GACE: A meta-heuristic based in the hybridization of Genetic Algorithms and Cross Entropy methods for continuous optimization

Metaheuristics have proven to get a good performance solving difficult optimization problems in practice. Despite its success, metaheuristics still suffers from several problems that remains open as the variability of their performance depending on the problem or instance being solved. One of the approaches to deal with these problems is the hybridization of techniques. This paper presents a hybrid metaheuristic that combines a Genetic Algorithm (GA) with a Cross Entropy (CE) method to solve continuous optimization functions. The algorithm divides the population into two sub-populations, in order to apply GA in one sub-population and CE in the other. The proposed method is tested on 24 continuous benchmark functions, with four different dimension configurations. First, a study to find the best parameter configuration is done. The best configuration found is compared with several algorithms in the literature in order to demonstrate the competitiveness of the proposal. The results shows that GACE is the best performing method for instances with high dimensionality. Statistical tests have been applied, to support the conclusions obtained in the experimentation