Single-machine scheduling with dynamic arrivals: Decomposition results and an improved algorithm

This article considers the single-machine dynamic scheduling problem where the jobs have different arrival times and the objective is to minimize the sum of completion times. This problem is known to be strongly NP-hard. We develop decomposition results for this problem such that a large problem can be solved by combining optimal solutions for several smaller problems. The decomposition results can be used with any implicit enumeration method to develop an optimal algorithm. Our computational experiment indicates that the computational efficiency of the currently best available branch-and-bound algorithm can be improved with the use of our decomposition results. © 1996 John Wiley & Sons, Inc.     

Parametric analysis of linear programs with upper bounded variables

Linear programming problems with upper bounded variables can be solved by regular simplex method by considering upper bounding constraints as explicit constraints of the problem. However, more efficient methods exist which consider these upper bound constraints implicitly. When parametric analysis for problems with upper bounds is to be carried out, one can use the regular parameter analysis by considering the upper bound constraints explicitly. This paper develops formulas for parametric analysis where upper bound constraints are used implicitly, thus reducing the size of the basic matrix.     

Use of completely reduced matrices in solving transportation problems with fixed charges

This paper shows how completely reduced matrices can be used in obtaining exact or approximate solutions to transportation problems with fixed charges. It does not treat methods for obtaining reduced matrices, which are available elsewhere, but it does discuss the problem of obtaining a completely reduced matrix, and then a general parametric solution to the primal problem, from any particular solution. Methods for obtaining particular solutions with determinacies of maximum order (solutions for the constant fixed charges problem) are then presented. The paper terminates with a discussion of methods which are useful in obtaining approximations to solutions of fixed charges problems with charges not constant.     

A characterization of optimal base‐stock levels for a multistage serial supply chain

In this article, we present a multistage model to optimize inventory control decisions under stochastic demand and continuous review. We first formulate the general problem for continuous stages and use a decomposition solution approach: since it is never optimal to let orders cross, the general problem can be broken into a set of single‐unit subproblems that can be solved in a sequential fashion. These subproblems are optimal control problems for which a differential equation must be solved. This can be done easily by recursively identifying coefficients and performing a line search. The methodology is then extended to a discrete number of stages and allows us to compute the optimal solution in an efficient manner, with a competitive complexity. © 2016 Wiley Periodicals, Inc. Naval Research Logistics 63: 32–46, 2016     

Class scheduling algorithms for Navy training schools

The problem of developing good schedules for Navy C-Schools has been modeled as a combinatorial optimization problem. The only complicating feature of the problem is that classes must be grouped together into sequences known as pipelines. An ideal schedule will have all classes in a pipeline scheduled in consecutive weeks. The objective is to eliminate the nonproductive time spent by sailors at C-Schools who are waiting for the next class in a pipeline. In this investigation an implicit enumeration procedure for this problem was developed. The key component of our algorithm is a specialized greedy algorithm which is used to obtain a good initial incumbent. Often this initial incumbent is either an optimal schedule or a near optimal schedule. In an empirical analysis with the only other competing software system, our greedy heuristic found equivalent or better solutions in substantially less computer time. This greedy heuristic was extended and modified for the A-School scheduling problem and was found to be superior to its only competitor. © 1998 John Wiley & Sons, Inc. Naval Research Logistics 45: 533–551, 1998     

基于DSP的SMI方法快速实现研究

空时自适应处理(STAP)权值计算有数据域和均方域两种方法,分别以QR分解和样本协方差矩阵求逆(SMI)方法为代表.QR分解方法可以映射到脉动阵上并行实现,但实现复杂且设计成本较高;SMI方法实现则相对简单,但需要对样本协方差矩阵直接求逆.首先考察了不同矩阵求逆方法的内在并行性,基于DSP支持的片内并行技术,提出并实现了SMI方法的单DSP分块并行处理,进一步给出了数值稳定性分析和改善方法,实验结果证明了方法的有效性.     

Implicit enumeration based algorithms for postoptimizing zero-one programs

It has been shown by G. Roodman that useful postoptimization capabilities for the 0-1 integer programming problem can be obtained from an implicit enumeration algorithm modified to classify and collect all fathomed partial solutions. This paper extends the the approach as follows: 1) Improved parameter ranging formulas are obtained by higher resolution classification criteria. 2) Parameters may be changed so as to tighten the original problem, in addition to relaxing it. 3) An efficient storage structure is presented to cope with difficult data collection task implicit in this approach. 4) Finally, computer implementation is facilitated by the elaboration of a unified set of algorithms.     

