Multi-Agent cubature Kalman optimizer: A novel metaheuristic algorithm for solving numerical optimization problems

Optimization problems arise in diverse fields such as engineering, economics, and industry. Metaheuristic algorithms, including the Simulated Kalman Filter (SKF), have been developed to solve these problems. SKF, inspired by the Kalman Filter (KF) in control engineering, requires three parameters (i...

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Main Authors: Zulkifli, Musa, Zuwairie, Ibrahim, Mohd Ibrahim, Shapiai
Format: Article
Language:English
Published: KeAi Communications Co. 2024
Subjects:
Online Access:http://umpir.ump.edu.my/id/eprint/41332/
http://umpir.ump.edu.my/id/eprint/41332/1/Multi-Agent%20cubature%20Kalman%20optimizer_A%20novel%20metaheuristic%20algorithm.pdf
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author Zulkifli, Musa
Zuwairie, Ibrahim
Mohd Ibrahim, Shapiai
author_facet Zulkifli, Musa
Zuwairie, Ibrahim
Mohd Ibrahim, Shapiai
author_sort Zulkifli, Musa
building UMP Institutional Repository
collection Online Access
description Optimization problems arise in diverse fields such as engineering, economics, and industry. Metaheuristic algorithms, including the Simulated Kalman Filter (SKF), have been developed to solve these problems. SKF, inspired by the Kalman Filter (KF) in control engineering, requires three parameters (initial error covariance P(0), measurement noise Q, and process noise R). However, studies have yet to focus on tuning these parameters. Furthermore, no significant improvement is shown by the parameter-less SKF (with randomized P(0), Q, and R). Randomly choosing values between 0 and 1 may lead to too small values. As an estimator, KF raises concerns with excessively small Q and R values, which can introduce numerical stability issues and result in unreliable outcomes. Tuning parameters for SKF is a challenging and time-consuming task. The Multi-Agent Cubature Kalman Filter (MACKO), inspired by the Cubature Kalman filter (CKF), was introduced in this work. The nature of the Cubature Kalman filter (CKF) allows the use of small values for parameters P(0), Q, and R. In the MACKO algorithm, Cubature Transformation Techniques (CTT) are employed. CTT can use small values for parameters P(0), Q, and R, so CKF was developed to overcome KF and other estimation algorithms. Moreover, in CTT, the term local neighborhoods is used to propagate the cubature point in local search, where the radius, δ, of local search is updated in every iteration to balance between the exploration and exploitation processes. MACKO is evaluated on the CEC 2014 benchmark suite with 30 optimization problems, and its performance is compared with nine existing metaheuristic algorithms. Simulation results demonstrate that MACKO is superior, outperforming the benchmark algorithms, as indicated by Friedman's test with a 5 % significance level.
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spelling ump-413322025-02-12T07:24:31Z http://umpir.ump.edu.my/id/eprint/41332/ Multi-Agent cubature Kalman optimizer: A novel metaheuristic algorithm for solving numerical optimization problems Zulkifli, Musa Zuwairie, Ibrahim Mohd Ibrahim, Shapiai T Technology (General) TA Engineering (General). Civil engineering (General) TJ Mechanical engineering and machinery TK Electrical engineering. Electronics Nuclear engineering TS Manufactures Optimization problems arise in diverse fields such as engineering, economics, and industry. Metaheuristic algorithms, including the Simulated Kalman Filter (SKF), have been developed to solve these problems. SKF, inspired by the Kalman Filter (KF) in control engineering, requires three parameters (initial error covariance P(0), measurement noise Q, and process noise R). However, studies have yet to focus on tuning these parameters. Furthermore, no significant improvement is shown by the parameter-less SKF (with randomized P(0), Q, and R). Randomly choosing values between 0 and 1 may lead to too small values. As an estimator, KF raises concerns with excessively small Q and R values, which can introduce numerical stability issues and result in unreliable outcomes. Tuning parameters for SKF is a challenging and time-consuming task. The Multi-Agent Cubature Kalman Filter (MACKO), inspired by the Cubature Kalman filter (CKF), was introduced in this work. The nature of the Cubature Kalman filter (CKF) allows the use of small values for parameters P(0), Q, and R. In the MACKO algorithm, Cubature Transformation Techniques (CTT) are employed. CTT can use small values for parameters P(0), Q, and R, so CKF was developed to overcome KF and other estimation algorithms. Moreover, in CTT, the term local neighborhoods is used to propagate the cubature point in local search, where the radius, δ, of local search is updated in every iteration to balance between the exploration and exploitation processes. MACKO is evaluated on the CEC 2014 benchmark suite with 30 optimization problems, and its performance is compared with nine existing metaheuristic algorithms. Simulation results demonstrate that MACKO is superior, outperforming the benchmark algorithms, as indicated by Friedman's test with a 5 % significance level. KeAi Communications Co. 2024-01 Article PeerReviewed pdf en cc_by_nc_nd_4 http://umpir.ump.edu.my/id/eprint/41332/1/Multi-Agent%20cubature%20Kalman%20optimizer_A%20novel%20metaheuristic%20algorithm.pdf Zulkifli, Musa and Zuwairie, Ibrahim and Mohd Ibrahim, Shapiai (2024) Multi-Agent cubature Kalman optimizer: A novel metaheuristic algorithm for solving numerical optimization problems. International Journal of Cognitive Computing in Engineering, 5. pp. 140-152. ISSN 2666-3074. (Published) https://doi.org/10.1016/j.ijcce.2024.03.003 https://doi.org/10.1016/j.ijcce.2024.03.003
spellingShingle T Technology (General)
TA Engineering (General). Civil engineering (General)
TJ Mechanical engineering and machinery
TK Electrical engineering. Electronics Nuclear engineering
TS Manufactures
Zulkifli, Musa
Zuwairie, Ibrahim
Mohd Ibrahim, Shapiai
Multi-Agent cubature Kalman optimizer: A novel metaheuristic algorithm for solving numerical optimization problems
title Multi-Agent cubature Kalman optimizer: A novel metaheuristic algorithm for solving numerical optimization problems
title_full Multi-Agent cubature Kalman optimizer: A novel metaheuristic algorithm for solving numerical optimization problems
title_fullStr Multi-Agent cubature Kalman optimizer: A novel metaheuristic algorithm for solving numerical optimization problems
title_full_unstemmed Multi-Agent cubature Kalman optimizer: A novel metaheuristic algorithm for solving numerical optimization problems
title_short Multi-Agent cubature Kalman optimizer: A novel metaheuristic algorithm for solving numerical optimization problems
title_sort multi-agent cubature kalman optimizer: a novel metaheuristic algorithm for solving numerical optimization problems
topic T Technology (General)
TA Engineering (General). Civil engineering (General)
TJ Mechanical engineering and machinery
TK Electrical engineering. Electronics Nuclear engineering
TS Manufactures
url http://umpir.ump.edu.my/id/eprint/41332/
http://umpir.ump.edu.my/id/eprint/41332/
http://umpir.ump.edu.my/id/eprint/41332/
http://umpir.ump.edu.my/id/eprint/41332/1/Multi-Agent%20cubature%20Kalman%20optimizer_A%20novel%20metaheuristic%20algorithm.pdf