簡易檢索 / 詳目顯示

研究生: 沈建豪
Shen, Chen-Hao
論文名稱: Development of Heuristic Algorithms for Branching and Nested Factor Design of Computer Experiment
應用於分支與內含因子電腦實驗設計之啟發示演算法
指導教授: 蘇哲平
Su, Che-Ping
口試委員:
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: 2010
畢業學年度: 98
語文別: 英文
論文頁數: 39
中文關鍵詞: 實驗設計粒子群最佳化演算法電腦實驗電腦模擬
外文關鍵詞: Design of Experiment, Particle Swarm Optimization, Computer Experiment, Computer Simulation
相關次數: 點閱:2下載:0
分享至:
查詢本校圖書館目錄 查詢臺灣博碩士論文知識加值系統 勘誤回報
  • Engineering design problems are often too expensive to conduct physical experiments. To cope with this challenge, computer simulation is used to conduct preliminary design. However, when the simulation model is very complex, it might take days or even weeks to run a single setting. Hence, how to properly design the experiments is an important issue. In this paper, we develop a framework to design experiments which are suitable for computer simulation. The contributions of this paper are five folds. First, we construct a new objective function by combining the design principles of maximum minimum-inter-site distance and minimum linear correlation. Second, three heuristic algorithms based on Genetic Simulated Annealing (GSA)、Threshold Tabu Search (TTS) and Particle Swarm Optimization (PSO) are developed to solve the problem. The contribution is especially significant in the development of PSO algorithm. PSO traditionally is used to solve the problem with continuous decision variables. In this paper, we develop a new PSO algorithm that can be used to solve problems with discrete decision variables. Three algorithms are compared in various situations. The result shows that new PSO algorithm gives the best solution. Third, we use the PSO algorithm combine with the new objective function to generate designs. These designs are compared in two bench mark problems with other designs in the literature. The results shows this approach outperform other designs in the bench mark problems. Fourth, this design approach can take nested and branching factor as well as their interaction into account. Nested factors are those who exist only within the level of another factor. Branching factors are factors within which other factors are nested. Last but not least, we use an inventory management problem with branching and nested factors to show that by integrating the design method proposed by this paper and regression, we can construct an accurate approximation model


    1 Introduction 1 2 Literature review 4 3 Methodology 6 3.1 Construction of BLHD Design 6 3.2 Objective function 9 3.2.1 Maxmin distance without branching and nested factor 9 3.2.2 Maxmin distance with branching and nested factor 10 3.2.3 Minimum correlation without branching and nested factor 10 3.2.4 Minimum correlation with branching and nested factor 11 3.2.5 Minimum ratio without branching and nested factor 11 3.2.6 Minimum ratio with branching and nested factor 12 3.3 Algorithms 13 3.3.1 Genetic Simulated Annealing (GSA) 13 3.3.2 Threshold Tabu Search (TTS) 15 3.3.3 Discrete Particle Swarm Optimization (DPSO) 17 4 Numerical analyze 19 4.1 Convergence 19 4.2 Comparison of heuristic algorithms 20 5 Bench mark problems 22 5.1 Bench mark problem 1 22 5.2 Bench mark problem 2 24 6 Construction of approximation model 26 7 Conclusion and future research 34 Reference 35

