Energy‐efficient scheduling for sustainable manufacturing systems with renewable energy resources

Environmentally friendly energy resources open a new opportunity to tackle the problem of energy security and climate change arising from wide use of fossil fuels. This paper focuses on optimizing the allocation of the energy generated by the renewable energy system to minimize the total electricity cost for sustainable manufacturing systems under time‐of‐use tariff by clipping the peak demand. A rolling horizon approach is adopted to handle the uncertainty caused by the weather change. A nonlinear mathematical programming model is established for each decision epoch based on the predicted energy generation and the probability distribution of power demand in the manufacturing plant. The objective function of the model is shown to be convex, Lipchitz‐continuous, and subdifferentiable. A generalized benders decomposition method based on the primal‐dual subgradient descent algorithm is proposed to solve the model. A series of numerical experiments is conducted to show the effectiveness of the solution approach and the significant benefits of using the renewable energy resources.     

车载多接入边缘网络中联合资源分配和动态任务卸载方案

针对车联网中车辆移动速度过快产生的任务卸载失败问题,设计了一个有效的任务卸载风险评估模型,并提出了联合资源分配的动态任务卸载方案。将时间、能耗和风险共同建模为系统效用,通过联合优化卸载决策、资源分配来最大化系统效用。优化问题被公式化为混合整数非线性规划,在给定卸载决策的情况下,利用凸优化技术解决计算资源分配问题,功率分配通过分式规划技术来优化。仿真分析了车辆移动性对系统效用的影响,证明了所提方案的合理性。     

基于粒子群算法维修保障单元优化配置

针对维修保障单元配置过程中需权衡综合多因素问题,提出了一种基于粒子群算法的维修保障单元优化配置决策模型和方法。首先,以维修任务完成概率为设计目标、以维修保障单元总数量为约束,建立维修保障单元配置决策模型;其次,运用粒子群算法对维修保障单元配置问题进行优化求解。通过具体实例分析,证明了该方法的正确性和有效性。     

异构资源类型下多无人机任务分配

针对多无人机在执行侦察、打击任务的过程中携带任务资源的异构性,以及任务对于异构资源的要求,设计了一种改进的基于共识的捆绑算法(consensus-based bundle algorithm, CBBA)。考虑任务价值、任务执行时间窗以及航程代价等条件建立了多无人机对地目标侦察、打击任务分配模型。利用K-medoids聚类分析方法对多无人机进行基于距离和携带资源平衡的聚类,以解决多无人机对于异构资源类型的要求。对打击任务进行子任务生成,并利用改进后的CBBA求解所建立的任务分配模型,通过对比仿真实验验证了算法的可行性和有效性。     

Stochastic regret minimization for revenue management problems with nonstationary demands

We study an admission control model in revenue management with nonstationary and correlated demands over a finite discrete time horizon. The arrival probabilities are updated by current available information, that is, past customer arrivals and some other exogenous information. We develop a regret‐based framework, which measures the difference in revenue between a clairvoyant optimal policy that has access to all realizations of randomness a priori and a given feasible policy which does not have access to this future information. This regret minimization framework better spells out the trade‐offs of each accept/reject decision. We proceed using the lens of approximation algorithms to devise a conceptually simple regret‐parity policy. We show the proposed policy achieves 2‐approximation of the optimal policy in terms of total regret for a two‐class problem, and then extend our results to a multiclass problem with a fairness constraint. Our goal in this article is to make progress toward understanding the marriage between stochastic regret minimization and approximation algorithms in the realm of revenue management and dynamic resource allocation. © 2016 Wiley Periodicals, Inc. Naval Research Logistics 63: 433–448, 2016     

Optimal FCFS allocation rules for periodic‐review assemble‐to‐order systems

In Assemble‐To‐Order (ATO) systems, situations may arise in which customer demand must be backlogged due to a shortage of some components, leaving available stock of other components unused. Such unused component stock is called remnant stock. Remnant stock is a consequence of both component ordering decisions and decisions regarding allocation of components to end‐product demand. In this article, we examine periodic‐review ATO systems under linear holding and backlogging costs with a component installation stock policy and a First‐Come‐First‐Served (FCFS) allocation policy. We show that the FCFS allocation policy decouples the problem of optimal component allocation over time into deterministic period‐by‐period optimal component allocation problems. We denote the optimal allocation of components to end‐product demand as multimatching. We solve the multi‐matching problem by an iterative algorithm. In addition, an approximation scheme for the joint replenishment and allocation optimization problem with both upper and lower bounds is proposed. Numerical experiments for base‐stock component replenishment policies show that under optimal base‐stock policies and optimal allocation, remnant stock holding costs must be taken into account. Finally, joint optimization incorporating optimal FCFS component allocation is valuable because it provides a benchmark against which heuristic methods can be compared. © 2015 Wiley Periodicals, Inc. Naval Research Logistics 62: 158–169, 2015     

