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研究生: 吳楟雲
Wu, Ting-Yun
論文名稱: 能以注水法解決的兩種類約束最佳化問題
Two Classes of Constrained Optimization Problems with Water-filling Solutions
指導教授: 李端興
Lee, Duan-Shin
口試委員: 張正尚
Chang, Cheng--Shang
黃昱智
Huang, Yu-Chih
學位類別: 碩士
Master
系所名稱: 電機資訊學院 - 資訊工程學系
Computer Science
論文出版年: 2024
畢業學年度: 111
語文別: 英文
論文頁數: 52
中文關鍵詞: 注水演算法約束最佳化無線網路資源分配
外文關鍵詞: water-filling algorithm, constrained optimization, wireless networks, resource allocation
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  • 約束最佳化問題最直接的優化方法便是以數值方法來解決。然而,針對不同類型的約束最佳化問題去設計演算法能夠更提高解決問題的效率。其中,注水法是在通訊領域中經典的演算法之一,常被用於解決資源分配的問題。

    該研究旨在探討能夠用注水法解決的不同類型約束最佳化問題,期望擴大注水法所能解決問題的範圍。首先,我們以最典型的資源分配模型為基礎進行研究,描繪出目標函數的特性,以數學證明的方式確保注水法與其最佳解互相對應的正確性。同時,我們還列舉出通訊網路中常見的具有相同性質的模型。

    此外,該研究進一步擴展了約束最佳化問題的形式,透過卡羅需-庫恩-塔克條件在約束最佳化問題中做觀察,設計出一注水法相關的演算法來解決問題,我們使用數學證明的方式驗證了演算法的正確性,成功擴展了注水法所能解決的約束最佳化問題類型。


    The most direct optimization method for constrained optimization problems is to solve them using numerical methods. However, designing algorithms specifically for different types of constrained optimization problems can enhance problem-solving efficiency. Among them, the water-filling algorithm is one of the classic algorithms, commonly used in the field of communications to address resource allocation problems.

    This study aims to explore different classes of constrained optimization problems that can be solved using the water-filling approach, with the goal of expanding the range of problems that can be addressed by this algorithm. Firstly, we conduct research based on the typical resource allocation model, describing the characteristics of the objective function, and mathematically proving the consistency of results between the water-filling and constrained optimization problems. Additionally, we list commonly encountered models in communication that possess the same characteristics.

    Furthermore, this study extends the form of constrained optimization problems by observing the Karush-Kuhn-Tucker conditions and designing a water-filling-related approach to address these problems. We provide mathematical proof to validate the correctness of the algorithm and successfully broaden the types of constrained optimization problems that can be solved using the water-filling.

    中文摘要 i Abstract ii Acknowledgments iii List of Figures vi 1 Introduction 1 2 The class of constrained optimization problems with water-filling solutions 4 2.1 Problem formulation . . . . . . . . . . . . . . . . . . . 5 2.2 The water-filling algorithm . . . . . . . . . . . . . . . . 6 2.3 Sufficient conditions that ensure water-filling solutions . 11 2.4 Examples with water-filling solutions . . . . . . . . . . 14 3 An optimization problem with two equality constraints 18 4 Conclusions 33 Appendix A 34 Appendix B 35 Appendix C 37 Appendix D 46 Bibliography 51

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