| 研究生: |
陳慧如 Chen, Hui-Ju |
|---|---|
| 論文名稱: |
廣義型分數規劃通用演算法之收斂性質分析 Convergence Analysis on Generic Algorithm for Solving Generalized Fractional Programming |
| 指導教授: |
許瑞麟
Sheu, Ruey-Lin |
| 學位類別: |
博士 Doctor |
| 系所名稱: |
理學院 - 數學系應用數學碩博士班 Department of Mathematics |
| 論文出版年: | 2010 |
| 畢業學年度: | 98 |
| 語文別: | 英文 |
| 論文頁數: | 95 |
| 中文關鍵詞: | 廣義型分數規劃 、Dinkelbach型演算法 、凸分析 、收斂性分析 、收斂速度 |
| 外文關鍵詞: | Generalized Fractional Programming, Dinkelbach-type Algorithm, Convex Analysis, Convergence Analysis, Rate of Convergence |
| 相關次數: | 點閱:113 下載:1 |
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在此篇論文中,我們提出求解廣義型分數規劃之通用演算法。典型的Dinkelbach型演算法,例如原Dinkelbach型演算法、``對偶"演算法及區間型演算法,使用特定的疊代參數,且經由複雜的分析而證得收斂性。我們設計的通用演算法在構造上既自然又簡單,算是傳統區間型演算法之強化版本。它不僅可以將所有的典型Dinkelbach型演算法一致化處理,也提供更強的收斂結果;而且收歛速度分析是藉由幾何上之觀察及凸函數之基本性質得來。如此一來,以往的結果因新的見解而更加有力。
In this dissertation, we propose a generic algorithm for solving generalized fractional programming. Classical Dinkelbach-type algorithms such as the original Dinkelbach-type algorithm, the ``dual" algorithm and the interval-type algorithm selected specific iterate parameters and proved the convergence with complicate analysis. Our generic algorithm is a natural and simple refinement of the interval-type algorithm. It not only unifies existing
versions of classical Dinkelbach-type algorithms, but gives a stronger convergence result and convergence rate analysis by way of geometric observations and fundamental properties of convex functions. As a result, the classical results are strengthened with new insights.
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