This article introduces a new hybrid hyper-heuristic framework that deals with single-objective continuous optimization problems. This approach employs a nested Markov chain on the base level in the search for the best-performing operators and their sequences and simulated annealing on the hyperlevel, which evolves the chain and the operator parameters. The novelty of the approach consists of the upper level of the Markov chain expressing the hybridization of global and local search operators and the lower level automatically selecting the best-performing operator sequences for the problem. Numerical experiments conducted on well-known benchmark functions and the comparison with another hyper-heuristic framework and six state-of-the-art metaheuristics show the effectiveness of the proposed approach.
Keywords: Continuous optimization; Hyperheuristics.
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