簡易檢索 / 詳目顯示

研究生: 黃冠霖
Huang, Guan-Lin
論文名稱: 粒子群最佳化在受限最佳實驗設計的應用
Particle Swarm Optimization For Constrained Optimal Experimental Designs
指導教授: 陳瑞彬
Chen, Ray-Bing
李國榮
Lee, Kuo-Jung
學位類別: 碩士
Master
系所名稱: 管理學院 - 統計學系
Department of Statistics
論文出版年: 2026
畢業學年度: 114
語文別: 中文
論文頁數: 125
中文關鍵詞: 受限最佳化最適設計空間填充設計
外文關鍵詞: Constrained Optimization , Optimal Design, Space-filling Design
相關次數: 點閱:57下載:0
分享至:
查詢本校圖書館目錄 查詢臺灣博碩士論文知識加值系統 勘誤回報
  • 實驗設計旨在協助研究人員有效率地蒐集數據。在傳統的設定中,實驗區域通常被假設為超立方體;然而,在實際應用中,實驗區域往往會面臨各種限制條件。隨著這些限制條件變得日益複雜,實驗區域的形狀可能會隨之變得狹窄且不規則,進而大幅增加尋找最佳實驗設計的難度。為了克服這項挑戰,本研究將受限區域的最佳實驗設計搜尋問題,轉化為受限最佳化問題來處理。在求解過程中,本研究採用粒子群最佳化 (Particle Swarm Optimization, PSO) 類型的方法,並結合多種懲罰函數法,藉此在受限的區域內建構理想的實驗設計。此外,本文亦透過與最佳混合實驗及受限空間填充設計相關的數值實驗,來驗證所提方法的實際效能。最後,本研究進一步探討了一項空間填充設計中極具複雜性的實際應用案例,以作為綜合性的說明。

    Design of Experiments (DOE) assists researchers and engineers in collecting data efficiently while minimizing experimental costs. While experimental regions are typically assumed to be hypercubes, practical applications sometimes impose specific constraints on these regions. As these restrictions become increasingly complex, the experimental region can be narrow and irregular, complicating the identification of optimal experimental designs. To address this challenge, this study formulates the search for constrained optimal experimental designs as a constrained optimization problem. Specifically, the research employs Particle Swarm Optimization (PSO)-type techniques, capitalizing on their derivative-free nature and robust global search capabilities. These metaheuristic algorithms are systematically integrated with various penalty methods to construct experimental designs within the constrained regions. Numerical experiments involving optimal mixture experiments and constrained space-filling designs are utilized to evaluate the performance of the proposed methods. Finally, a complex real-world application in space-filling design is examined to illustrate the approach.

    中文摘要 I Abstract II 目錄 VI 表目錄 IX 圖目錄 XIV 第一章 緒論 1 第二章 設計準則 4 2-1. D-最適設計 4 2-1.1 統計模型 4 2-1.2 D-最適準則 4 2-2. 空間填充設計 5 2-2.1 maxpro 準則 5 第三章 研究方法 7 3-1. 懲罰法與目標函數 7 3-1.1 傳統懲罰法 7 3-1.2 Deb 原則 8 3-1.3 所提懲罰形式 8 3-2. 粒子群演算法 8 3-3. 量子粒子群演算法 10 3-4. 兩種 PSO 的差異 11 第四章 數值實驗與結果 14 4-1. D-最適設計 14 4-1.1 Incomplete Scheffe Models 15 4-1.2 Becker's and Kasatkin's Models 17 4-1.3 Linear Log Contrast Models 20 4-2. 空間填充設計 22 4-2.1 二維空間問題 23 4-2.2 高維空間問題 29 第五章 實例分析 33 5-1. 高階核廢料處理問題 33 5-1.1 問題背景 33 5-1.2 實驗限制 34 2-1.3 數值結果 35 5-2. 傳統懲罰法的參數效應 36 第六章 結論與討論 38 參考文獻 39 附錄 A:D-最適設計實驗配置 45 A-1. Incomplete Scheffe Models 45 A-2. Becker's and Kasatkin's Models 46 A-3. Linear Log Contrast Models 46 附錄 B:基準問題的限制式 47 附錄 C:空間填充設計實驗配置 56 C-1. MOT 最佳實驗配置 57 C-2. TTD 最佳實驗配置 59 C-3. G06 最佳實驗配置 61 C-4. G08 最佳實驗配置 63 C-5. G24 最佳實驗配置 65 C-6. GG1 最佳實驗配置 67 C-7. GG2 最佳實驗配置 69 C-8. GG3 最佳實驗配置 71 C-9. TSD 最佳實驗配置 73 C-10. IBD 最佳實驗配置 77 C-11. PVD 最佳實驗配置 80 C-12. WBD 最佳實驗配置 84 C-13. G04 最佳實驗配置 87 C-14. G09 最佳實驗配置 91 C-15. SRD 最佳實驗配置 95 C-16. G10 最佳實驗配置 99 C-17. G07 最佳實驗配置 100 C-18. G01 最佳實驗配置 104 附錄 D:globpso 設定說明 108 D-1. PSO 參數設定 108 D-2. QPSO 參數設定 108

