在回溯線搜索下結合梯度方向的反應曲面法;Direct Gradient Augmented Response Surface Methodology Based on Backtracking Line Search

NCUIR > School of Management at National Central University > Graduate Institute of Industrial Management > Electronic Thesis & Dissertation > Item 987654321/83165

Please use this identifier to cite or link to this item: http://ir.lib.ncu.edu.tw/handle/987654321/83165

Title:	在回溯線搜索下結合梯度方向的反應曲面法;Direct Gradient Augmented Response Surface Methodology Based on Backtracking Line Search
Authors:	高慶展;Kao, Ching-Chan
Contributors:	工業管理研究所
Keywords:	反應曲面法;回溯線搜索;Armijo-Goldstein 條件;梯度;元模型;Response Surface Methodology;Backtracking line search;Armijo-Goldstein condition;Gradient;Metamodel
Date:	2020-07-29
Issue Date:	2020-09-02 15:03:36 (UTC+8)
Publisher:	國立中央大學
Abstract:	回溯線搜索（Backtracking line search）是一種基於Armijo–Goldstein的充分下降條件下，在確定搜索方向後，沿著搜索方向移動最大步長的搜索方法。首先從搜索方向開始給定一個最大的估計步長，基於目標函數的局部梯度和函數值，利用插值法不斷的測試步長，直到觀察到目標函數的減小足以與預期的減小相對應為止。本研究將回溯線搜索結合到帶有梯度方向的反應曲面法（Direct Gradient Augmented Response Surface Methodology, DiGARSM）中，它是一種用於優化隨機函數的一階元模型。這個方法結合了傳統的反應曲面法（Response surface methodology, RSM）所使用到的響應的測量以及梯度的測量（Gradient Response Surface Methodology, GRSM），能夠對搜索方向有更精確的估計。此外，本研究用兩種測試函數進行測試，分別在GRSM與DiGARSM中，比較原始方法中的步長設定和使用回溯線搜索決定步長結果的不同。最後，本文進行了數值模擬，以說明該方法的有效性。;Backtracking line search is a search method to determine the maximum amount to move along a given search direction based on the Armijo condition. It starts with a maximum estimated step size given from the search direction. Based on the local gradient and function value of the objective function, the interpolation method is used to continuously test the step size until the decrease in the objective function is observed to be sufficient to correspond to the expected decrease. This study integrates Backtracking line search into Direct Gradient Augmented Response Surface Methodology (DiGARSM), a sequential first-order metamodel for optimizing a stochastic function that combines traditional Response Surface Methodology (RSM) and gradient measurements（GRSM）. In this approach, gradients of the objective function with respect to the desired parameters are utilized in addition to response measurements. In addition, this study uses two test functions for testing in GRSM and DiGARSM, respectively, to compare the results of using the original step size and determining the step size by Backtracking line search. Overall, we conduct numerical simulations to illustrate the effectiveness of the proposed method.
Appears in Collections:	[Graduate Institute of Industrial Management] Electronic Thesis & Dissertation

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