研究生: |
林嘉瑜 Lin, Chia-Yu |
---|---|
論文名稱: |
反應曲面法之改良研究-權重平滑搜尋方向與實驗區域改變規則之探討 |
指導教授: |
李賢得
Lee, Shine-Der |
學位類別: |
碩士 Master |
系所名稱: |
管理學院 - 工業管理科學系 Department of Industrial Management Science |
論文出版年: | 2002 |
畢業學年度: | 90 |
語文別: | 中文 |
論文頁數: | 89 |
中文關鍵詞: | 權重平滑法 、非線性搜尋法 、反應曲面法 、最陡下降法 |
相關次數: | 點閱:83 下載:1 |
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古典反應曲面法是用於解決未知反應函數曲面之最佳化問題,利用一階線性模式與二階數學模式,企圖求得影響最適反應曲面之獨立變數值,在古典反應曲面法之一階線性搜尋中,所採之最陡下降法,存在著鋸齒前進與收斂慢的缺點,可能增加實驗時間與成本;在二階求解方面,配適二階模式後即結束,並未企圖反覆進行二階模式的配適;在雜音方面,雜音(noise)將影響一階模式的配適,易造成一階搜尋方向的偏誤,若無法有效處理,將難以決定最佳搜尋方向,雜音亦對於二階求解最佳解造成影響,導致無法求得最佳解;實驗區域(design size)設計方面,一般以經驗或主觀決定實驗區域的大小,然實驗區域均會影響一階與二階模式的配適效果,亦值得深入探討。
本篇論文針對古典反應曲面法中,其一階模式之搜尋方面,利用指數平滑法觀念提出一個權重平滑法(Weighted Smoothing Method),使搜尋方向具記憶性,並考量雜音因素,以降低雜音對於搜尋方向的影響,進而探討實驗區域對搜尋效果與模式配適的影響,以設計一個實驗區域之改變規則,使其在雜音影響下,運用實驗區域的改變降低模式對雜音的敏感度,並討論其在一階線性搜尋與二階求解過程之使用時機。
本研究提出一個改良式反應曲面法,發展新一階搜尋方法,使其在雜音變異程度不一之影響下,具有良好估計方向的能力,進而依據配適統計資料與雜音影響程度,提供一個實驗區域改變的參考規則與使用時機。本研究改善古典反應曲面法的搜尋效率與求解品質,並進行演算實驗,以文獻上的數據來驗証效率與品質,並與其它改良之相關方法作比較,由演算實驗分析結果得知,在相近之搜尋效率下,改良方法一般可搜尋到較佳的求解品質,但搜尋效率則無顯著改善,若在相近之求解品質下,改良方法方可具較快的搜尋效率。整體而言,無論雜音影響大小,改良方法均較文獻上之平均方向策略與古典方法為優。
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