    J. Aitchison and J. Bacon-Shone. Log contrast models for experiments with mixtures. Biometrika, 71(2):323–330, 1984. ISSN 00063444. URL https://doi.org/10.2307/2336249.
    A. C. Atkinson and A. N. Donev. The construction of exact d-optimum experimental designs with application to blocking response surface designs. Biometrika, 76(3):515–526, 1989. ISSN 00063444. URL https://doi.org/10.2307/2336117.
    N. G. Becker. Models for the response of a mixture. Journal of the Royal Statistical Society. Series B (Methodological), 30(2):349–358, 1968. ISSN 00359246. URL https://doi.org/10.1111/j.2517-6161.1968.tb00735.x.
    N. G. Becker. Models and designs for experiments with mixtures. Australian Journal of Statistics, 20(3):195–208, 1978. doi: https://doi.org/10.1111/j.1467-842X.1978.tb01102.x. URL https://onlinelibrary.wiley.com/doi/abs/10.1111/j.1467-842X.1978.tb01102.x.
    P.-Y. Chen. globpso: Swarm Intelligence Optimization, 2025. URL https://github.com/pingyangchen/globpso. R package version 1.3.0.
    L. Choisnard, A. Géze, M. Bigan, J.-L. Putaux, and D. Wouessidjewe. Efficient size control of amphiphilic cyclodextrin nanoparticles through a statistical mixture design methodology. Journal of pharmacy & pharmaceutical sciences : a publication of the Canadian Society for Pharmaceutical Sciences, Societe canadienne des sciences pharmaceutiques, 8 3:593–601, 2005.
    M. Clerc and J. Kennedy. The particle swarm - explosion, stability, and convergence in a multidimensional complex space. IEEE Transactions on Evolutionary Computation, 6(1): 58–73, 2002. doi: 10.1109/4235.985692.
    R. D. Cook and C. J. Nachtsheim. A comparison of algorithms for constructing exact doptimal designs. Technometrics, 22(3):315–324, 1980. ISSN 00401706. URL https://doi.org/10.2307/1268315.
    R. Courant. Variational methods for the solution of problems of equilibrium and vibrations. Bulletin of the American Mathematical Society, 49:1–23, 1943. URL https://doi.org/10.1090/S0002-9904-1943-07818-4.
    K. Deb. An efficient constraint handling method for genetic algorithms. Computer Methods in Applied Mechanics and Engineering, 186(2–4):311–338, June 2000. ISSN 0045-7825. doi: 10.1016/s0045-7825(99)00389-8. URL http://dx.doi.org/10.1016/S0045-7825(99)00389-8.
    R. C. Eberhart and J. Kennedy. A new optimizer using particle swarm theory. MHS’95. Proceedings of the Sixth International Symposium on Micro Machine and Human Science, pages 39–43, 1995. URL https://doi.org/10.1109/MHS.1995.494215.
    Y. El-Malah, S. Nazzal, and N. M. Khanfar. D-optimal mixture design: Optimization of ternary matrix blends for controlled zero-order drug release from oral dosage forms. Drug Development and Industrial Pharmacy, 32:1207 – 1218, 2006. URL https://doi.org/10.1080/03639040600685167.
    K.-T. Fang, D. K. J. Lin, P. Winker, and Y. Zhang. Uniform design: Theory and application. Technometrics, 42(3):237–248, 2000. ISSN 00401706. URL https://doi.org/10.2307/1271079.
    V. Fedorov, W. J. Studden, and E. M. Klimko. Theory of optimal experiments. Biometrika, 59:697, 1972.
    S. Furlanetto, M. Cirri, G. F. Piepel, N. Mennini, and P. A. Mura. Mixture experiment methods in the development and optimization of microemulsion formulations. Journal of pharmaceutical and biomedical analysis, 55 4:610–7, 2011. URL https://doi.org/10.1016/j.jpba.2011.01.008.
    Z.-L. Gaing. Particle swarm optimization to solving the economic dispatch considering the generator constraints. IEEE Transactions on Power Systems, 18(3):1187–1195, 2003. doi: 10.1109/TPWRS.2003.814889.
    C. Huang, V. Roshan, J. H. Milton, and D. Ray. Constrained minimum energy designs. Statistics and Computing, 31, 2021. URL https://doi.org/10.1007/s11222-021-10054-2.
    R. Jin, W. Chen, and A. Sudjianto. An efficient algorithm for constructing optimal design of computer experiments. In Design Automation Conference, 2005. URL https://doi.org/10.1115/DETC2003%2FDAC-48760.
    M. E. Johnson, L. M. Moore, and D. Ylvisaker. Minimax and maximin distance designs. Journal of Statistical Planning and Inference, 26:131–148, 1990. URL https://doi.org/10.1016/0378-3758(90)90122-B.
    V. R. Joseph. Space-filling designs for computer experiments: A review. Quality Engineer-ing, 28(1):28–35, Jan. 2016. ISSN 1532-4222. doi: 10.1080/08982112.2015.1100447. URL http://dx.doi.org/10.1080/08982112.2015.1100447.
