带位势项的半线性波动方程解的生命跨度的上界估计

拟在n(n≥3)维空间中研究带有次临界指数的非线性项与位势项的半线性波动方程。通过采用试探函数方法,证明了小初值Cauchy问题的解总会在有限时间内破裂,并得到带位势项的半线性波动方程在次临界情形时解的破裂性态,从而建立问题解的生命跨度的上界估计。     

奇摄动投入产出问题的渐近分析

利用奇摄动方法对一类投入产出的问题进行了研究,给出了该初值问题解的渐近构造,得到了某些条件下问题(5)的渐近解;同时,对符合上述投入产出问题模型的一些经济问题作了分析,得到了几个有趣的结果。     

线性回归模型系数Stein估计的改进研究

针对线性回归模型病态的根本原因,提出了一类新的估计———c-k型估计,将岭估计与Stein估计统一到一个估计类;研究了这一估计类,证明利用岭回归技术可以改进著名的Stein估计(在均方误差意义下);同时研究了相应参数的最优值,分别给出了它的一个上界及下界,为病态线性回归模型系数的有偏估计提供了改进的技术途径.     

病态线性回归模型系数的0─c型岭估计

针对病态线性模型病态的实质,提出回归系数的０－ｃ型岭估计。首先研究它的均方误差的最优化问题,给出了参数的最优值或最优值的一个上界和下界,证明可以选择参数,使它在均方误差的意义下优于ＬＳ估计。其次,研究它的偏差,证明存在０－ｃ型岭估计优于ＬＳ估计,且比岭估计β（ｋ）具有较小偏差。最后证明它的可容许性,并讨论在实用中它的岭参数选择方法的优点。     

一类不确定大系统的分散变结构模型跟随控制

针对一类具有不确定参数和外界扰动的非线性大系统 ,在子系统互连项上界具有多项式形式的条件下 ,提出了一种分散变结构模型跟随控制器设计方案。该控制器不需要未知参数变化、外界扰动以及子系统互连上界的先验信息 ,能够通过自适应率对上述信息进行在线估计。在保证闭环大系统渐近稳定的条件下 ,同时实现了各个子系统滑动模态的存在性和可达性。理论分析和仿真结果验证了本文所提方案的有效性     

一阶常微分方程组边值问题的随机搜索法

本文给出了求具有非线性边界条件的非线性常微方程组边值问题数值解的方法:通过最小二乘原理把边值问题的求解转化为初值问题求解,再利用具有迭代过程的随机搜索方法解对应的优化问题.     

制导武器命中精度估计方法与检验方法一致性研究

针对制导武器命中精度估计方法和检验方法存在的联系以及原理性差异,对两种命中精度评定方法的一致性进行了研究。从双方风险角度研究了小子样条件对命中精度点估计和区间估计方法的影响,明确了提升命中精度评定准确性的手段;在分析命中精度指标与检验方法关系基础上,通过将双方风险与区间上界估计方法进行比较,明确了命中精度指标为备择假设的检验方法;从双方风险层面进一步分析了区间估计方法与检验方法的一致性。结果表明：对于区间估计方法和检验方法,通过合理调整置信水平参数和检出比参数,能够实现两种方法双方风险的一致性,但两种评定方法理论基础不同,进行精度评定会存在评定结论不一致的现象,该现象出现概率与制导武器自身精度有关。     

在线构造Toeplitz矩阵对相干信号DOA估计

针对相干信号源的DOA估计问题,提出了一种基于最大特征矢量在线构造Toeplitz矩阵解相干的方法。通过接收到的数据,实时构造基于最大特征矢量的Toeplitz矩阵来估计相干源的DOA,它无需估计数据的协方差,计算量小,不损失阵列孔径。相比常规的解相干算法,在小快拍和低信噪比情况下,具有更好的估计性能,理论分析和仿真结果验证了该方法的有效性。     

多传感器系统中的航迹合成

本文系统地研究了线性离散系统中的航迹合成和分层估计问题。第一,推出全局最优集中估计解;第二,提出一种新形式的最优航迹合成解,并介绍了它的特点和性质;第三,系统地讨论了一种次优合成算法;第四,导出了次优与最优合成算法的关系。理论分析和仿真研究表明,在过程噪声较小的条件下,次优解与最优解的性能非常接近。     

二维时变电磁场第一边值初值问题广义解的存在与唯一性

在频率为１０１０以下的情况下,给出了由正弦交变电流引起的二维时变电磁场所对应的偏微分方程,并用非线性算子半群理论及单调算子理论证明了相应偏微分方程第一边值初值问题广义解的存在与唯一性．     

