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  1. NTU Theses and Dissertations Repository
  2. 理學院
  3. 數學系
請用此 Handle URI 來引用此文件: http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/35062
完整後設資料紀錄
DC 欄位值語言
dc.contributor.advisor王偉仲
dc.contributor.authorYen-Wen Hsuen
dc.contributor.author許彥文zh_TW
dc.date.accessioned2021-06-13T06:39:58Z-
dc.date.available2012-01-01
dc.date.copyright2011-08-02
dc.date.issued2011
dc.date.submitted2011-07-25
dc.identifier.citation[1] FANG Kai-Tai, MA Chang-Xing, and WINKER Peter. Centered l 2 −discrepancy of
random sampling and latin hypercube design, and construction of uniform designs,
2002. Anglais.
[2] Kai-Tai Fang, Xuan Lu, and Peter Winker. Lower bounds for centered and wrap-
around l2-discrepancies and construction of uniform designs by threshold accepting.
Journal of Complexity, 19(5):692--711, 2003.
[3] Changxing Ma and Kai-Tai Fang. A new approach to construction of nearly uniform
designs. International Journal of Materials and Product Technology, 20:115 -- 126,
2004.
[4] Ruichen Jin, Wei Chen, and Agus Sudjianto. An efficient algorithm for construct-
ing optimal design of computer experiments. Journal of Statistical Planning and
Inference, 134(1):268--287, 2005.
[5] M. Liefvendahl and R. Stocki. A study on algorithms for optimization of latin hy-
percubes. Journal of Statistical Planning and Inference, 136(9):3231--3247, 2006.
[6] E. R. van Dam, B. Husslage, D. den Hertog, and H. Melissen. Maximin latin hyper-
cube designs in two dimensions. Operations Research, 55:158--169, 2007.
[7] A. Grosso, A. R. M. J. U. Jamali, and M. Locatelli. Finding maximin latin hyper-
cube designs by iterated local search heuristics. European Journal of Operational
Research, 197(2):541--547, 2009.
[8] Peter Z. G. Qian. Nested latin hypercube designs. Biometrika, 2009.
[9] P. Z. G. Qian, M. Ai, and C. F. J. Wu. Construction of nested space-filling designs.
ArXiv e-prints, September 2009.
[10] G. Rennen, B.G.M. Husslage, E.R. van Dam, and D. den Hertog. Nested maximin
latin hypercube designs. CentER Discussion Paper Series, 2009-06, 2009.
[11] STINSTRA Erwin, DEN HERTOG Dick, STEHOUWER Peter, and VESTJENS
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[12] Jian-Hui Ning, Yong-Dao Zhou, and Kai-Tai Fang. Discrepancy for uniform design
of experiments with mixtures. Journal of Statistical Planning and Inference, 141(4):
1487--1496, 2011.
[13] S. C. Chuang and Y. C. Hung. Uniform design over general input domains with
applications to target region estimation in computer experiments. Computational
Statistics & Data Analysis, 54(1):219--232, 2010.
[14] Ying Hung, Yasuo Amemiya, and Chien-Fu Jeff Wu. Probability-based latin hyper-
cube designs for slid-rectangular regions. Biometrika, 97(4):961 -- 968, 2010.
[15] Dennis K. J. Lin Kai-Tai Fang. The uniform design: application of number-theoretic
methods in experimental design. Acta Mathematical Application Sinica, 3:363--372,
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[16] M. E. Johnson, L. M. Moore, and D. Ylvisaker. Minimax and maximin distance
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[17] Kai-Tai Fang, Dennis K. J. Lin, Peter Winker, and Yong Zhang. Uniform design:
Theory and application. Technometrics, 42(3):237--248, 2000.
[18] Felipe A C Viana, Gerhard Venter, and Vladimir Balabanov. An algorithm for fast
optimal latin hypercube design of experiments. International Journal for Numerical
Methods in Engineering, 82:135--156, 2010.
[19] Gunter Dueck and Tobias Scheuer. Threshold accepting: A general purpose opti-
mization algorithm appearing superior to simulated annealing. Journal of Computa-
tional Physics, 90(1):161 -- 175, 1990.
[20] D. K. J. Lin, C. Sharpe, and P. Winker. Optimized u-type designs on flexible regions.
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[21] DRAPER N. R. and GUTTMAN I. Responses surface designs in flexible regions,
1986. Anglais.
[22] J. Kennedy and R. Eberhart. Particle swarm optimization. In Neural Networks, 1995.
