Dynamic order acceptance and capacity planning on a single bottleneck resource

We present a tactical decision model for order acceptance and capacity planning that maximizes the expected profits from accepted orders, allowing for aggregate regular as well as nonregular capacity. The stream of incoming order arrivals is the main source of uncertainty in dynamic order acceptance and the company only has forecasts of the main properties of the future incoming projects. Project proposals arrive sequentially with deterministic interarrival times and a decision on order acceptance and capacity planning needs to be made each time a proposal arrives and its project characteristics are revealed. We apply stochastic dynamic programming to determine a profit threshold for the accept/reject decision as well as to deterministically allocate a single bottleneck resource to the accepted projects, both with an eye on maximizing the expected revenues within the problem horizon. We derive a number of managerial insights based on an analysis of the influence of project and environmental characteristics on optimal project selection and aggregate capacity usage. © 2007 Wiley Periodicals, Inc. Naval Research Logistics, 2007     

敏捷成像卫星自主规划模型与算法

针对敏捷成像卫星自主规划问题,将规划、决策、执行和信息反馈相结合,提出星上自主规划框架,并介绍框架结构和模块功能。在分析主要约束条件的基础上,建立基于时间线约束网络的问题模型。通过将各种卫星动作前后衔接,组合成能够完成不同任务的动作序列,提出一种面向卫星动作序列的启发式算法。该算法分为规划和决策两个部分,并在卫星执行每一个动作序列的同时基于多种启发式规则进行规划,在动作序列执行结束时进行决策。实验结果表明了自主规划框架和模型的合理性以及算法的有效性。     

Spares stocking policies for repairable items with dependent repair times

This paper analyzes the problem of determining desirable spares inventory levels for repairable items with dependent repair times. The problem is important for repairable products such as aircraft engines which can have very large investment in spares inventory levels. While existing models can be used to determine optimal inventory spares levels when repair times are independent, the practical considerations of limited repair shop capacity and prioritized shop dispatching rules combine to make repair times not independent of one another. In this research a simulation model of a limited capacity repair facility with prioritized scheduling is used to explore a variety of heuristic approaches to the spares stocking decision. The heuristics are also compared with use of a model requiring independent repair times (even though that assumption is not valid here). The results show that even when repair time dependencies are present, the performance of a model which assumes independent repair times is quite good.     

Risk‐sensitive sizing of responsive facilities

We develop a risk‐sensitive strategic facility sizing model that makes use of readily obtainable data and addresses both capacity and responsiveness considerations. We focus on facilities whose original size cannot be adjusted over time and limits the total production equipment they can hold, which is added sequentially during a finite planning horizon. The model is parsimonious by design for compatibility with the nature of available data during early planning stages. We model demand via a univariate random variable with arbitrary forecast profiles for equipment expansion, and assume the supporting equipment additions are continuous and decided ex‐post. Under constant absolute risk aversion, operating profits are the closed‐form solution to a nontrivial linear program, thus characterizing the sizing decision via a single first‐order condition. This solution has several desired features, including the optimal facility size being eventually decreasing in forecast uncertainty and decreasing in risk aversion, as well as being generally robust to demand forecast uncertainty and cost errors. We provide structural results and show that ignoring risk considerations can lead to poor facility sizing decisions that deteriorate with increased forecast uncertainty. Existing models ignore risk considerations and assume the facility size can be adjusted over time, effectively shortening the planning horizon. Our main contribution is in addressing the problem that arises when that assumption is relaxed and, as a result, risk sensitivity and the challenges introduced by longer planning horizons and higher uncertainty must be considered. Finally, we derive accurate spreadsheet‐implementable approximations to the optimal solution, which make this model a practical capacity planning tool.© 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008     

