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In pharmaceutical design based on molecular simulations, one faces a great difficulty. Conventional simulations in the canonical ensemble are of little use, because they tend to get trapped in some of the local-minimum-energy states that exist in a huge number. A simulation in generalized ensemble performs a random walk in potential energy space and can overcome this difficulty. In this article we review a few of powerful generalized-ensemble algorithms, namely, replica-exchange method, multidimensional replica- exchange method, and replica-exchange umbrella sampling. The effectiveness of the methods is tested with ligand and short peptide systems.