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     

Capacity expansion and cost efficiency improvement in the warehouse problem

The warehouse problem with deterministic production cost, selling prices, and demand was introduced in the 1950s and there is a renewed interest recently due to its applications in energy storage and arbitrage. In this paper, we consider two extensions of the warehouse problem and develop efficient computational algorithms for finding their optimal solutions. First, we consider a model where the firm can invest in capacity expansion projects for the warehouse while simultaneously making production and sales decisions in each period. We show that this problem can be solved with a computational complexity that is linear in the product of the length of the planning horizon and the number of capacity expansion projects. We then consider a problem in which the firm can invest to improve production cost efficiency while simultaneously making production and sales decisions in each period. The resulting optimization problem is non‐convex with integer decision variables. We show that, under some mild conditions on the cost data, the problem can be solved in linear computational time. © 2016 Wiley Periodicals, Inc. Naval Research Logistics 63: 367–373, 2016     

Column generation for stochastic green telecommunication network planning with switchable base stations

We present the green telecommunication network planning problem with switchable base stations, where the location and configuration of the base stations are optimized, while taking into account uncertainty and variability of demand. The problem is formulated as a two‐stage stochastic program under demand uncertainty with integers in both stages. Since solving the presented problem is computationally challenging, we develop the corresponding Dantzig‐Wolfe reformulation and propose a solution approach based on column generation. Comprehensive computational results are provided for instances of varying characteristics. The results show that the joint location and dynamic switching of base stations leads to significant savings in terms of energy cost. Up to 30% reduction in power consumption cost is achieved while still serving all users. In certain cases, allowing dynamic configurations leads to more installed base stations and higher user coverage, while having lower total energy consumption. The Dantzig‐Wolfe reformulation provides solutions with a tight LP‐gap eliminating the need for a full branch‐and‐price scheme. Furthermore, the proposed column generation solution approach is computationally efficient and outperforms CPLEX on the majority of the tested instances. © 2016 Wiley Periodicals, Inc. Naval Research Logistics 63: 351–366, 2016     

Stochastic call center staffing with uncertain arrival,service and abandonment rates: A Bayesian perspective

In this article, we introduce staffing strategies for the Erlang‐A queuing system in call center operations with uncertain arrival, service, and abandonment rates. In doing so, we model the system rates using gamma distributions that create randomness in operating characteristics used in the optimization formulation. We divide the day into discrete time intervals where a simulation based stochastic programming method is used to determine staffing levels. More specifically, we develop a model to select the optimal number of agents required for a given time interval by minimizing an expected cost function, which consists of agent and abandonment (opportunity) costs, while considering the service quality requirements such as the delay probability. The objective function as well as the constraints in our formulation are random variables. The novelty of our approach is to introduce a solution method for the staffing of an operation where all three system rates (arrival, service, and abandonment) are random variables. We illustrate the use of the proposed model using both real and simulated call center data. In addition, we provide solution comparisons across different formulations, consider a dynamic extension, and discuss sensitivity implications of changing constraint upper bounds as well as prior hyper‐parameters. © 2016 Wiley Periodicals, Inc. Naval Research Logistics 63: 460–478, 2016     

基于改进遗传算法的油料调拨优化

为实现油料快速调拨运输，利用改进的遗传算法求解油料调拨优化问题，采用了一种受贪婪算法启发的新的交叉算子和变异算子，对比模拟退火算法等其他算法而言，具有较好的鲁棒性，能很好地解决油料调拨运输过程中多任务多地点的油料调拨运输问题。     

合成分队动态武器目标分配协同决策模型

针对合成分队地面作战特点,提出了一种动态武器目标分配的协同决策模型,该模型基于一种自适应决策中心的协同决策体系结构,以战场信息共享为核心,实现动态火力协同优化分配。提出了针对战场应急目标的一种快速火力分配方法,提高火力整体打击效率的火力适度分配优化方法,适应战场态势动态变化的anytime终止控制方法。仿真实例表明,该模型能够满足合成分队火力动态分配的需求,提高动态武器目标分配决策的合理性和科学性。     

Evasion policies for a vessel being chased by pirate skiffs

Piracy attack is a serious safety problem for maritime transport worldwide. Whilst various strategic actions can be taken, such as rerouting vessels and strengthening navy patrols, this still cannot completely eliminate the possibility of a piracy attack. It is therefore important for a commercial vessel to be equipped with operational solutions in case of piracy attacks. In particular, the choice of a direction for rapidly fleeing is a critical decision for the vessel. In this article, we formulate such a problem as a nonlinear optimal control problem. We consider various policies, such as maintaining a straight direction or making turns, develop algorithms to optimize the policies, and derive conditions under which these policies are effective and safe. Our work can be used as a real‐time decision making tool that enables a vessel master to evaluate different scenarios and quickly make decisions.     