An approximate planning model for distributed computing networks

We develop an approximate planning model for a distributed computing network in which a control system oversees the assignment of information flows and tasks to a pool of shared computers, and describe several optimization applications using the model. We assume that the computers are multithreaded, and have differing architectures leading to varying and inconsistent processing rates. The model is based on a discrete‐time, continuous flow model developed by Graves [Oper Res 34 (1986), 522–533] which provides the steady‐state moments of production and work‐in‐queue quantities. We make several extensions to Graves' model to represent distributed computing networks. First, we approximately model control rules that are nonlinear functions of the work‐in‐queue at multiple stations through a linearization approach. Second, we introduce an additional noise term on production and show its use in modeling the discretization of jobs. Third, we model groups of heterogeneous computers as aggregate, “virtual computing cells” that process multiple tasks simultaneously, using a judiciously selected control rule. © 2005 Wiley Periodicals, Inc. Naval Research Logistics, 2005.     

A continuous‐time strategic capacity planning model

Capacity planning decisions affect a significant portion of future revenue. In the semiconductor industry, they need to be made in the presence of both highly volatile demand and long capacity installation lead‐times. In contrast to traditional discrete‐time models, we present a continuous‐time stochastic programming model for multiple resource types and product families. We show how this approach can solve capacity planning problems of reasonable size and complexity with provable efficiency. This is achieved by an application of the divide‐and‐conquer algorithm, convexity, submodularity, and the open‐pit mining problem. © 2005 Wiley Periodicals, Inc. Naval Research Logistics, 2005.     

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.     

Capacity investment decisions under risk aversion

This article studies the optimal capacity investment problem for a risk‐averse decision maker. The capacity can be either purchased or salvaged, whereas both involve a fixed cost and a proportional cost/revenue. We incorporate risk preference and use a consumption model to capture the decision maker's risk sensitivity in a multiperiod capacity investment model. We show that, in each period, capacity and consumption decisions can be separately determined. In addition, we characterize the structure of the optimal capacity strategy. When the parameters are stationary, we present certain conditions under which the optimal capacity strategy could be easily characterized by a static two‐sided (s, S) policy, whereby, the capacity is determined only at the beginning of period one, and held constant during the entire planning horizon. It is purchased up to B when the initial capacity is below b, salvaged down to Σ when it is above σ, and remains constant otherwise. Numerical tests are presented to investigate the impact of demand volatility on the optimal capacity strategy. © 2016 Wiley Periodicals, Inc. Naval Research Logistics 63: 218–235, 2016     

支持并行工程的造船分段作业计划系统

针对传统造船模式下,车间作业计划与工艺设计串行工作方式的缺点,基于并行工程的原理,提出了分段作业计划与工艺设计的集成运行模式,为实现造船CAPP系统与PPC系统的集成化和并行化提供了实现的基础。针对集成模式的特点,建立了分段作业计划系统资源优化的数学模型,应用遗传算法解决了针对任意分段装配工艺方案的多资源平衡优化问题,可以得到每项作业最优的开工时间,同时能够给出多种资源的最优分布结果,满足了多工艺方案之间资源利用率的比较。最后,给出了计算实例,计算机模拟结果说明了这一方法的有效性。     

Sensitivity analysis on responsive pricing and production under imperfect demand updating

This paper examines three types of sensitivity analysis on a firm's responsive pricing and responsive production strategies under imperfect demand updating. Demand has a multiplicative form where the market size updates according to a bivariate normal model. First, we show that both responsive production and responsive pricing resemble the classical pricing newsvendor with posterior demand uncertainty in terms of the optimal performance and first‐stage decision. Second, we show that the performance of responsive production is sensitive to the first‐stage decision, but responsive pricing is insensitive. This suggests that a “posterior rationale” (ie, using the optimal production decision from the classical pricing newsvendor with expected posterior uncertainty) allows a simple and near‐optimal first‐stage production heuristic for responsive pricing. However, responsive production obtains higher expected profits than responsive pricing under certain conditions. This implies that the firm's ability to calculate the first‐stage decision correctly can help determine which responsive strategy to use. Lastly, we find that the firm's performance is not sensitive to the parameter uncertainty coming from the market size, total uncertainty level and information quality, but is sensitive to uncertainty originating from the procurement cost and price‐elasticity.     

