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電腦實驗最佳化問題中的替代曲面軌跡法 = Surrogate-Assis...

國立高雄大學統計學研究所

電腦實驗最佳化問題中的替代曲面軌跡法 = Surrogate-Assisted Trajectory Based Methodology for Optimization Problems in Computer Experiments

紀錄類型:	書目-語言資料,印刷品 : 單行本
並列題名:	Surrogate-Assisted Trajectory Based Methodology for Optimization Problems in Computer Experiments
作者:	陳怡如,
其他團體作者:	國立高雄大學
出版地:	[高雄市]
出版者:	撰者;
出版年:	2009[民98]
面頁冊數:	57面圖、表 : 30公分;
標題:	替代曲面
標題:	Computer Experiments
電子資源:	http://handle.ncl.edu.tw/11296/ndltd/78569739339762255659
附註:	參考書目：面
附註:	指導教授：陳瑞彬
摘要註:	Chiang和Chu(1996)提出軌跡法找尋在反應函數上的全部極值點。在軌跡法中我們利用梯度法找尋極值點並且找尋分解點當作下次的起始點。然而我們必須使用很多的計算成本找尋分解點，尤其是計算成本相當昂貴的時候，所以我們必須確保我們的計算成本使用。在這裡我們提出替代曲面法，主要的想法是在極值點附近建造一個的不貴的替代曲面來取代反應函數，並且在替代曲面上找尋分解點。最後，我們利用幾個數值實驗來驗證新的替代曲面法。 Trajectory-based methodology (TB), proposed by Chiang and Chu (1996), can be used to identified all local extremes of an objectivefunction. In trajectory-based methodology, we iterative to find alocal extreme by a gradient type method, and then to search a decomposition point as the next starting point. However, it might take too much cost in searching decomposition points, especially when the computational cost of function evaluation is very high.Here in order to save the computational cost, a surrogate-assisted method is proposed. The basically idea is to build an inexpensive surrogate surface in a neighborhood of an identified local extreme point, and then the decomposition point search is accomplished on this surrogate surface instead of the true response function. Several numerical experiments are used to demonstrate theperformance of this new surrogate-assisted method.

電腦實驗最佳化問題中的替代曲面軌跡法 = Surrogate-Assisted Trajectory Based Methodology for Optimization Problems in Computer Experiments
陳, 怡如

電腦實驗最佳化問題中的替代曲面軌跡法 = Surrogate-Assisted Trajectory Based Methodology for Optimization Problems in Computer Experiments / 陳怡如撰 - [高雄市] : 撰者, 2009[民98]. - 57面 ; 圖、表 ; 30公分.
參考書目：面指導教授：陳瑞彬.
替代曲面Computer Experiments

電腦實驗最佳化問題中的替代曲面軌跡法 = Surrogate-Assisted Trajectory Based Methodology for Optimization Problems in Computer Experiments
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