正交异性矩形板结构弯曲问题的解析解法

板结构为由若干板组成的结构。用解析法求解正交异性板结构的弯曲问题,必须建立一个正交异性矩形板弯曲的横向位移函数为变量的偏微分方程的一般解。这种解能求解任意边界和任意载荷的弯曲问题。对于结构中的每块板,有些边为单独的,可由边界条件来计算,而有些边与其它板边相连接,由连续性条件来计算。由这些条件组成的方程式可以求解一般解中的全部积分常数。以顶边简支底边固定承受静水压力的板结构水池为例,进行了分析计算。     

优化拉丁方试验设计方法及其应用

计算机仿真是复杂系统优化的一种有效手段,但需要耗费大量机时,必须严格限制仿真次数。针对此提出了优化拉丁方试验设计方法,该方法需要较少的仿真次数,且兼顾方案的正交性和均匀性,采用Cholesky分解生成初始解,通过模拟退火算法对拉丁方矩阵进行优化,定义动态权重因子实现正交性与均匀性的权衡。最后构建了一个实例,通过试验结果证明采用优化拉丁方试验设计方法可以生成具有较好性质的仿真方案,且仿真次数少。     

基于空间时频分布的欠定混合信号源个数估计

针对欠定混合信号的源个数估计问题,提出了一种基于空间时频分布与奇异值分解的估计算法,把所有自源时频点对应的空间时频分布矩阵组成三阶张量,把欠定混合问题转化为超定问题,通过对三阶张量对应的矩阵进行奇异值分解估计出源信号的数目,该方法不需要假设源信号是稀疏的或独立的,理论分析和仿真结果验证了算法的有效性.     

New results on rendezvous search on the interval

In a rendezvous search problem, two players are placed in a network and must try to meet each other in the least possible expected time. We look at rendezvous search on a discrete interval in which the players are initially placed using independent draws (usually assumed to be from the same distribution). Some optimal solutions are known if this distribution is uniform, and also for certain other special types of distribution. In this article, we present two new results. First, we characterize the complete set of solutions for the uniform case, showing that all optimal strategies must have two specific properties (namely, of being swept and strictly geodesic). Second, we relate search strategies on the interval to proper binary trees, and use this correspondence to derive a recurrence relation for solutions to the symmetric rendezvous problem for any initial distribution. This relation allows us to solve any such problem computationally by dynamic programming. Finally, some ideas for future research are discussed. © Wiley Periodicals, Inc. Naval Research Logistics 60: 454–467, 2013     

高阶累积量自适应波束形成的改进算法

针对线性约束最小方差(LCMV)算法在自适应波束形成时,存在的对噪声敏感、信噪比(SNR)较高时波束形成受小特征值扰动影响较大的情况。在基于高阶累积量的LCMV算法的基础上提出改进方法。该方法首先计算阵列接收数据的高阶累积量,然后对高阶累积量构造数据增广矩阵,进行奇异值分解求出伪逆,再用伪逆修正LCMV算法的权值,形成波束。仿真结果表明,相比于传统LCMV算法与基于高阶累积量的LCMV算法。算法能够有效地克服信噪比升高时小特征值扰动对波束形成的不良影响,且在较低快拍数下仍能有效形成波束。     

面向多最优解组合优化问题的决策求解算法

针对具有固定物品总和、多最优解特征的组合优化问题,以固定总和实数子集问题和购买鸡翅问题为例,给出了这类多最优解组合优化问题的形式化表示。在分析枚举等经典算法基础上,提出了基于整数状态表示和实数状态表示的0-1决策递归搜索多最优解动态规划算法。针对该算法在最优解数量较大时,时间复杂度趋向O(mⁿ)的问题,提出了基于相同决策路径合并和基于0-x决策的两种改进算法。实验中两种改进算法的计算时间基本符合与O(nb+nm)的正比关系,表明对于这类多最优解组合优化问题具有良好的求解性能。     

多输出性能下的重要性测度指标及其求解方法

针对基于马氏距离的重要性测度存在的问题,提出了基于谱分解加权摩尔彭罗斯马氏距离的重要性测度指标,通过构造多输出协方差阵的广义逆矩阵以及谱分解的策略,有效解决了协方差阵求逆奇异情况以及由于未能充分考虑多输出之间的相互关系而导致的错误识别重要变量的问题,克服了基于马氏距离指标的局限性。数值算例与工程算例结果表明:所提重要性测度可以更加准确地获得输入变量对结构系统多输出性能随机取值特征贡献的排序,从而为可靠性设计提供充分的信息。     

Decomposition-based approximation algorithms for the one-warehouse multi-retailer problem with concave batch order costs

We study the one-warehouse multi-retailer problem under deterministic dynamic demand and concave batch order costs, where order batches have an identical capacity and the order cost function for each facility is concave within the batch. Under appropriate assumptions on holding cost structure, we obtain lower bounds via a decomposition that splits the two-echelon problem into single-facility subproblems, then propose approximation algorithms by judiciously recombining the subproblem solutions. For piecewise linear concave batch order costs with a constant number of slopes we obtain a constant-factor approximation, while for general concave batch costs we propose an approximation within a logarithmic factor of optimality. We also extend some results to subadditive order and/or holding costs.     

