Ti u ha (ton hc)

Bch khoa ton th m Wikipedia

Trong ton hc, thut ng ti u ha ch ti vic nghin cu cc bi ton c dng Cho trc: mt hm f : A R t tp hp A ti tp s thc Tm: mt phn t x0 thuc A sao cho f(x0) f(x) vi mi x thuc A ("cc tiu ha") hoc sao cho f(x0) f(x) vi mi x thuc A ("cc i ha"). Mt pht biu bi ton nh vt i khi c gi l mt quy hoch ton hc (mathematical program). Nhiu bi ton thc t v l thuyt c th c m hnh theo cch tng qut trn. Min xc nh A ca hm f c gi l khng gian tm kim. Thng thng, A l mt tp con ca khng gian Euclid Rn, thng c xc nh bi mt tp cc rng buc, cc ng thc hay bt ng thc m cc thnh vin ca A phi tha mn. Cc phn t ca A c gi l cc li gii kh thi. Hm f c gi l hm mc tiu, hoc hm chi ph. Li gii kh thi no cc tiu ha (hoc cc i ha, nu l mc ch) hm mc tiu c gi l li gii ti u. Thng thng, s c mt vi cc tiu a phng v cc i a phng, trong mt cc tiu a phng x* c nh ngha l mt im tha mn iu kin: vi gi tr > 0 no v vi mi gi tr x sao cho ; cng thc sau lun ng

Ngha l, ti vng xung quanh x*, mi gi tr ca hm u ln hn hoc bng gi tr ti im . Cc i a phng c nh ngha tng t. Thng thng, vic tm cc tiu a phng l d dng cn thm cc thng tin v bi ton (chng hn, hm mc tiu l hm li) m bo rng li gin tm c l cc tiu ton cc.

Mc lc
[n]

1 K hiu 2 Cc lnh vc con chnh 3 Cc k thut

4 ng dng 5 Xem thm 6 Tham kho 7 Lin kt ngoi

[sa] K hiu
Cc bi ton ti u ha thng c biu din bng cc k hiu c bit. V d:

Bi ton trn yu cu tm gi tr nh nht cho biu thc x2 + 1, trong x chy trn tp s thc R. Gi tr nh nht trong trng hp ny l 1, xy ra ti x = 0.

Bi ton trn yu cu tm gi tr ln nht cho biu thc 2x, trong x chy trn tp s thc. Trong trng hp ny, khng c gi tr ln nht do biu thc khng b chn trn, vy kt qu l "gi tr v cng" hoc "khng xc nh".

Bi ton trn yu cu tm cc gi tr ca x trong on [, 1] cc tiu ha biu thc x2 + 1. (Gi tr nh nht ca biu thc khng quan trng.) Trong trng hp ny, kt qu l x = 1.

Bi ton trn yu cu tm cp (x, y) lm cc i gi tr ca biu thc xcos(y), vi rng buc rng x nm trong on [5, 5]. (Mt ln na, gi tr nh nht ca biu thc khng quan trng.) Trong trng hp ny, kt qu l cc cp c dng (5, 2k) v (5, (2k + 1)), vi k chy trn tp s nguyn.

[sa] Cc lnh vc con chnh

Quy hoch tuyn tnh (Linear programming) nghin cu cc trng hp khi hm mc tiu f l hm tuyn tnh v tp A c m t ch bng cc ng thc v bt ng thc tuyn tnh (A c gi l mt khc li). Quy hoch s nguyn (Integer programming) nghin cu cc quy hoch tuyn tnh trong mt s hoc tt c cc bin c gii hn l cc s nguyn.

