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A Novel Hybrid Meta-Heuristic Algorithm Based on the Cross-Entropy Method and Firefly Algorithm for Global Optimization

1
School of Finance and Mathematics, West Anhui University, Lu’an 237012, China
2
Institute of Financial Risk Intelligent Control and Prevention, West Anhui University, Lu’an 237012, China
3
College of Computer Science, Sichuan University, Chengdu 610065, China
4
School of Economic & Management, East China Jiaotong University, Nanchang 330013, China
*
Author to whom correspondence should be addressed.
Entropy 2019, 21(5), 494; https://doi.org/10.3390/e21050494
Received: 1 April 2019 / Revised: 5 May 2019 / Accepted: 5 May 2019 / Published: 14 May 2019
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Abstract

Global optimization, especially on a large scale, is challenging to solve due to its nonlinearity and multimodality. In this paper, in order to enhance the global searching ability of the firefly algorithm (FA) inspired by bionics, a novel hybrid meta-heuristic algorithm is proposed by embedding the cross-entropy (CE) method into the firefly algorithm. With adaptive smoothing and co-evolution, the proposed method fully absorbs the ergodicity, adaptability and robustness of the cross-entropy method. The new hybrid algorithm achieves an effective balance between exploration and exploitation to avoid falling into a local optimum, enhance its global searching ability, and improve its convergence rate. The results of numeral experiments show that the new hybrid algorithm possesses more powerful global search capacity, higher optimization precision, and stronger robustness. View Full-Text
Keywords: global optimization; meta-heuristic; firefly algorithm; cross-entropy method; co-evolution global optimization; meta-heuristic; firefly algorithm; cross-entropy method; co-evolution
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Li, G.; Liu, P.; Le, C.; Zhou, B. A Novel Hybrid Meta-Heuristic Algorithm Based on the Cross-Entropy Method and Firefly Algorithm for Global Optimization. Entropy 2019, 21, 494.

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