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研究生: 林進榮
Lin,Chin-Jung
論文名稱: 粒子群演算法於0-1背包最佳化問題之研究
A Study on Particle Swarm Optimization for the 0-1 Multidimensional Knapsack Problem
指導教授: 簡禎富
Chien,Chen-Fu
陳茂生
Chen,Maw-Sheng
口試委員: 楊達立
Yan,Dar-Li
吳吉政
Wu,Jei-Zheng
鄭家年
Zheng,Jia-Nian
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: 2016
畢業學年度: 104
語文別: 英文
論文頁數: 128
中文關鍵詞: 0-1多限制式背包問題粒子群演算法時變加速係數比例加速係數
外文關鍵詞: 0-1 multidimensional knapsack problem, particle swarm optimization, time-varying acceleration coefficients, proportional acceleration coefficient
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  • 多限制式背包問題(Multidimensional Knapsack problem, MKP),是從一組已知有各自重量及價值的物品中,挑選一組滿足多限制式條件的物品並置於背包中,同時使得背包中物品的總價值最高之模型。0-1多限制式背包問題屬於NP-hard下之組合優化問題,到目前為止尚未能找到一個能在多項式時間內求得最佳解之演算法。因此,各種群體搜尋演算法被用來求解這些問題。
    粒子群尋優法(Particle Swarm Optimization, PSO)是根據群居生物之間互動及通訊的特徵所發展出來的一種有效率群體優化演算法(例如,魚群及鳥群)。在古典的PSO演算法中,由於各別粒子的認知學習因子及粒群體的經驗學習因子為固定常數,使得粒子移動過程中容易陷入區域最佳解。因此,在本研究中我們提出三種新穎的二元粒子群演算法(Binary Particle Swarm Optimization, BPSO),來改善了0-1多限制式背包問題(0-1 Multidimensional Knapsack Problem, 0-1 MKP)的品質。第一種是引入時變加速係數(time-varying acceleration coefficients,TVAC)概念的BPSOTVAC演算法。第二種是引入時變加速係數及混沌(Chaos)概念的CBPSOTVAC演算法。第三種是引入比例加速係數(proportional acceleration coefficient)及代理人資訊(Surrogate information)概念的BPSOSIPAC演算法。從OR-Library之低維度及高維度背包問題的計算結果,證明我們所提出的演算法在合理的時間內能夠找到最佳解或接近最佳解且優於其它已存在的PSO演算法。


    A 0-1 multidimensional knapsack problem (MKP) aims to choose a set of items satisfied the m knapsack capacity conditions into the bag from a given group of n items with weights and prices such that the total prices in the bag is maximal simultaneously. The 0-1 MKP is a NP-hard problem; that is, no polynomial algorithm for any NP-hard problem has yet been found. Hence, various population-based search algorithms are applied to solve these problems.
    Particle swarm optimization (PSO), which is an efficient population-based optimization algorithm, is based on the metaphors of social interaction and communication (e.g., fish schooling and bird flocking). In the classic PSO model, the cognition learning factor and social learning factor are constant. Thus, it is easy for particles to get trapped in the local optimum. Therefore, this dissertation proposes three novel binary PSO algorithms with dynamic learning factors to prevent particles from being trapped in the local optimum and improves the quality of the solutions of the 0-1 MKPs. The computational results have shown that the proposed algorithms are capable of finding the optimal or near optimal solutions and can outperform the other existing BPSO algorithms in a reasonable time for solving low- and high-dimensional 0-1 MKPs from OR-Library.

    TABLE OF CONTENTS 摘要 I ABSTRACT II TABLE OF CONTENTS III LIST OF TABLES VI LIST OF FIGURES X LIST OF NOTATIONS XI CHAPTER 1 INTRODUCTION 1 1.1 Background and Research Motivations 1 1.2 Research Objectives 2 1.3 Organization of dissertation 3 CHAPTER 2 LITERATURE REVIEW 4 2.1 0-1 Multidimensional Knapsack Problem 4 2.2 Exact Algorithm 6 2.3 Particle Swarm Algorithm (PSO) 7 2.3.1 Penalty Function (PF) 15 2.3.2 Repair Operator 16 2.3.3 Update Equation of Particles’ Velocities and Positions 19 CHAPTER 3 RESEARCH FRAMEWORK AND EVALUATION SETTINGS 25 3.1 Framework of this dissertation 25 3.2 Evaluation Performances 25 3.3 Evaluation Benchmarks 29 CHAPTER 4 PARTICLE SWARM OPTIMIZATION WITH TIME-VARYING ACCELERATION COEFFICIENTS FOR THE MULTIDIMENSIONAL KNAPSACK PROBLEM 30 4.1 Methodology 30 4.1.1 Time-Varying Acceleration Coefficients (TVAC) 30 4.1.2 Variable Mapping 31 4.1.3 Chaos 31 4.2 The Proposed PSO Algorithms 32 4.2.1 Binary Particle Swarm Optimization with Time-Varying Acceleration Coefficients (BPSOTVAC) 32 4.2.2 Chaotic Binary Particle Swarm Optimization with Time-Varying Aceleration Coefficients (CBPSOTVAC) 34 4.3 Simulation and Evaluation 35 4.4 Summary 40 CHAPTER 5 A BINARY PARTICLE SWARM OPTIMIZATION BASED ON THE SURROGATE INFORMATION WITH PROPORTIONAL ACCELERATION COEFFICIENTS FOR THE 0-1 MULTIDIMENSIONAL KNAPSACK PROBLEM 41 5.1 Methodology 41 5.1.1 Feasibility 41 5.1.2 Initial Particles 42 5.1.3 Velocity Updating 44 5.2 The Proposed PSO Algorithm 45 5.2.1 Binary Particle Swarm Optimization Based on Surrogate Information with a Proportional Acceleration Coefficient (BPSOSIPAC) 45 5.3 Simulation and Evaluation 47 5.4 Summary 53 CHAPTER 6 CONCLUSIONS 54 REFERENCES 56 APPENDIX A EXPERIMENT DATA SET 67 APPENDIX B EXPERIMENT RESULTS 71 APPENDIX C EXPERIMENT RESULTS 85

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