均衡聚类市场拍卖机制的异构无人机集群任务规划方法

针对大规模异构无人机集群的全局任务规划问题,提出一种基于均衡聚类市场拍卖机制的任务规划方法。对无人机群协同合作完成任务的场景进行分析,综合任务聚类和无人机联盟的优势,建立了通用性较高的任务规划模型。考虑到对无人机群负载均衡的需求,融合和改进了K-means聚类算法和市场拍卖机制,形成一种综合考虑路程消耗和任务消耗的均衡聚类市场拍卖算法。在拍卖过程中引入平衡参数,通过计算旅行商问题来修正平衡参数,保证无人机群在负载均衡的同时整体成本不断降低。仿真结果表明,使用均衡聚类市场拍卖机制的任务规划方法能够在较短时间内完成异构无人机群的复杂任务规划,保证无人机群负载均衡的同时,整体成本和总时间上也有较好表现,具有一定的实际应用价值。     

Maintaining systems with heterogeneous spare parts

We consider the problem of optimally maintaining a stochastically degrading, single‐unit system using heterogeneous spares of varying quality. The system's failures are unannounced; therefore, it is inspected periodically to determine its status (functioning or failed). The system continues in operation until it is either preventively or correctively maintained. The available maintenance options include perfect repair, which restores the system to an as‐good‐as‐new condition, and replacement with a randomly selected unit from the supply of heterogeneous spares. The objective is to minimize the total expected discounted maintenance costs over an infinite time horizon. We formulate the problem using a mixed observability Markov decision process (MOMDP) model in which the system's age is observable but its quality must be inferred. We show, under suitable conditions, the monotonicity of the optimal value function in the belief about the system quality and establish conditions under which finite preventive maintenance thresholds exist. A detailed computational study reveals that the optimal policy encourages exploration when the system's quality is uncertain; the policy is more exploitive when the quality is highly certain. The study also demonstrates that substantial cost savings are achieved by utilizing our MOMDP‐based method as compared to more naïve methods of accounting for heterogeneous spares.     

作战资源规划方案生成时间分析

资源规划是联合作战中一项重要环节,资源规划方案对提升联合作战的效率,达到更好的作战效果具有重要意义。现代战争的速度越来越快,如何在最短时间内能够生成较优的资源规划方案,提高决策反应速度,是联合作战中需考虑的关键问题。本文在基于MDLS算法的基础上,通过计算机仿真,分析了平台数量和平台优先权对资源规划方案生成时间的影响,得出了相关结论。     

模糊Petri网在装备保障指挥决策中的应用研究

针对装备保障指挥决策的非结构化特点,结合模糊Petri网的基本理论,建立了一类装备保障指挥决策的模糊Petri网模型(ZYFPN).给出了模型中模糊推理过程的形式化推理算法,算法考虑了推理过程中的众多约束条件,包括命题在规则中的权重、变迁触发的闲值、规则的可信度以及多结论规则等.以装备保障配置地域转移决策为例,描述了从决策问题分析到ZYFPN模型建立,以及基于矩阵运算的决策推理过程的相关问题.应用这一模型,可以提高基于规则的装备保障指挥辅助决策系统的设计、分析和维护效率.     

A nonlinear continuous time optimal control model of dynamic pricing and inventory control with no backorders

In this paper, we present a continuous time optimal control model for studying a dynamic pricing and inventory control problem for a make‐to‐stock manufacturing system. We consider a multiproduct capacitated, dynamic setting. We introduce a demand‐based model where the demand is a linear function of the price, the inventory cost is linear, the production cost is an increasing strictly convex function of the production rate, and all coefficients are time‐dependent. A key part of the model is that no backorders are allowed. We introduce and study an algorithm that computes the optimal production and pricing policy as a function of the time on a finite time horizon, and discuss some insights. Our results illustrate the role of capacity and the effects of the dynamic nature of demand in the model. © 2007 Wiley Periodicals, Inc. Naval Research Logistics, 2007     

Multi‐item capacitated lot‐sizing problems with setup times and pricing decisions

