Estimation of distribution algorithm based on sequential importance sampling particle filters and Cholesky decomposition

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	Estimation of distribution algorithm based on sequential importance sampling particle filters and Cholesky decomposition
	Zhang, Jianhua 1,2,3; Zeng, Jianchao 2
刊名	Jisuanji Yanjiu yu Fazhan/Computer Research and Development
	2010-11-01
卷号	47 期号:11 页码:1978-1985
关键词	Covariance matrix Distributed computer systems Genetic algorithms Iterative methods Monte Carlo methods Probability distributions Cholesky decomposition Estimation of distribution algorithms Particle filter Probability modeling Sequential importance sampling
ISSN号	10001239
英文摘要	Estimation of distribution algorithm is a new intelligent stochastic optimization algorithm. It is more effectively to solve the non-linear, variable coupling optimization problem. Estimation of distribution algorithm in continuous domains is generally based on the assumptions that variables subject to Gauss distribution and the probability model is single-peaked one, which is not capable of describing the solutions distribution effectively for complex optimization problems. Aiming to overcome such drawbacks, an estimation of distribution algorithm depending upon sequential importance sampling particle filters is presented. In this algorithm, the variables are not required to subject to Gauss distribution. Instead, the distribution of samples is represented by weighted particles through the particle filter iteration on selection set of population. The probability model of this algorithm is multi-peaked and the relations among each dimension are handled using the covariance matrix. In sampling, the covariance matrix is shrunken for each particle and the shrunken covariance matrix is decomposed using Cholesky decomposition, and a method of handling the situation that the covariance matrix is zero matrix is presented. The next generation of population is produced from the decomposition result. Finally, the experimental results of several benchmark functions for complex optimization problems indicate the validity of the algorithm.
语种	中文
出版者	Science Press
内容类型	期刊论文
源URL	[http://ir.lut.edu.cn/handle/2XXMBERH/111993]
专题	兰州理工大学
作者单位	1.School of Electronics and Computer Science and Technology, North University of China, Taiyuan 030051, China 2.Complex System and Computational Intelligence Laboratory, Taiyuan University of Science and Technology, Taiyuan 030024, China; 3.College of Electrical and Information Engineering, Lanzhou University of Technology, Lanzhou 730050, China;
推荐引用方式 GB/T 7714	Zhang, Jianhua,Zeng, Jianchao. Estimation of distribution algorithm based on sequential importance sampling particle filters and Cholesky decomposition[J]. Jisuanji Yanjiu yu Fazhan/Computer Research and Development,2010,47(11):1978-1985.
APA	Zhang, Jianhua,&Zeng, Jianchao.(2010).Estimation of distribution algorithm based on sequential importance sampling particle filters and Cholesky decomposition.Jisuanji Yanjiu yu Fazhan/Computer Research and Development,47(11),1978-1985.
MLA	Zhang, Jianhua,et al."Estimation of distribution algorithm based on sequential importance sampling particle filters and Cholesky decomposition".Jisuanji Yanjiu yu Fazhan/Computer Research and Development 47.11(2010):1978-1985.