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研究生: 林詩珊
Lin, Shih-shan
論文名稱: 數種解決全域最佳化的隨機演算法之計算複雜度分析
Computational Complexity for Various Types of Stochastic Algorithms for Global Optimization
指導教授: 許瑞麟
Sheu, Ruey-lin
學位類別: 碩士
Master
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: 2008
畢業學年度: 96
語文別: 英文
論文頁數: 46
中文關鍵詞: 非齊次卜松過程記錄值
外文關鍵詞: record values, nonhomogeneous Poisson processes, Pure Adaptive Search(PAS), Hesitant Adaptive Search(HAS), Pure Random Search(PRS)
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  • 本篇論文分析三種解決全域最佳化的隨機演算法,包括Pure Random
    Search(PRS),Pure Adaptive Search(PAS),與Hesitant Adaptive Search(HAS)。令y
    代表給定的目標值,另以N( y)代表演算法得到小於或等於y 值所需的計算次
    數,則我們要關切的是期望值E[N( y)],此期望值可作為演算法計算複雜度之度
    量指標。我們發現對於PRS,期望值E[N( y)]與p(y)成反比,其中p( y)是從可
    行域任選一點其值小於或等於y的機率。對於PAS,其計算次數平均值是PRS
    計算次數平均值取對數。而HAS的計算次數期望值是p(y)和b(y)的函數,其中
    b(y)是從可行域任選一點其值嚴格小於y的機率。若b(y)等於1,則PAS變成是
    HAS 的特例。

    This thesis analyzes three stochastic algorithms
    for global optimization on continuous domain, including the Pure Random Search (PRS), the
    Pure Adaptive Search(PAS), and the Hesitant Adaptive Search(HAS). Let $overline{y}$ denote the given target value, and $N(overline{y})$ the number of iterations to achieve
    a value less than or equal to $overline{y}$. We are concerned with the expectation
    $E[N(overline{y})]$, a kind of measure for the computational complexity of an algorithm.
    We found that for PRS, $E[N(overline{y})]$ is inversely proportional to
    $p(overline{y})$ where $p(overline{y})$ is the probability to select a point with its
    objective function value at most $overline{y}$. For PAS, $E[N(overline{y})]$ is the
    logarithm of that for PRS. For HAS, the expected number is a function of
    $p(overline{y})$ and $b(overline{y})$ where $b(y)$ is the probability of choosing a
    point with the objective function value strictly less than $y$. When $b(overline{y})$
    equals to one, the expected number coincides with that of PAS.

    1 Introduction 1 1.1 Overview of Sereval Stochastic Search Algorithms 1 1.2 Outline of the Thesis 5 2 Pure Random Search 8 2.1 Pure Random Search Algorithm 8 2.2 Computational Complexity of PRS with uniform sampling on Finite Discrete Domain 9 2.3 Computational Complexity of PRS on Continuous Domain12 3 Pure Adaptive Search 16 3.1 Pure Adaptive Search Algorithm 16 3.2 Computational Complexity of PAS on Continuous Domain17 3.3 Comparison of PRS and PAS 29 4 Hesitant Adaptive Search 30 4.1 Hesitant Adaptive Search Algorithm 30 4.2 Computational Complexity of HAS on Continuous Domain31 5 Conclusion 43 References 45

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