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研究生: 黃建遠
Huang, Chien-Yuan
論文名稱: 以梯度法求解二位元整數規劃
Gradient Methods for Binary Integer Programming
指導教授: 王大中
Wang, Ta-Chung
學位類別: 碩士
Master
系所名稱: 工學院 - 民航研究所
Institute of Civil Aviation
論文出版年: 2012
畢業學年度: 100
語文別: 英文
論文頁數: 80
中文關鍵詞: 整數規劃梯度法拉格朗日對偶問題
外文關鍵詞: Integer Programming, Gradient Methods, Lagrange Dual Problems
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  • 整數規劃是一種常見的數學規劃問題,其決策變數一般用來表示不可分割性或是/否的決策。而整數規劃問題一般也可以被詮釋成一種離散的最佳化問題,其可應用的領域很廣泛,如: 路線決策、飛機機隊規劃、飛機或飛航組員排班問題。然而因為整數規劃問題本身具有組合的特性,因此求解整數規劃問題會比求解線性規劃問題還要困難,此外,許多現實生活中的整數規劃問題規模都非常龐大,使得求解此一問題需要耗費非常多的時間。
    本研究提出以梯度法求解二位元整數規劃問題,並能使大型問題得以快速求解。此演算法分為兩階段,於第一階段放鬆原始的二位元整數限制式,利用線性規劃法求得一個可行解;於第二階段,對二位元整數限制式做修正,並引入拉格朗日乘數 (Lagrange multipliers),將原始問題轉化成拉格朗日對偶 (Lagrange dual)形式,接著利用梯度演算法快速求解得到最佳解或是近似最佳解。本研究應用此演算法求解不同規模的二位元整數規劃問題,並驗證此法其快速求解的效率,並探討縮短求解計算時間及如何更進一步提升第二階段中,梯度演算法的求解效率。

    Integer Programming (IP) is a common problem class where decision variables represent indivisibility or yes/no decisions. IP can also be interpreted as discrete optimizations which are extensively used in the areas of routing decisions, fleet assignment, and aircraft/aircrew scheduling. Solving IP models is much harder than solving Linear Programming (LP) models because of their intrinsically combinatorial nature. In addition, many “real-world” problems have a huge problem size that makes solving the related IP-based model time-consuming.
    This thesis proposes a gradient method for binary IP that enable large problems to be solved in a short amount of time. The algorithm is partitioned into two phases. In phase 1 of the algorithm, integrality constraints are first relaxed and the original problem is solved by the LP algorithm. In phase 2, all integrality constraints are modified again and added back. The Lagrange multipliers are then introduced to form a Lagrange dual problem. We then use the gradient method to quickly search for the optimal or nearly optimal solution. After developing the algorithm, we apply this approach to various kinds of binary IP problems, and demonstrate that the proposed algorithm has an efficient performance. In addition, discussions about the reduction in computation time and how to improve the performance in the phase 2 are also shown in this thesis.

    ABSTRACT I 摘要 III 致謝 V CONTENTS VI LIST OF TABLES VIII LIST OF FIGURES IX Chapter 1 Introduction 1 1.1 Motivation and Research Objective 1 1.2 Outline of This Research 4 Chapter 2 Integer Programming 6 2.1 Linear Programming 7 2.2 The Basic Concept of Integer Programming 12 2.3 Computational Bottlenecks 16 2.4 Other Methods for Solving Integer Programming 19 2.4.1 The Cutting-Plane Method 20 2.4.2 The Lagrangian Relaxation Method 22 2.4.3 Heuristic methods 25 Chapter 3 Lagrange Duality and Unconstrained Optimization 28 3.1 The Lagrange Dual Problem 28 3.2 Unconstrained Optimization 37 3.3 Gradient Methods 41 3.3.1 A Simple Gradient Method 42 3.3.2 A Conjugate Gradient Method 47 Chapter 4 Gradient Methods for Binary Integer Programming 50 4.1 Algorithm 52 4.2 Experimental Results 56 4.2.1 Experimental Design 57 4.2.2 Computational Results 63 Chapter 5 Conclusions 74 References 76 Curriculum Vitae 80

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