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研究生:林怡君
研究生(外文):Yi-Chun Lin
論文名稱:用Clarke導數解決之集值函數的數值最佳化
論文名稱(外文):The Clarke Derivative for the Numerical Optimization
指導教授:陳嘉文陳嘉文引用關係
指導教授(外文):Jia-Wen Chen
學位類別:碩士
校院名稱:國立嘉義大學
系所名稱:應用數學系研究所
學門:數學及統計學門
學類:數學學類
論文種類:學術論文
論文出版年:2007
畢業學年度:95
語文別:英文
論文頁數:71
中文關鍵詞:Clarke導數數值最佳化Implicit FilteringPattern Search集值函數
外文關鍵詞:Clarke DerivativeNumerical OptimizationImplicit FilteringPattern SearchSet-valued Mappings
相關次數:
  • 被引用被引用:0
  • 點閱點閱:162
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  • 下載下載:5
  • 收藏至我的研究室書目清單書目收藏:0
在本論文中,主要目的是探討非平滑集值函數的數值最佳化問題,我們使用Clarke 導數作為核心技術來研究集值函數的數值最佳解。進一步地,我們將所建構數值最佳化理論與方法,應用在動脈血管的動脈粥狀栓塞症的研究。在本文動脈血管疾病的研究,我們將非平滑集值函數視為動脈血管,以f+和f_之間的區域來描述,在非平滑的狹窄點的位置當作是粥狀動脈血管中的斑塊,以目標函數的Clarke導數方向當做主要媒介,使用數值疊代方法,有效求得粥狀動脈狹窄點的位置。
In this article, our main goal is to study the numerical optimization problem of the non-smooth set-valued mapping. We present a kernel technology for the convergence analysis of numerical optimization methods. Based on the concepts of the Clarke derivative and set-valued mappings. Moreover, the theory and the method of numerical analysis is applied to the study of an atherothrombosis. The non-smooth set-valued mapping is regarded as artery, denoted by the areas between f+ and f_, and the narrow non-smooth part is viewed as a plaque in an embolism artery. In numerical experiments, we use the Clarke derivatives of the object function as an effective tool to find the narrow point (minimizer) in an embolism artery.
Chinese abstract ………………………………………………………… I
Abstract ………………………………………………………………… II
Contents ……………………………………………………………...… III
Chapter 1 Introduction ………………………………………………… 1
Chapter 2 The Clarke tangent cone and the Clarke derivative in
set-valued mappings ……………………………………… 2
Chapter 3 Number Concepts and A Line Search Method …………... 10
Chapter 4 Implicit Filtering …………………………………………... 21
Chapter 5 Pattern Search Method ……………………………………. 36
Chapter 6 Numerical Computation of Implicit Filtering Method ….. 42
Chapter 7 Numerical Computation of A Pattern Search Method ..… 54
Chapter 8 Conclusions and Outlook ……………………………..…… 64
References ……………………………………………………………… 66
Appendix MATLAB Files ………………………………...…………… 68
Modified Implicit Filtering Version ………………………...………… 68
Simple Pattern Search Version ………………………………...……… 70
[1] C. Audet and J. E. Dennis, Jr. Analysis of generalized pattern searches. Technical Report TR00-07, Rice University, Department of Computational and Applied Mathematics, Houston, TX, October 2000.

[2] C. Audet and J. E. Dennis, Jr. A pattern search method for nonlinear programming without
derivatives. Technical Report TR00-09, Rice University, Department of Computational and Applied Mathematics, Houston, TX, October 2000.

[3] G. L. Bilbro, P. Gilmore, C. T. Kelley, D. E. Stoneking, and R. J. Trew. Yield optimization using a GaAs process simulator coupled to a physical device model. In Proc. IEEE/Cornell Conference on Advanced Concepts in high Speed Devices and Circuits, pages 374-383, Piscataway, NJ, 1991. IEEE.

[4] G. L. Bilbro, P. Gilmore, C. T. Kelley, D. E. Stoneking, and R. J. Trew. Yield optimization using a GaAs process simulator coupled to a physical device model. IEEE Transactions on Microwave Theory and Techniques, 40:1353-1363,1992.

[5] F. H. Clarke, Optimization and Nonsmooth Analysis, Wiley, New York, 1983.

[6] J. E. Dennis, Jr. and R. B. Schnabel. Numerical Methods for Unconstrained Optimization and Nonlinear Equations. Prentice-Hall, Englewood Cliffs, N.J., 1983.

[7] J. E. Dennis, Jr. and V. Torczon. Direct search methods on parallel machines. SIAM Journal of Optimization, 1:448-474, 1991.

[8] P. Gilmore and C. T. Kelley. An implicit filtering algorithm for optimization of function with many local minima. SIAM Journal of Optimization, 5:269-285, 1995.

[9] P. Gilmore and C. T. Kelley, R. J. Trew, and T. A. Winslow. Doping profiles for optimum class b performance of GaAs MESFET amplifiers. In Proc. IEEE/Cornell on Advanced Concepts in high Speed Devices and Circuits, pages 188-197, Piscataway, NJ, 1991. IEEE.

[10] P. Gilmore and C. T. Kelley, R. J. Trew, and T. A. Winslow. Simulated performance optimization GaAs MESFET amplifiers. In Proc. IEEE/Cornell on Advanced Concepts in high Speed Devices and Circuits, pages 393-402, Piscataway, NJ, 1991. IEEE.

[11] R. Hooke and T. A. Jeeves. “Direct search” solution of numerical and statistical problems. Journal Assoc. Comput. Mach., 8:212-229,1961.

[12] J. Jahn and R. Rauh. Contingent epiderivatives and set-valued optimization. Mathematical Methods in Operations Research, 46:193-211, 1997.

[13] A. Krahnke. The clarke derivative and set-valued mappings in the numerical optimization of non-smooth, noisy functions. Master thesis, Virginia Polytechnic Institute and State University, April 30, 2001.

[14] V. Torczon, On the convergence of pattern search algorithms, SIAM Journal of Optimization, 7(1):1-25, February 1997.
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