In complex systems such as spin systems and protein systems, conventional simulations in the canonical ensemble will get trapped in states of energy local minima. We employ the generalized-ensemble algorithms in order to overcome this multiple-minima problem. Three well-known generalized-ensemble algorithms, namely, multicanonical algorithm, simulated tempering, and replica-exchange method, are described. We then present three new generalized-ensemble algorithms based on the combinations of the three methods. Effectiveness of the new methods are tested with a Potts model and protein systems.