The discrete max-min problem

The historic max-min problem is examined as a discrete process rather than in its more usual continuous mode. Since the practical application of the max-min model usually involves discrete objects such as ballistic missiles, the discrete formulation of the problem seems quite appropriate. This paper uses an illegal modification to the dynamic programming process to obtain an upper bound to the max-min value. Then a second but legal application of dynamic programming to the minimization part of the problem for a fixed maximizing vector will give a lower bound to the max-min value. Concepts of optimal stopping rules may be applied to indicate when sufficiently near optimal solutions have been obtained.     

The fractional fixed-charge problem

Fractional fixed-charge problems arise in numerous applications, where the measure of economic performance is the time rate of earnings or profit (equivalent to an interest rate on capital investment). This paper treats the fractional objective function, after suitable transformation, as a linear parametric fixed-charge problem. It is proved, with wider generality than in the case of Hirsch and Dantzig, that some optimal solution to the generalized linear fixed-charge problem is an extreme point of the polyhedral set defined by the constraints. Furthermore, it is shown that the optimum of the generalized fractional fixed-charge problem is also a vertex of this set. The proof utilizes a suitable penalty function yielding an upper bound on the optimal value of the objective function; this is particularly useful when considering combinations of independent transportation-type networks. Finally, it is shown that the solution of a fractional fixed-charge problem is obtainable through that of a certain linear fixed-charge one.     

带有活动收益不确定特征的成像侦察卫星调度问题

根据区域目标的侦察需求,研究了面向区域目标的多星调度问题。分析了调度问题中活动收益不确定特征,讨论了活动收益的上下界。针对收益不确定的特点,设计了影响力指标用于评估活动对调度方案的影响。基于活动影响力与执行时间设计了一种带局部诱导的禁忌搜索算法,采用分层次的、变评价函数机制引导求解过程趋向多目标优化,在优先提高覆盖率的同时兼顾减少资源消耗。最后,以算例验证了算法的有效性,并通过方案比较说明算法具有较好的寻优能力。     

Iterative coloring extension of a maximum clique

In this paper we present an improved branch and bound algorithm for the vertex coloring problem. The idea is to try to extend the coloring of a maximum clique to its adjacent vertices. If this succeeds, its successive neighbors are considered; in case of failure (i.e., in the case the initial colors are not sufficient), working on the subgraph induced by the maximum clique and its neighborhood, the lower bound is improved by seeking for an optimal coloring of this subgraph by branch and bound. The process is repeated iteratively until the whole graph is examined. The iterative scheme exploits a further lower bound obtained by integrating a simple algorithm into the maximum clique search, and a new method to compute upper bounds on subgraphs. Furthermore, a new branching rule and a method for the selection of the initial maximum clique are presented. Extensive computational results and comparisons with existing exact coloring algorithms on random graphs and benchmarks are given. © 2001 John Wiley & Sons, Inc. Naval Research Logistic 48: 518–550, 2001     

Appointment scheduling at a multidisciplinary outpatient clinic using stochastic programming

The purpose of this paper is to investigate the problem of constructing an appointment template for scheduling patients at a specific type of multidisciplinary outpatient clinic called an integrated practice unit (IPU). The focus is on developing and solving a stochastic optimization model for a back pain IPU in the face of random arrivals, an uncertain patient mix, and variable service times. The deterministic version of the problem is modeled as a mixed integer program with the objective of minimizing a weighted combination of clinic closing time (duration) and total patient waiting time (length of stay). A two‐stage stochastic program is then derived to account for the randomness and the sequential nature of the decisions. Although it was not possible to solve the two‐stage problem for even a limited number of scenarios, the wait‐and‐see (WS) problem was sufficiently tractable to provide a lower bound on the stochastic solution. The introduction of valid inequalities, limiting indices, and the use of special ordered sets helped to speed up the computations. A greedy heuristic was also developed to obtain solutions much more quickly. Out of practical considerations, it was necessary to develop appointment templates with time slots at fixed intervals, which are not available from the WS solution. The first to be derived was the expected value (EV) template that is used to find the expected value of the EV solution (EEV). This solution provides an upper bound on the objective function value of the two‐stage stochastic program. The average gap between the EEV and WS solutions was 18%. Results from extensive computational testing are presented for the EV template and for our adaptation of three other templates found in the literature. Depending on the relative importance of the two objective function metrics, the results demonstrate the trade‐off that exists between them. For the templates investigated, the “closing time” ranged from an average of 235 to 275 minutes for a 300‐minute session, while the corresponding “total patient time in clinic” ranged from 80 to 71 minutes.     

