In this paper we consider combinations of two well-known generalized-ensemble algorithms, namely, simulated tempering and replica-exchange method. We discuss two examples of such combinations. One is the replica-exchange simulated tempering and the other is the simulated tempering replica-exchange method. In the former method, a short replica-exchange simulation is first performed and the simulated tempering weight factor is obtained by the multiple-histogram reweighting techniques. This process of simulated tempering weight factor determination is faster and simpler than that in the usual iterative process. A long simulated tempering production run is then performed with this weight factor. The latter method is a further extension of the former in which a simulated tempering replica-exchange simulation is performed with a small number of replicas. These algorithms are particularly useful for studying frustrated systems with rough energy landscape. We give the formulations of these two methods in detail and demonstrate their effectiveness taking the example of the system of a 17-residue helical peptide. (C) 2004 American Institute of Physics.