting the search far away from the current solution and consecutively decreasing the possibility of trapping in local minima. The neighbour search-strategy of the TS is improved to accelerate the speed of finding the near optimum solution. Instead of just generating random neighbours around the current solution, we generate some neighbours in the direction of the previous move as well as some neighbours in the previous best crown. When certain criteria are reached for the diversification of the search space, the NM search strategy is carried out with the focus on the intensification of the solution found in the diversification phase. We assess the performance of the algorithm for a range of standard test functions available in the literature and compare the obtained results with those available in the literature. There are two main advantages of the proposed method; first, it can apply to any GCOP without considering any constraints and secondly, it shows better performance (in terms of function evaluation, success rate, and average error) for the functions with less than four input variables and relatively small or medium input domains. In other cases, the method still has acceptable perfomance and produces the results that are comparable with the results produced by other methods. Crown Copyright (C) 2010 Published by Elsevier B. V. All rights reserved.