    V. R. Joseph, E. Gul, and S. Ba. Maximum projection designs for computer experiments. Biometrika, 102:371–380, 2015. URL https://doi.org/10.1093/biomet/asv002.
    O. G. Kasatkin. On the construction of D-optimal design on a simplex. In Application of Mathematical Methods for Multi-component Systems Investigation, pages 43–51. Metallurgia, Moscow, 1974. (In Russian).
    J. Kiefer. Optimum experimental designs. Journal of the Royal Statistical Society. Series B (Methodological), 21(2):272–319, 1959. ISSN 00359246. URL http://www.jstor.org/stable/2983802.
    J. Kiefer. General equivalence theory for optimum designs (approximate theory). The Annals of Statistics, 2(5):849–879, 1974. ISSN 00905364, 21688966. URL https://doi.org/10.1214/aos/1176342810.
    D. N. Kumar and M. J. Reddy. Multipurpose reservoir operation using particle swarm optimization. Journal of Water Resources Planning and Management, 133:192–201, 2007. URL https://doi.org/10.1061/%28ASCE%290733-9496%282007%29133%3A3%28192%29.
    S. Mak, C.-L. Sung, X. Wang, S.-T. Yeh, Y.-H. Chang, V. R. Joseph, V. Yang, and C. F. J. Wu. An efficient surrogate model for emulation and physics extraction of large eddy simulations. Journal of the American Statistical Association, 113(524):1443–1456, June 2018. ISSN 1537-274X. doi: 10.1080/01621459.2017.1409123. URL http://dx.doi.org/10.1080/01621459.2017.1409123.
    M. D. McKay, R. J. Beckman, and W. J. Conover. A comparison of three methods for selecting values of input variables in the analysis of output from a computer code. Technometrics, 21(2):239–245, 1979. ISSN 00401706. URL https://doi.org/10.2307/1268522.
    R. K. Meyer and C. J. Nachtsheim. The coordinate-exchange algorithm for constructing exact optimal experimental designs. Technometrics, 37(1):60–69, 1995. ISSN 00401706. URL https://doi.org/10.2307/1269153.
    Z. Michalewicz. Genetic algorithms, numerical optimization, and constraints. In L. J. Eshelman, editor, Proceedings of the 6th International Conference on Genetic Algorithms, Pittsburgh, PA, USA, July 15-19, 1995, pages 151–158. Morgan Kaufmann, 1995.
    Z. Michalewicz and M. Schoenauer. Evolutionary algorithms for constrained parameter optimization problems. Evolutionary Computation, 4:1–32, 1996. URL https://doi.org/10.1162/evco.1996.4.1.1.
    M. D. Morris and T. J. Mitchell. Exploratory designs for computational experiments. Journal of Statistical Planning and Inference, 43:381–402, 1995. URL https://doi.org/10.1016/0378-3758(94)00035-T.
    A. B. Owen. Orthogonal arrays for computer experiments, integration and visualization. Statistica Sinica, 2(2):439–452, 1992.
    A. Pázman. Foundations of optimum experimental design. (No Title), 1986.
    G. F. Piepel, B. A. Stanfill, S. K. Cooley, B. A. Jones, J. O. Kroll, and J. D. Vienna. Developing a space-filling mixture experiment design when the components are subject to linear and nonlinear constraints. Quality Engineering, 31:463 – 472, 2019. URL https://doi.org/10.1080/08982112.2018.1517887.
    J. Robinson and Y. Rahmat-Samii. Particle swarm optimization in electromagnetics. IEEE Transactions on Antennas and Propagation, 52(2):397–407, 2004. doi: 10.1109/TAP.2004.823969.
    H. Scheffé. Experiments with mixtures. Journal of the Royal Statistical Society. Series B (Methodological), 20(2):344–360, 1958. ISSN 00359246. URL https://doi.org/10.1111/j.2517-6161.1958.tb00299.x.
    J. Sun, B. Feng, and W. Xu. Particle swarm optimization with particles having quantum behavior. Proceedings of the 2004 Congress on Evolutionary Computation (IEEE Cat. No.04TH8753), 1:325–331 Vol.1, 2004. URL https://doi.org/10.1109/CEC.2004.1330875.
    J. Sun, W. Fang, X. Wu, V. Palade, and W. Xu. Quantum-behaved particle swarm optimization: Analysis of individual particle behavior and parameter selection. Evolutionary Computation, 20(3):349–393, 2012. doi: 10.1162/EVCO_a_00049.
    B. Tang. Orthogonal array-based latin hypercubes. Journal of the American Statistical Association, 88(424):1392–1397, 1993. ISSN 01621459, 1537274X. URL https://doi.org/10.2307/2291282.
    W. K. Wong, R. Chen, C.-C. Huang, and W. Wang. A modified particle swarm optimization technique for finding optimal designs for mixture models. PLoS ONE, 10, 2015. URL https://doi.org/10.1371/journal.pone.0124720.

    下載圖示
    校外:立即公開
    QR CODE