    Beasley, D., Bull, D. R. and Martin, R. R. “An Overview of Genetic Algorithms: Part I. Fundamentals.” University Computing, 15, 58-69, (1993).
    Box, G., Bisgaard, S.and Fung, C. “An Explanation and Critique of Taguchi's Contributions to Quality Engineering”, Quality and Reliability Engineering International, 4, 123-131, (1988).
    Bratley, P., Fox, B.L. “Algorithm 659. Implementing Sobol’s Quasirandom Sequence Generator.”, ACM Transactions on Mathematical Software, 14, 88–100, (1988).
    Butler, N. A. “Optimal and Orthogonal Latin hypercube Designs for Computer Experiments”, Biometrika, 88, 847-857, (2001).
    Cheng, R., Gen, M. and Tsujimura, Y. “A Tutorial Survey of Job-shop Scheduling Problems Using Genetic Algorithms, Part II: Hybrid Genetic Search Strategies”, Computers & Industrial Engineering, 36, 343-364, (1999).
    Crisfield, M.A. “Non-linear Finite Element Analysis of Solids and Structures.”, 1,Wiley, NewYork, (1991).
    Dueck, G. and Scheuer, T. “ Threshold Accepting: A General Purpose Optimization Algorithm Appeared Superior to Simulated Annealing”, Journal of Computational Physics, 90, 161-175, (1990).
    Eberhart, R. C. and Kennedy, J. “A New Optimizer Using Particle Swarm Theory”, Proceedings of the Sixth International Symposium on Micromachine and Human Science, 39-43, (1995).
    Glover, F. “Tabu Search: A Tutorial”, Interfaces, 20, 74-94, (1990).
    Glover, F., Taillard, E., and Taillard, E. “A User's Guide to Tabu Search.” Annals of Operations Research, 41, 1-28, (1993).
    Holland, J. “Adaptation in Natural and Artificial Systems”, University of Michigan Press, (1975).
    Hu, X., Eberhart, R. “Multiobjective Optimization Using Dynamic Neighborhood Particle
    Swarm Optimization.”, Piscataway, New Jersey, IEEE Service Center, 2, 1677–1681 , (2002).
    Hung, Y., Joseph, V. R. and Melkote, S. N. “Design and Analysis of Computer Experiments with Branching and Nested Factors”, Technometrics, 51, 354-365, (2009).
    Ingber, L. “Simulated annealing: Practice versus theory”, Mathematical and Computer Modelling, 18, 29-57, (1993).
    Jin, R., Chen, W. and Sudjianto, A. “An Efficient Algorithm for Constructing Optimal Design of Computer Experiments”, Journal of Statistical Planning and Inference, 134, 268-287, (2005).
    Kirkpatrick, S., Gelatt, C. D. and Vecchi, M. P. “Optimization by Simulated Annealing”, Science, 220, 671-680, (1983).
    Liefvendahl, M., Stocki, R. “A Study on Algorithms for Optimization of Latin Hypercubes.” Journal of Statistical Planning and Inference, 136, 3231–3247, (2006).
    McKay, M.D., Beckman, R. J. and Conover, W. J. “A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output From a Computer Code”, Technometrics, 21, 239-245, (1979).
    Montgomery, D. C., “Design and Analysis of Experiments”, John Wiley& Sons, New York, (2005).
    Morris, M. D. and Mitchell, T. J. “Exploratory Design for Computer Experiments”, Journal of Statistical Planning and Inference, 43, 381-402, (1995).
    Nair, V. N., Abraham, B., MacKay, J., Nelder, J. A., Box, G., Phaddke, M. S., Kacker, R. N., Sacks, J., Wetch, W. J., Lorenzon, T. J., Shoemaker, A. C., Tsui, K. L., Lucas, J. M., Taguchi, S., Myers, R. H., Vining, G. G. and Wu, C. F. “Taguchi's Parameter Design: A Panel Discussion”, Technometrics, 34, 127-161, (1992).
    Onwubolu, G. C. and Babu, B. V. “New optimization techniques in engineering”, Springer-Verlag, Heidelberg, Germany, (2004).
    Owen, A. B. “Controlling Correlations in Latin Hypercube Samples”, Journal of American Statistical Association, 89, 1517-1522, (1994).
    Palmer, K. and Tsui, K. L. “A Minimum Bias Latin Hypercube Design”, Institute of Industrial Engineers Transactions, 33, 793-808, (2001).
    Rennen, G., Husslage, B., Van Dam, E. and Den Hertog, D. “Nested Maximin Latin Hypercube Designs”, CentER Discussion Paper, 6, 1-21, (2009).
    Santner, T., Williams, B. and Notz, W. “The Design and Analysis of Computer Experiments”, Springer Verlag, New York, (2003).
    Taguchi, G., Elsayed, E. A. and Hsiang, T. C. “Quality Engineering in Production Systems”, McGraw-Hill, (1989).
    Tang, B. “Selecting Latin Hypercubes Using Correlation Criteria”, Statistica Sinica, 8, 965-978, (1998).
    Van Dam, E. R., Husslage, B. and Den Hertog, D. “One-dimensional Nested Maximin Designs”, CentER Discussion Paper, 66, 1-14, (2004).

    無法下載圖示 全文公開日期 本全文未授權公開 (校內網路)
    全文公開日期 本全文未授權公開 (校外網路)

    QR CODE