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研究生: 林仁彥
Lin, Jen-Yen
論文名稱: 連續型最小最大問題及分數問題—熵正則化及其延伸
Continuous Min-Max Problems and Fractional Programs--An Entropic Approach and Extensions
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: 2006
畢業學年度: 94
語文別: 英文
論文頁數: 81
中文關鍵詞: 最小最大問題最佳化比值和問題分數型規劃問題熵正則化
外文關鍵詞: Fractional Programs, Entropic Regularization, Sum-of-ratios Problems, Minimax Problems
相關次數: 點閱:110下載:6
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  •   在這個博士論文中,我們研究連續型最小最大問題的演算法並將這方法延伸到解決分數型態規劃問題。我們建構一個疊代的熵正則化演算法。這個方法把連續型最小最大問題分解一連串的有限型的最小最大問題,並且可以估計誤差。這個方法和 Dinkelbach-type 演算法結合被用來解決連續型的分數規劃問題。最後我們推廣 Dinkelbach-type 演算法去解決更一般化的分數型規劃問題。而最佳化比值和問題也可以被歸類到這種問題。每個演算法我們均作收斂性分析及數值驗證以顯示其正確性及有效性。

     In this dissertation, we study algorithms for solving continuous min-max problem with an extension to fractional programs. We propose an iterative entropic regularization method that reduces the continuous min-max problem into a sequence of finite min-max problems and also allows estimation for the error bounds. The method is then combined with the Dinkelbach-type algorithm to solve the continuous min-max fractional program. Finally, the Dinkelbach-type algorithm is extended to solve more general fractional programs including the difficult sum-of-ratio problem. All algorithms are equipped with convergence analysis as well as numerical examples to show the correctness and the robustness.

    1 Introduction------------------------------------------------------------------------------- 1 2 Preliminaries------------------------------------------------------------------------------11 2.1 KKT Condition------------------------------------------------------------------------------11 2.2 Entropy Regularization For Finite Minimax Problems-----------------------------------13 2.3 Fractional Program-------------------------------------------------------------------------15 3 Continuous Minimax Problem-----------------------------------------------------------------19 3.1 Iterative Entropy Regularization(IER) Method---------------------------------------------19 3.2 Continuous convex min-max problems with linear constraints------------------------22 3.3 Numerical Results--------------------------------------------------------------------------26 4 Continuous Fractional Programs-------------------------------------------------------------33 4.1 Introduction---------------------------------------------------------------------------------33 4.2 Properties of ${F(lambda )}$--------------------------------------------------------------35 4.3 Iterative Entropy Regularization Method combined with extension Dinkelbach-type algorithm--------------------------------------------------------------37 4.4 Limiting Behavior of MDER------------------------------------------------------------------42 4.5 Numerical Results----------------------------------------------------------------------------46 5 Isotonic Fractional Programming--------------------------------------------------------------51 5.1 Generic Dinkelbach-like Algorithm---------------------------------------------------------54 5.1.1 Generalized fractional program-----------------------------------------------------------59 5.1.2 Sum of Ratios problem--------------------------------------------------------------------65 5.2 Numerical Experiments----------------------------------------------------------------------67 6 Future Research--------------------------------------------------------------------------------73 Bibliography-------------------------------------------------------------------------------------75

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