Quy hoch bc hai (hay quy hoch ton phng) (Quadratic programming) cho php hm mc tiu c cc ton hng bc hai, trong khi tp A phi m t c bng cc ng thc v bt ng thc tuyn tnh (A c gi l mt khc li). Quy hoch phi tuyn (Nonlinear programming) nghin cu trng hp tng qut khi hm mc tiu hay cc rng buc hoc c hai cha cc thnh phn khng tuyn tnh. Quy hoch ngu nhin (Stochastic programming) nghin cu cc trng hp khi mt s rng buc ph thuc vo cc bin ngu nhin. Quy hoch ng (Dynamic programming) nghin cu cc trng hp khi chin lc ti u ha da trn vic chia bi ton thnh cc bi ton con nh hn (nguyn l quy hoch ng). Ti u ha t hp (Combinatorial optimization) quan tm n cc bi ton trong tp cc li gii kh thi l ri rc hoc c th c rt gn v mt tp ri rc. Infinite-dimensional optimization nghin cu trng hp khi tp cc li gii kh thi l mt tp con ca mt khng gian v s chiu, chng hn khng gian cc hm s (v d bi ton iu khin ti u). Constraint satisfaction nghin cu trng hp khi hm mc tiu f l hng s y l vn quan trng ca ngnh Tr tu nhn to, c bit l lnh vc Suy lun t ng (Automated reasoning).

[sa] Cc k thut
i vi cc hm kh vi hai ln (twice-differentiable), c th gii cc bi ton khng rng buc bng cch tm cc im m ti o hm ca hm mc tiu bng 0 (im dng) v s dng ma trn Hesse xc nh xem l cc tiu, cc i, hay im yn nga. Ta c th tm cc im dng bng cch bt u t mt im d on l im dng ri tin v im dng bng cch lp i lp li cc phng php nh

Phng php Gradient (gradient descent) phng php Newton phng php Gradient lin hp (conjugate gradient) line search

Nu hm mc tiu l hm li trong vng quan tm th cc tiu a phng s l cc tiu ton cc. C cc phng php s nhanh chng v hiu qu cho vic ti u ha cc hm li kh vi hai ln. Cc bi ton rng buc thng c th c bin i thnh mt bi ton khng c rng buc bng phng php nhn t Lagrange (Lagrange multiplier). Di y l mt s phng php thng dng:

random-restart hill climbing (leo i lp ngu nhin) phng php luyn thp (simulated annealing) stochastic tunneling (d tm ngu nhin)

gii thut di truyn chin lc tin ha differential evolution particle swarm optimization (ti u by n)

[sa] ng dng
Cc bi ton trong ng lc hc vt rn (c th l ng lc hc vt rn chnh xc) thng i hi cc k thut quy hoch ton hc, do ta c th coi ng lc hc vt rn nh l vic gii cc phng trnh vi phn thng (ordinary differential equation) trn mt a tp rng buc (constraint manifold); cc rng buc l cc rng buc hnh hc khng tuyn tnh a dng, chng hn "hai im ny phi lun trng nhau", "b mt ny khng c xuyn qua cc b mt khc", hoc "im ny phi nm u trn ng cong ny". Ngoi ra, vn tnh ton cc lc tip xc c th c thc hin bng cch gii mt bi ton b tuyn tnh (linear complementarity problem). Dng bi ni cng c th c coi l bi ton quy hoch bc hai. Nhiu bi ton thit k cng c th c biu din di dng cc chng trnh ti u ha. p dng ny c gi l ti u ha thit k. Mt lnh vc con mi pht trin trong thi gian gn y l multidisciplinary design optimization. N hu ch cho nhiu bi ton v c p dng cho cc bi ton k ngh hng khng (aerospace engineering). Vn tr hc (operations research) l lnh vc s dng rt nhiu n cc k thut ti u ha.

Lm th no chp hnh post ln forum?

1. M trang m bn cn chp hnh ln 2. n phm "Prt Scrn, chp ton mn hnh hoc gi phm Alt + Prt Scrn ch chp phn mn hnh hin ln trn cng v ci ny ko c taskbar. Xem hnh bn di, c th khc vi mt s bn phm 3. M chng trnh son nh ra dn vo. MS paint l nhanh nht, my no cng c. 4. Trong chng trnh Paint n phm tt Ctrl+V hoc vo "Edit" chn "Paste" paste tm n va chp vo 5. Gi th bn chnh n theo thich ca mnh 6. Xong ri th lu li nh dn jpg, jpeg, or png.