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研究生: 陳威志
Chen, Wei-Chih
論文名稱: 組合最佳化問題之平行混合搜尋法
Parallel Hybrid Search Algorithms for Combinatorial Optimization Problems
指導教授: 洪一峯
Hung, Yi-Feng
口試委員: 洪一峯
Hung, Yi-Feng
王小璠
Wang, Hsiao-Fan
陳建良
Chen, James C.
許錫美
Hsu, Hsi-Mei
徐旭昇
Chyu, Chiuh-Cheng
學位類別: 博士
Doctor
系所名稱: 工學院 - 工業工程與工程管理學系
Department of Industrial Engineering and Engineering Management
論文出版年: 2012
畢業學年度: 100
語文別: 中文
論文頁數: 76
中文關鍵詞: 組合最佳化問題啟發式搜尋法分支界線法塔布搜尋法模擬退火法平行演算法混合式演算法供應鏈設計
外文關鍵詞: combinatorial optimization problem, heuristic search, branch-and-bound, tabu search, simulated annealing, parallel algorithm, hybrid algorithm, supply chain design
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  • 組合最佳化問題為為工業工程相關研究中一個重要的領域。此類問題通常為NP-hard問題,無法於可接受時間內求得最佳解。因此使用適當的啟發式搜尋法於有限時間內求得一個可接受之解為實務運用上最有效的方法。但就算使用啟發式搜尋法求解,當問題大小擴展至實務規模時,於有限的時間內求得高品質的解仍是一大挑戰,另如何於求解過程即時評估求解品質亦需克服。這些挑戰驅使搜尋法之設計趨向平行化提高運算效能與混合化結合不同方法特點的方向發展。
    本研究首先探討傳統啟發式搜尋技術於實務上面臨之組合最佳化問題求解及應用,並以ㄧ個供應鏈設計最佳化問題,嘗試以傳統之啟發式搜尋技術求解對應之數學規劃模式,並由結果中探討傳統啟發式搜尋法應用之效益與限制。本研究接下來嘗試以平行化與混合化的概念改進傳統搜尋方法,運用合作式搜尋之概念,發展結合精確解法與啟發式搜尋法2種不同求解技術特點之平行混合搜尋法,以滿足計算初期快速改善、可評估求解品質,具備一般化之演算結構等實務運用時的需求。本研究以精確解法中的分支界限法與啟發式搜尋法中常用之塔布搜尋法為結合標的,以合作式搜尋架構,平行執行的方式結合二種不同搜尋法之優點,並運用於求解銷售員旅行問題以分析其整合架構之特性。結果顯示此平行混合化搜尋法可以達成結合二種不同結構搜尋法特點之預期目的,並因關鍵資訊的分享與交換,獲得比傳統同質平行化搜尋法更好的效能,且具備良好的線性加速性,可藉由增加從動節點的數量,來縮短運算的時間。


    Obtaining optimal solutions of combinatorial optimization problems is computationally intractable. These problems are known as NP-hard and cannot be solved optimally within a reasonable amount of time. Satisfying with good solution obtained by heuristic search methods within an acceptable execution time is the efficient way in practice. Even using heuristic search, obtaining a good quality solution within a reasonable computing time for large scale and evaluating the quality of the obtained solutions have still difficulties. The hybridization and parallelism of heuristics search offer the possibility for enhancing the efficiency of the search.
    In first place, a case study of heuristic search techniques for solving a real-world combinatorial optimization problem is discussed in this study. Two straightforward and efficient approaches based on simulated annealing and tabu search are implemented to solve the integer nonlinear programming model which proposed in the case study. In second place, we aim the hybridization of different methods by parallel computing. We present a parallel hybrid heuristic search that combines branch-and-bound method and tabu search algorithm by cooperative multi-search scheme to integrate the benefits of exact methods and metaheuristics. These two algorithms perform searches in parallel and cooperate by asynchronously exchanging information. We use a master-slave model to reduce the complexity of communication and enhance the performance of data exchange. A branch-and-bound process is used as the master process to control the exchange of information and the termination of computation. Several tabu search processes are executed simultaneously as the slave processes, and are cooperative by asynchronously exchanging information of the best solutions found and new initial solutions with the master process of branch-and-bound. According to the computation experiments of solving traveling salesman problems, the proposed heterogeneous parallel search algorithm outperforms a conventional parallel branch-and-bound method and a conventional parallel tabu search. The results also show the proposed heterogeneous parallel search algorithm achieves linear accelerations when we use more processors to accelerate searching time.

    第一章 緒論 1 1.1 研究背景 1 1.2 研究動機與目的 2 1.3 研究架構及大綱 6 第二章 啟發式搜尋法及其平行化與混合化技術之發展 7 2.1 求解組合最佳化問題常用搜尋技術之概念簡介 7 2.1.1 分支界限法 7 2.1.2 塔布搜尋法 9 2.1.3 模擬退火法 11 2.2 搜尋法平行化技術之發展與應用 12 2.2.1 平行運算概念與運算環境簡介 12 2.2.2 搜尋法平行化策略之分類與應用 16 2.3 搜尋法混合化技術之概念與應用 20 2.3.1 混合式搜尋法之概念 20 2.3.2 混合式搜尋法分類與探討 21 第三章 應用啟發式搜尋法求解組合最佳化問題之案例研究 25 3.1 背景說明 25 3.2 問題敘述與假設 27 3.3 使用符號定義與數學模式建構 29 3.4 模擬退火法及塔布搜尋法求解程序 33 3.4.1 模擬退火法演算程序 33 3.4.2 塔布搜尋法演算程序 37 3.5 結果分析與探討 38 3.5.1 實驗參數設定 39 3.5.2 分析結果 40 3.6 小結 43 第四章 以合作式搜尋策略結合精確解法與啟發式搜尋法 45 4.1 一般化模型 45 4.2 結合最佳優先分支界限法與塔布搜尋法之平行混合搜尋法 47 4.2.1 概念說明與運行架構 47 4.2.2 最佳優先分支界限法與塔布搜尋法於平行混合搜尋法中扮演之角色 49 4.2.3 訊息分享與溝通機制 50 4.2.4 演算步驟說明 51 4.3小結 54 第五章 求解銷售員旅行問題之效能分析與探討 56 5.1 銷售員旅行問題 56 5.2 演算法內部功能單元之組態設計 57 5.2.1 主控程序(最佳優先分支界限法)組態設計 57 5.2.2 從動程序(塔布搜尋法)組態設計 58 5.2.3 停止條件之判斷與設定 59 5.3 求解績效衡量指標設定與實驗運算環境 60 5.3.1 求解績效衡量指標 60 5.3.2 運算環境 60 5.4 結果分析與探討 60 5.4.1 以平行化技術結合分支界限法與塔布搜尋法之混合化效益 60 5.4.2 訊息溝通頻率之影響 64 5.4.3 從動單元個數對整體效能之影響 65 5.5 小結 68 第六章 結論與未來展望 69 參考文獻 71

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