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http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/23404
標題: | 代理輔助最佳化的動態精度控制法 Dynamic Precision Control in Surrogate Assisted Optimization |
作者: | Hua-Wen Luo 羅華文 |
指導教授: | 王偉仲 |
關鍵字: | 動態精度控制,最佳化問題,代理曲面,均勻設計,收斂分析, dynamic precision control,optimization,surrogate,response surfaces,uniform design, |
出版年 : | 2011 |
學位: | 碩士 |
摘要: | In many optimization problems, the number of function evaluations is severely limited by time or cost. These problems pose a special challenge to the field of global optimization, since existing methods often require more function evaluations than can be comfortably afforded. One way to address this challenge is to t response surfaces or surrogate surface to data collected
by evaluating the objective and constraint functions at a few points. These surfaces can then be used for visualization, trade o analysis, and optimization. We then show how these approximating functions can be used to construct an efficient global optimization algorithm with a credible stopping rule. The key to using response surfaces for global optimization lies in balancing the need to exploit the approximating surface (by sampling where it is minimized) with the need to improve the approximation (by sampling where prediction error may be high). Striking this balance requires solving certain auxiliary problems which have previously been considered intractable, but we show how these computational obstacles can be overcome. |
URI: | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/23404 |
全文授權: | 未授權 |
顯示於系所單位: | 數學系 |
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ntu-100-1.pdf 目前未授權公開取用 | 6.23 MB | Adobe PDF |
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