Cyclical job sequencing on multiple sets of identical machines

The problem posed in this paper is to sequence or route n jobs, each originating at a particular location or machine, undergoing r?1 operations or repairs, and terminating at the location or machine from which it originated. The problem is formulated as a 0-1 integer program, with block diagonal structure, comprised of r assignment subproblems; and a joint set of constraints to insure cyclical squences. To obtain integer results the solutions to each subproblem are ranked as required and combinations thereof are implicitly enumerated. The procedure may be terminated at any step to obtain an approximate solution. Some limited computational results are presented.     

基于粒子群优化的稀疏分解最优匹配原子搜索算法

信号的稀疏分解能得到信号的稀疏表示形式,便于进一步处理,但其计算非常复杂,是一个NP问题.粒子群优化是群体智能优化算法,算法简单,易于实现,且搜索效果好.把粒子群优化算法用于稀疏分解的最优匹配原子的搜索,能降低稀疏分解复杂度,同时减少稀疏分解的超完备字典对存储空间的占用,以提高用稀疏分解理论进行信号处理的计算效率,满足或接近实时性的要求.实验证明,此方法切实可行.     

A forward network simplex algorithm for solving multiperiod network flow problems

An optimization model which is frequently used to assist decision makers in the areas of resource scheduling, planning, and distribution is the minimum cost multiperiod network flow problem. This model describes network structure decision-making problems over time. Such problems arise in the areas of production/distribution systems, economic planning, communication systems, material handling systems, traffic systems, railway systems, building evacuation systems, energy systems, as well as in many others. Although existing network solution techniques are efficient, there are still limitations to the size of problems that can be solved. To date, only a few researchers have taken the multiperiod structure into consideration in devising efficient solution methods. Standard network codes are usually used because of their availability and perceived efficiency. In this paper we discuss the development, implementation, and computational testing of a new technique, the forward network simplex method, for solving linear, minimum cost, multiperiod network flow problems. The forward network simplex method is a forward algorithm which exploits the natural decomposition of multiperiod network problems by limiting its pivoting activity. A forward algorithm is an approach to solving dynamic problems by solving successively longer finite subproblems, terminating when a stopping rule can be invoked or a decision horizon found. Such procedures are available for a large number of special structure models. Here we describe the specialization of the forward simplex method of Aronson, Morton, and Thompson to solving multiperiod network network flow problems. Computational results indicate that both the solution time and pivot count are linear in the number of periods. For standard network optimization codes, which do not exploit the multiperiod structure, the pivot count is linear in the number of periods; however, the solution time is quadratic.     

Allocation of resources of modular sizes with an application to Internet Protocol (IP) address allocation

We consider a resource allocation problem, where resources of different capacities must satisfy multiple demands. The demand sizes and the resource capacities are limited to sizes that are power‐of‐two integers (i.e., 1, 2, 4, 8, …). The cost of the resources exhibit economies‐of‐scale savings, i.e., the cost per capacity unit is smaller for resources with larger capacity. The problem is to select the minimum‐cost set of resources that satisfies the demands, while each of the demands must be assigned to a single resource and the number of selected resources does not exceed a specified upper bound. We present algorithms that take advantage of the special structure of the problem and provide optimal solutions in a negligible computing effort. This problem is important for the allocation of blocks of Internet Protocol (IP) addresses, referred to as subnets. In typical IP networks, subnets are allocated at a large number of nodes. An effective allocation attempts to balance the volume of excess addresses that are not used versus fragmentation of addresses at nodes to too many subnets with a discontinuous range of addresses. Due to the efficiency of the algorithms, they can readily be used as valuable modules in IP address management systems. © 2005 Wiley Periodicals, Inc. Naval Research Logistics, 2005.     

A targeting model that minimizes collateral damage

This paper considers the problem of allocating weapons to achieve targeting objectives while simultaneously minimizing aggregate damage to surrounding nonmilitary facilities, each of which has an upper limit to the damage it is permitted to incur. A model is formulated which assumes only that damage to individual targets or associated facilities does not decrease as the number of allocated weapons increases. An implicit enumeration algorithm, based on that of Lawler and Bell is described that yields optimal integer solutions. An example is presented.