Single-solution Simulated Kalman Filter algorithm for global optimisation problems
This paper introduces single-solution Simulated Kalman Filter (ssSKF), a new single-agent optimisation algorithm inspired by Kalman Filter, for solving real-valued numerical optimisation problems. In comparison, the proposed ssSKF algorithm supersedes the original population-based Simulated Kalman F...
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Springer India
2018
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my.utp.eprints.208272019-02-26T02:26:20Z Single-solution Simulated Kalman Filter algorithm for global optimisation problems Abdul Aziz, N.H. Ibrahim, Z. Ab Aziz, N.A. Mohamad, M.S. Watada, J. This paper introduces single-solution Simulated Kalman Filter (ssSKF), a new single-agent optimisation algorithm inspired by Kalman Filter, for solving real-valued numerical optimisation problems. In comparison, the proposed ssSKF algorithm supersedes the original population-based Simulated Kalman Filter (SKF) algorithm by operating with only a single agent, and having less parameters to be tuned. In the proposed ssSKF algorithm, the initialisation parameters are not constants, but they are produced by random numbers taken from a normal distribution in the range of 0, 1, thus excluding them from tuning requirement. In order to balance between the exploration and exploitation in ssSKF, the proposed algorithm uses an adaptive neighbourhood mechanism during its prediction step. The proposed ssSKF algorithm is tested using the 30 benchmark functions of CEC 2014, and its performance is compared to that of the original SKF algorithm, Black Hole (BH) algorithm, Particle Swarm Optimisation (PSO) algorithm, Grey Wolf Optimiser (GWO) algorithm and Genetic Algorithm (GA). The results show that the proposed ssSKF algorithm is a promising approach and able to outperform GWO and GA algorithms, significantly. © 2018, Indian Academy of Sciences. Springer India 2018 Article NonPeerReviewed https://www.scopus.com/inward/record.uri?eid=2-s2.0-85048753101&doi=10.1007%2fs12046-018-0888-9&partnerID=40&md5=c49a3b2e30fb4f046e00761c120deaeb Abdul Aziz, N.H. and Ibrahim, Z. and Ab Aziz, N.A. and Mohamad, M.S. and Watada, J. (2018) Single-solution Simulated Kalman Filter algorithm for global optimisation problems. Sadhana - Academy Proceedings in Engineering Sciences, 43 (7). http://eprints.utp.edu.my/20827/ |
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This paper introduces single-solution Simulated Kalman Filter (ssSKF), a new single-agent optimisation algorithm inspired by Kalman Filter, for solving real-valued numerical optimisation problems. In comparison, the proposed ssSKF algorithm supersedes the original population-based Simulated Kalman Filter (SKF) algorithm by operating with only a single agent, and having less parameters to be tuned. In the proposed ssSKF algorithm, the initialisation parameters are not constants, but they are produced by random numbers taken from a normal distribution in the range of 0, 1, thus excluding them from tuning requirement. In order to balance between the exploration and exploitation in ssSKF, the proposed algorithm uses an adaptive neighbourhood mechanism during its prediction step. The proposed ssSKF algorithm is tested using the 30 benchmark functions of CEC 2014, and its performance is compared to that of the original SKF algorithm, Black Hole (BH) algorithm, Particle Swarm Optimisation (PSO) algorithm, Grey Wolf Optimiser (GWO) algorithm and Genetic Algorithm (GA). The results show that the proposed ssSKF algorithm is a promising approach and able to outperform GWO and GA algorithms, significantly. © 2018, Indian Academy of Sciences. |
| format |
Article |
| author |
Abdul Aziz, N.H. Ibrahim, Z. Ab Aziz, N.A. Mohamad, M.S. Watada, J. |
| spellingShingle |
Abdul Aziz, N.H. Ibrahim, Z. Ab Aziz, N.A. Mohamad, M.S. Watada, J. Single-solution Simulated Kalman Filter algorithm for global optimisation problems |
| author_facet |
Abdul Aziz, N.H. Ibrahim, Z. Ab Aziz, N.A. Mohamad, M.S. Watada, J. |
| author_sort |
Abdul Aziz, N.H. |
| title |
Single-solution Simulated Kalman Filter algorithm for global optimisation problems |
| title_short |
Single-solution Simulated Kalman Filter algorithm for global optimisation problems |
| title_full |
Single-solution Simulated Kalman Filter algorithm for global optimisation problems |
| title_fullStr |
Single-solution Simulated Kalman Filter algorithm for global optimisation problems |
| title_full_unstemmed |
Single-solution Simulated Kalman Filter algorithm for global optimisation problems |
| title_sort |
single-solution simulated kalman filter algorithm for global optimisation problems |
| publisher |
Springer India |
| publishDate |
2018 |
| url |
https://www.scopus.com/inward/record.uri?eid=2-s2.0-85048753101&doi=10.1007%2fs12046-018-0888-9&partnerID=40&md5=c49a3b2e30fb4f046e00761c120deaeb http://eprints.utp.edu.my/20827/ |
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1738656238372126720 |
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13.251813 |