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研究生: 陳政南
Chen Cheng-Nan
論文名稱: 具適應性參數調整機制之多目標演化式演算法
A Multiobjective Evolutionary Algorithm with Adaptive Parameter Control
指導教授: 蔣宗哲
Chiang, Tsung-Che
學位類別: 碩士
Master
系所名稱: 資訊工程學系
Department of Computer Science and Information Engineering
論文出版年: 2011
畢業學年度: 99
語文別: 中文
論文頁數: 93
中文關鍵詞: 函數最佳化多目標最佳化問題演化式演算法差分演化式演算法動態參數調整
論文種類: 學術論文
相關次數: 點閱:156下載:7
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  • 現實生活中的決策問題如投資股票時需要考慮多個目標 (風險和收益),而這些目標通常是互相衝突的,多目標最佳化問題就是要找出同時最佳化這些目標的解集合。求解多目標問題相當困難且耗費時間,而演化式演算法 (evolutionary algorithm) 利用族群演化的特性能在單一回合就能找出近似最佳解集合,因此非常適合求解多目標問題。現今已有非常多成功的應用,但為了在求解各種不同問題時都能有良好的效能,通常需要對演算法參數進行調校,如何減少使用者調校參數的負擔,是一個十分重要的課題。
    本論文針對MOEA/D-AMS 演算法中的重要參數進行動態調整,差分演化算子(differential evolution operator)的控制參數 F 和 CR 會影響子代和親代的距離和方向,本論文所使用的方法是收集演化過程中成功產生優於親代的子代所使用的參數組合,基於這些參數組合來調整往後演化所使用的參數,目的是希望讓演算法在面對不同問題的狀態時,都依然能有良好的機率產生優於親代的子代,最後實驗結果會針對演算法在17個多目標問題的效能做評比,以及具動態參數調整的演算法在處理不同型態問題時的分析和討論。

    誌謝 I 中文摘要 II 目錄 III 附圖目錄 V 附表目錄 VIII 第 一 章 緒論 1 1.1 研究背景與動機 1 1.2 研究目的、方法與貢獻 3 1.3 全文架構 4 第 二 章 文獻探討 5 2.1 MOEA/D、MOEA/D-DE與DE 5 2.2 參數調整機制分類 9 2.3 具參數調整機制之演化式演算法 10 2.3.1連續數值-個別參數-沒有資訊 11 2.3.2連續數值-個別參數-個體資訊 13 2.3.3連續數值-個別參數-親代資訊 15 2.3.4連續數值-個別參數-群體資訊 17 2.3.5連續數值-單一參數-群體資訊 23 2.3.6離散數值-單一參數-群體資訊 28 2.3.7參數調整機制演化樹 28 2.3.8參考資訊內容 30 第 三 章 具適應性參數調整機制之MOEA/D-AMS演算法實現 33 3.1 MOEA/D-AMS基本流程 33 3.2 具適應性參數調整機制之MOEA/D-AMS演算法 36 3.2.1 參數初始值設定 36 3.2.2演化過程的參數調整 37 3.2.3 參數值選擇 39 3.2.4參數調整機制 41 第 四 章 實驗數據與效能評比 44 4.1 測試資料 44 4.2 比較文獻 49 4.3 效能指標 50 4.4 參數設定 50 4.5 效能評比 52 4.6 觀察與討論 69 4.6.1各提出機制的效能分析 69 4.6.2參數值分布範圍與效能差異 79 4.6.3與具參數調整機制之多目標演化式演算法JADE2比較 86 第 五 章 結論與未來發展 89 參考文獻 90

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