Interdiction models for delaying adversarial attacks against critical information technology infrastructure

Information technology (IT) infrastructure relies on a globalized supply chain that is vulnerable to numerous risks from adversarial attacks. It is important to protect IT infrastructure from these dynamic, persistent risks by delaying adversarial exploits. In this paper, we propose max‐min interdiction models for critical infrastructure protection that prioritizes cost‐effective security mitigations to maximally delay adversarial attacks. We consider attacks originating from multiple adversaries, each of which aims to find a “critical path” through the attack surface to complete the corresponding attack as soon as possible. Decision‐makers can deploy mitigations to delay attack exploits, however, mitigation effectiveness is sometimes uncertain. We propose a stochastic model variant to address this uncertainty by incorporating random delay times. The proposed models can be reformulated as a nested max‐max problem using dualization. We propose a Lagrangian heuristic approach that decomposes the max‐max problem into a number of smaller subproblems, and updates upper and lower bounds to the original problem via subgradient optimization. We evaluate the perfect information solution value as an alternative method for updating the upper bound. Computational results demonstrate that the Lagrangian heuristic identifies near‐optimal solutions efficiently, which outperforms a general purpose mixed‐integer programming solver on medium and large instances.     

The fixed charge problem

The fixed charge problem is a nonlinear programming problem of practical interest in business and industry. Yet, until now no computationally feasible exact method of solution for large problems had been developed. In this paper an exact algorithm is presented which is computationally feasible for large problems. The algorithm is based upon a branch and bound approach, with the additional feature that the amount of computer storage required remains constant throughout (for a problem of any given size). Also presented are three suboptimal heuristic algorithms which are of interest because, although they do not guarantee that the true optimal solution will be found, they usually yield very good solutions and are extremely rapid techniques. Computational results are described for several of the heuristic methods and for the branch and bound algorithm.     

Distribution free bounds for service constrained (Q,r) inventory systems

A classical and important problem in stochastic inventory theory is to determine the order quantity (Q) and the reorder level (r) to minimize inventory holding and backorder costs subject to a service constraint that the fill rate, i.e., the fraction of demand satisfied by inventory in stock, is at least equal to a desired value. This problem is often hard to solve because the fill rate constraint is not convex in (Q, r) unless additional assumptions are made about the distribution of demand during the lead‐time. As a consequence, there are no known algorithms, other than exhaustive search, that are available for solving this problem in its full generality. Our paper derives the first known bounds to the fill‐rate constrained (Q, r) inventory problem. We derive upper and lower bounds for the optimal values of the order quantity and the reorder level for this problem that are independent of the distribution of demand during the lead time and its variance. We show that the classical economic order quantity is a lower bound on the optimal ordering quantity. We present an efficient solution procedure that exploits these bounds and has a guaranteed bound on the error. When the Lagrangian of the fill rate constraint is convex or when the fill rate constraint does not exist, our bounds can be used to enhance the efficiency of existing algorithms. © 2000 John Wiley & Sons, Inc. Naval Research Logistics 47: 635–656, 2000     

Determining optimal sizes of bounded batches with rejection via quadratic min‐cost flow

In this article, we consider a single machine scheduling problem, in which identical jobs are split into batches of bounded sizes. For each batch, it is allowed to produce less jobs than a given upper bound, that is, some jobs in a batch can be rejected, in which case a penalty is paid for each rejected job. The objective function is the sum of several components, including the sum of the completion times, total delivery cost, and total rejection cost. We reduce this problem to a min‐cost flow problem with a convex quadratic function and adapt Tamir's algorithm for its solution. © 2017 Wiley Periodicals, Inc. Naval Research Logistics 64: 217–224, 2017     

航天测控调度问题的拉格朗日启发式算法

通过分析航天测控调度问题的测控需求,建立了航天测控调度0-1整数规划模型,运用拉格朗日松弛方法对模型中的任务约束和设备约束进行了松弛,运用次梯度优化算法求得了航天测控调度问题上界,同时得到了决策变量对应的拉格朗日权重,可以作为决策变量在最优解中是否被调度的启发式信息,对拉格朗日权重进行分析,提出了求解问题可行解的拉格朗日启发式算法。最后,通过对两个场景的试验分析验证了拉格朗日启发式算法所求可行解的优越性。