We study a multi‐item capacitated lot‐sizing problem with setup times and pricing (CLSTP) over a finite and discrete planning horizon. In this class of problems, the demand for each independent item in each time period is affected by pricing decisions. The corresponding demands are then satisfied through production in a single capacitated facility or from inventory, and the goal is to set prices and determine a production plan that maximizes total profit. In contrast with many traditional lot‐sizing problems with fixed demands, we cannot, without loss of generality, restrict ourselves to instances without initial inventories, which greatly complicates the analysis of the CLSTP. We develop two alternative Dantzig–Wolfe decomposition formulations of the problem, and propose to solve their relaxations using column generation and the overall problem using branch‐and‐price. The associated pricing problem is studied under both dynamic and static pricing strategies. Through a computational study, we analyze both the efficacy of our algorithms and the benefits of allowing item prices to vary over time. © 2009 Wiley Periodicals, Inc. Naval Research Logistics, 2010     

Optimal production ramp-up in the smartphone manufacturing industry

Motivated by challenges in the smartphone manufacturing industry, we develop a dynamic production ramp-up model that can be applied to economically satisfy nonstationary demand for short-life-cycle products by high-tech companies. Due to shorter life cycles and more rapid evolution of smartphones, production ramp-up has been increasingly critical to the success of a new smartphone. In the production ramp-up, the key challenge is to match the increasing capacity to nonstationary demand. The high-tech smartphone manufacturers are urged to jointly consider the effect of increasing capacity and decreasing demand. We study the production planning problem using a high-dimensional Markov decision process (MDP) model to characterize the production ramp-up. To address the curse of dimensionality, we refine Monte Carlo tree search (MCTS) algorithm and theoretically analyze its convergence and computational complexity. In a real case study, we find that the MDP model achieves revenue improvement by stopping producing the existing product earlier than the benchmark policy. In synthetic instances, we validate that the proposed MCTS algorithm saves computation time without loss of solution quality compared with traditional value iteration algorithm. As part of the Lenovo production solution, our MDP model enables high-tech smartphone manufacturers to better plan the production ramp-up.     

复杂约束下的导弹作战任务规划模型和算法研究*

导弹作战任务规划是一个涉及时间、资源、质量和其他关系约束的复杂问题.首先通过定叉约束满足效用对基本约束满足模型进行了扩展,建立了导弹任务规划的约束满足优化模型.在此基础上,研究了任务规划模型求解的时间和效用传播算法,提出了基于综合效用的优化求解框架.该模型和求解框架易于解决具有多种约束因素的复杂问题,具有较好的通用性.通过定义软、硬约束效用,使得实际任务规划问题求解具有更好的灵活性.     

Optimal resource allocation and redistribution strategy in military conflicts with Lanchester square law attrition

We address the problem of optimal decision‐making in conflicts based on Lanchester square law attrition model where a defending force needs to be partitioned optimally, and allocated to two different attacking forces of differing strengths and capabilities. We consider a resource allocation scheme called the Time Zero Allocation with Redistribution (TZAR) strategy, where allocation is followed by redistribution of defending forces, on the occurrence of certain decisive events. Unlike previous work on Lanchester attrition model based tactical decision‐making, which propose time sequential tactics through an optimal control approach, the present article focuses on obtaining simpler resource allocation tactics based on a static optimization framework, and demonstrates that the results obtained are similar to those obtained by the more complex dynamic optimal control solution. Complete solution for this strategy is obtained for optimal partitioning of resources of the defending forces. © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008     

复杂约束下的导弹作战任务规划模型和算法研究

导弹作战任务规划是一个涉及时间、资源、质量和其他关系约束的复杂问题。首先通过定义约束满足效用对基本约束满足模型进行了扩展，建立了导弹任务规划的约束满足优化模型。在此基础上，研究了任务规划模型求解的时间和效用传播算法，提出了基于综合效用的优化求解框架。该模型和求解框架易于解决具有多种约束因素的复杂问题，具有较好的通用性。通过定义软、硬约束效用，使得实际任务规划问题求解具有更好的灵活性。