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研究生: 盧又麟
Lu, You-Lin.
論文名稱: 混合粒子群演算法於具有單一隨機限制之離散式模擬最佳化問題
A Hybrid Particle Swarm Optimization algorithm for Discrete Simulation Optimization with One Stochastic Constraint
指導教授: 林則孟
Lin, James-T
口試委員: 丁慶榮
姚銘忠
Yao, Ming-Jong
學位類別: 碩士
Master
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: 2018
畢業學年度: 106
語文別: 中文
論文頁數: 74
中文關鍵詞: 具隨機限制之模擬最佳化問題粒子群演算法隨機限制下之最佳模擬預算分配方法隨機限制下之最佳抽樣分配策略
外文關鍵詞: simulation optimization problem with single stochastic constraint, Particle Swarm Optimization Algorithm, Optimal Simulation Budget Allocation for Constrained Optimization, optimal sampling allocation strategy in stochastic constraint
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  • 本研究以粒子群演算法(Particle Swarm Optimization, PSO)為基礎,結合Ranking and Selection (R&S)方法求解具單一隨機限制式之離散型模擬最佳化問題。在解決此類問題時,需要在有限的時間或預算之下,找出最佳或近似最佳方案。由於問題之限制存在隨機性,故在解空間中同時存在許多可行解與不可行解。在處理此類問題時,過去學者使用啟發式演算法解決方案數過多的問題;以R&S方法解決抽樣資源分配問題。但仍沒有方法可同時考量方案數過多、方案是否可行以及抽樣資源分配等因子,而導致該問題在求解的過程中產生模擬耗時且效率不佳的情況。本研究以Optimal Simulation Budget Allocation for Constrained Optimization (OCBA-CO)為基礎,提出一最佳抽樣分配策略(Optimal Sample Allocation Strategy for Constrained Optimization, OSAS-CO)。考量方案的變異性以及可行性,並加入Super individual以及菁英解族群(Elite group)的概念,將資源分配在關鍵方案上,提升選到最佳方案的機率,再將其應用於PSO,形成一混合式演算法。
    透過PSO之特性,改善方案數過多所產生之模擬耗時的問題;透過OSAS-CO之特性,在分配重覆模擬次數的同時評估方案之可行性,並改善PSO結合OCBA-CO時可能會耗費模擬計算資源在績效相近的方案上之問題,提升抽樣資源分配的效率。以此混合式演算法求解具單一隨機限制之模擬最佳化問題。
    本研究分別使用兩種不同特性之函數模型以及緩衝區分配問題,並於這三種實驗中分別減少57%、14.4%以及21.96%使用的總模擬次數,證實OSAS-CO能夠顯著改善模擬計算資源使用之效率,有效減少使用的總模擬次數。


    This research is based on Particle Swarm Optimization (PSO) and combine with Ranking and Selection (R&S) method to solve the discrete event simulation optimization problem with single stochastic constraint. It needs to find the optimal or nearly optimal solution in finite time or budget when solving these problems. Because the constraints of problem exist stochastic, there are many feasible and infeasible solutions existing in solution space simultaneously. When dealing with such issues, researchers used heuristic algorithms to solve the problem of excessive number of solutions, and used R&S method to solve the sampling resource allocation problem in the past. However, there is still no method to consider the factors such as excessive number of plans, feasibility of plans, and sampling resource allocation simultaneously. This makes the problem with time-consuming in simulation and inefficient in solution solving process. Based on Optimal Simulation Budget Allocation for Constrained Optimization (OCBA-CO), this research proposed an Optimal Sample Allocation Strategy for Constrained Optimization (OSAS-CO) method. This method considers the variability and feasibility of solutions, and adds the concepts of Super individual and Elite group to allocate resources on key solutions for increasing the probability of selecting the best solution. Then applied to PSO to construct a hybrid algorithm.
    According to the characteristics of PSO, the proposed method can improve the problem of excessive number of solutions that makes simulation time consuming. According to the characteristics of OSAS-CO, our method can also evaluate the feasibility of solutions while allocate the repetitive simulations. Then it improves the problem that PSO combines OCBA-CO will consume a lot of simulation computation budgets on solutions which have similar performance, and increase the sampling resource allocation efficiency. This research used the hybrid algorithm to solve the simulation optimization problem with single stochastic constraint.
    This research used two different functional models and the buffer allocation problems respectively, and reduced the total simulation number by 57%, 14.4%, and 21.96% in three experiments respectively. This research proved that OSAS-CO can improve the usage efficiency of simulation computation budgets and reduce the total simulation numbers significantly.

    第一章 緒論 Introduction 1 1.1 研究背景與動機 1 1.2 研究目的 4 1.3 研究架構 5 第二章 文獻回顧 literature review 6 2.1 限制最佳化問題(Constrained Optimization Problem) 6 2.1.1確定型限制最佳化問題 (Deterministic Constrained Optimization Problem) 6 2.1.2隨機限制最佳化問題(Stochastic Constrained Optimization Problem) 7 2.2 R&S方法應用於隨機限制最佳化問題(R&S with Stochastic Constrained Optimization Problem) 8 2.2.1 隨機模擬最佳化問題之求解方法 8 2.2.2 最佳模擬預算分配方法(Optimal Simulation Budget Allocation for Constrained Optimization, OCBA-CO) 11 2.3 粒子群演算法(Particle Swarm Optimization, PSO) 17 第三章 問題定義 problem definition 23 第四章 研究方法與步驟 26 4.1 Super individual 26 4.2 菁英解族群(Elite group) 27 4.3 Optimal Sample Allocation Strategy for Constrained Optimization (OSAS-CO) 28 4.4 OSAS-CO結合PSO 35 第五章 實驗分析 37 5.1函數問題之實驗與結果 37 5.1.1 問題說明 37 5.1.2 Multimodal function之實驗分析 41 5.1.3 Singular function之實驗分析 51 5.2緩衝區分配問題之實驗與結果 58 5.2.1問題定義 58 5.2.2實驗分析與結果 61 第六章 結論與建議 66 6.1 結論 66 6.2 建議與未來方向 68 Reference 69

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