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[23] Ioan Cristian Trelea. The particle swarm optimization algorithm: convergence analy-
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American Statistical Association, 106(493):213--219, March 2011.
dc.identifier.urihttp://tdr.lib.ntu.edu.tw/jspui/handle/123456789/35062-
dc.description.abstract在實驗設計中,時常會觀察到有不規則形狀的實驗區域。在以 Central Composite Discrepancy 為實驗均勻性的衡量指標之下,我們提
出 Discrete Particle Swarm Optimization (DPSO) 最佳化演算法在一般性的實驗區域上找尋最佳化實驗設計。實驗數據顯示此演算法能比現有文獻中的最佳化演算法更有效率地找尋最佳實驗設計。為處理高維度的 Central Composite Discrepancy 龐大計算量,我們利用圖形處理器做運算上的加速而能夠在合理的時間內尋找的不錯的均勻實驗設計。
zh_TW
dc.description.abstractIn experiment designs, irregular shapes of experimental regions are often observed. Using a recently proposed discrepancy measurement Central Composite Discrepancy as uniformity criterion, we propose a Discrete Particle Swarm Optimization algorithm for optimizing experimental designs on the general input domains. Numerical results show evidences that the new proposed algorithm is superior to other optimization algorithm in established literature. For the high computation cost of computing Central Composite Discrepancy on higher dimensions, using Graphic Processing Unit for acceleration enable us to find uniform design on higher dimensions in reasonable time.en
dc.description.provenanceMade available in DSpace on 2021-06-13T06:39:58Z (GMT). No. of bitstreams: 1
ntu-100-R98221031-1.pdf: 13932279 bytes, checksum: 95d745b18fc3d4f202f4143f34bae6be (MD5)
Previous issue date: 2011
en
dc.description.tableofcontentsTable of Contents i
List of Algorithms iv
List of Tables v
List of Figures vii
摘要 viii
Abstract ix
1 Introduction 1
2 Problem Formulation 3
2.1 Uniform Design . . . . . . . . . . . . . . . . . . . . . . . 3
2.2 Uniformity Criterion on General Input Domain . . . . . . . 3
2.2.1 Central Composite Discrepancy . . . . . . . . . . . 3
2.2.2 Criterion Properties . . . . . . . . . . . . . . . . . 4
2.2.3 Approximation . . . . . . . . . . . . . . . . . . . 9
2.2.4 Optimization Goal . . . . . . . . . . . . . . . . . . 12
3 Review of Optimization Algorithms 13
i3.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . 13
3.2 Threshold Accepting . . . . . . . . . . . . . . . . . . . . . 13
3.3 Particle Swarm Optimization . . . . . . . . . . . . . . . . 15
4 Proposed New Optimization Algorithm 20
4.1 Discrete Particle Swarm Optimization . . . . . . . . . . . . 20
4.2 Discussion . . . . . . . . . . . . . . . . . . . . . . . . . . 23
5 Acceleration of CCD Function Evaluation by Paralleling Com-
puting via Graphic Processing Unit 25
5.1 Introduction to Graphic Processing Unit . . . . . . . . . . . 25
5.2 Parallel Acceleration Scheme for Computing CCD . . . . . 26
5.3 Other Code Optimizations for Graphic Processing Unit . . . 27
5.4 Time Comparison . . . . . . . . . . . . . . . . . . . . . . 28
6 Numerical Result 30
6.1 Flexible Region . . . . . . . . . . . . . . . . . . . . . . . 30
6.2 Comparison of Threshold Accepting and Discrete Particle
Swarm Optimization Algorithm on Flexible Regions of Di-
mension 2 and 3 . . . . . . . . . . . . . . . . . . . . . . . 32
6.3 Uniform Design on Flexible Regions of Dimension 4 and 5
generated by Discrete Particle Swarm Optimization Algorithm 36
7 Real Application 38
8 Conclusion 41
Appendix 42Computation Detail of CCD p . . . . . . . . . . . . . . . . . . . 42
Bibliography 44
dc.language.isoen
dc.subject平行計算zh_TW
dc.subject均勻實驗設計zh_TW
dc.subject離散粒子群優化演算法zh_TW
dc.subject最佳化問題zh_TW
dc.subject圖形顯示器zh_TW
dc.subjectParal- lel Computingen
dc.subjectUniform Experiment Designen
dc.subjectDiscrete Particle Swarm Optimizationen
dc.subjectOptimization Problemen
dc.subjectGraphic Processing Uniten
dc.title高維度不規則區域最佳均勻實驗設計的快速算法zh_TW
dc.titleEfficient Optimization Algorithm of Uniform Experiment
Design on High Dimension Irregular Region
en
dc.typeThesis
dc.date.schoolyear99-2
dc.description.degree碩士
dc.contributor.coadvisor陳瑞彬
dc.contributor.oralexamcommittee洪英超
dc.subject.keyword均勻實驗設計,離散粒子群優化演算法,最佳化問題,圖形顯示器,平行計算,zh_TW
dc.subject.keywordUniform Experiment Design,Discrete Particle Swarm Optimization,Optimization Problem,Graphic Processing Unit,Paral- lel Computing,en
dc.relation.page47
dc.rights.note有償授權
dc.date.accepted2011-07-25
dc.contributor.author-college理學院zh_TW
dc.contributor.author-dept數學研究所zh_TW
顯示於系所單位:數學系

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