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A Hookes-Jeeves based memetic algorithm for solving dynamic optimisation problems

Dynamic optimisation problems are difficult to solve because they involve variables that change over time. In this paper, we present a new HookeJeeves based Memetic Algorithm (HJMA) for dynamic function optimisation, and use the Moving Peaks (MP) problem as a test bed for experimentation. The results show that HJMA outperforms all previously published approaches on the three standardised benchmark scenarios of the MP problem. Some observations on the behaviour of the algorithm suggest that the original HookeJeeves algorithm is surprisingly similar to the simple local search employed for this task in previous work.