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無導函數最佳化問題的自適搜尋區域法 = Adaptive Search ...

國立高雄大學應用數學系碩士班

無導函數最佳化問題的自適搜尋區域法 = Adaptive Search Regions in Derivative Free Optimization Problems

紀錄類型:	書目-語言資料,印刷品 : 單行本
並列題名:	Adaptive Search Regions in Derivative Free Optimization Problems
作者:	賴鍊奇,
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:	2008[民97]
面頁冊數:	50面圖，表 : 30公分;
標題:	自適搜尋區域法
標題:	Adaptive Search Regions Method
電子資源:	http://handle.ncl.edu.tw/11296/ndltd/61823949257839005724
附註:	指導教授：王偉仲
附註:	參考書目：面41-43
摘要註:	本論文研究之目標為找尋整個實驗區域所有可能的最佳點。此最佳化問題之研究包含了以下兩點限制。第一、實驗函數相當複雜且極難定義。第二、估計實驗函數之函數值所需計算成本非常高。針對解決此最佳化問題，我們發展出一套新的架構，稱為自適搜尋區域法。此方法利用縮小及移動搜尋區域以精確找出某個可能的最佳點，並且對於已搜尋過的區域再搜尋以自動找出多個可能的最佳點。文中也提出相關的收斂分析，並且展示各項數值結果。 This article attempts to find all local minima in an experimental region of interest. The optimization problems of interest are characterized as follows. First, the function is either complicated or defined implicitly. Second, the computational cost associated with simulating the function values is very high. We develop a new framework suited not only to accurate location of a given minimum, but also to finding multiple local minima automatically. In this aim, the algorithm first determines an approximate surrogate surface. Next, the algorithm shrinks the search region, refines the grids and then uses a specific form of retracing over the experimental region. The algorithm includes an asymptotic convergence analysis for each local minimum as well as a theoretical global dense searching to ensure that all local minima and the global minimum can be found. The numerical results produced by the algorithm are seen to perform well, even for oscillatory models and high-dimensional problems.

無導函數最佳化問題的自適搜尋區域法 = Adaptive Search Regions in Derivative Free Optimization Problems
賴, 鍊奇

無導函數最佳化問題的自適搜尋區域法 = Adaptive Search Regions in Derivative Free Optimization Problems / 賴鍊奇撰 - [高雄市] : 撰者, 2008[民97]. - 50面 ; 圖，表 ; 30公分.
指導教授：王偉仲參考書目：面41-43.
自適搜尋區域法Adaptive Search Regions Method

無導函數最佳化問題的自適搜尋區域法 = Adaptive Search Regions in Derivative Free Optimization Problems
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