Minimizing the false alarm rate in systems with transient abnormality

We consider a stochastic partially observable system that can switch between a normal state and a transient abnormal state before entering a persistent abnormal state. Only the persistent abnormal state requires alarms. The transient and persistent abnormal states may be similar in appearance, which can result in excess false alarms. We propose a partially observable Markov decision process model to minimize the false alarm rate, subject to a given upper bound on the expected alarm delay time. The cost parameter is treated as the Lagrange multiplier, which can be estimated from the bound of the alarm delay. We show that the optimal policy has a control‐limit structure on the probability of persistent abnormality, and derive closed‐form bounds for the control limit and present an algorithm to specify the Lagrange multiplier. We also study a specialized model where the transient and persistent abnormal states have the same observation distribution, in which case an intuitive “watchful‐waiting” policy is optimal. © 2016 Wiley Periodicals, Inc. Naval Research Logistics 63: 320–334, 2016     

弹道导弹防御中拦截弹最优分层配置

多层弹道导弹防御系统在助推段、飞行中段或再入段不同阶段实施拦截,可有效提高系统拦截概率,不同拦截阶段存在拦截弹最优配比问题。为了解决拦截弹道导弹过程中的最优分层配置的问题,本文分别以单层、双层、三层这三种拦截系统为例,通过公式演算和计算机仿真,得出了分段拦截弹道导弹时、不同拦截阶段的拦截弹之间的数量比与整体拦截成功率之间的关系;并提出了整体拦截成功率的概念。经仿真表明,在整体拦截成功率给定的情况下,使用本文所得出的不同拦截段之间所需拦截弹数目之间的最优比,可以最大限度地降低弹道导弹的拦截成本。     

A model for geographically distributed combat interactions of swarming naval and air forces

This article describes the Distributed Interaction Campaign Model (DICM), an exploratory campaign analysis tool and asset allocation decision‐aid for managing geographically distributed and swarming naval and air forces. The model is capable of fast operation, while accounting for uncertainty in an opponent's plan. It is intended for use by commanders and analysts who have limited time for model runs, or a finite budget. The model is purpose‐built for the Pentagon's Office of Net Assessment, and supports analysis of the following questions: What happens when swarms of geographically distributed naval and air forces engage each other and what are the key elements of the opponents’ force to attack? Are there changes to force structure that make a force more effective, and what impacts will disruptions in enemy command and control and wide‐area surveillance have? Which insights are to be gained by fast exploratory mathematical/computational campaign analysis to augment and replace expensive and time‐consuming simulations? An illustrative example of model use is described in a simple test scenario. © 2016 Wiley Periodicals, Inc. Naval Research Logistics 63: 562–576, 2016     

能量均衡的围捕任务分配方法

随着水下机器人反围捕策略研究的不断深入，水下机器人围捕变得越来越困难。为此构建一种多层环状伏击围捕模型并设计了基于围捕任务的任务分配方法，使得水下机器人能够充分利用自身的特点更好地完成任务。同时，考虑在围捕过程中随时间推移，系统内能量会出现消耗不均的现象，据此提出一种能量均衡方法平衡系统能量的消耗。实验证明所提出的基于多层环状围捕模型的能量均衡策略任务分配方法能有效提高围捕成功率，延长系统寿命。     

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     

Using container inspection history to improve interdiction logistics for illicit nuclear materials

Strengthening the United States' ability to prevent adversaries from smuggling nuclear materials into the country is a vital and ongoing issue. The prospect of additional countries, such as Iran, obtaining the know‐how and equipment to produce these special nuclear materials in the near future underscores the need for efficient and effective inspection policies at ports and border crossings. In addition, the reduction of defense and homeland security budgets in recent years has made it increasingly important to accomplish the interdiction mission with fewer funds. Addressing these complications, in this article, we present a novel two‐port interdiction model. We propose using prior inspection data as a low‐cost way of increasing overall interdiction performance. We provide insights into two primary questions: first, how should a decision maker at a domestic port use detection data from the foreign port to improve the overall detection capability? Second, what are potential limitations to the usefulness of prior inspection data—is it possible that using prior data actually harms decision making at the domestic port? We find that a boundary curve policy (BCP) that takes into account both foreign and domestic inspection data can provide a significant improvement in detection probability. This BCP also proves to be surprisingly robust, even if adversaries are able to infiltrate shipments during transit. © 2013 Wiley Periodicals, Inc. Naval Research Logistics 60: 433‐448, 2013     

基于松弛序列凸优化的轮式机器人协同轨迹规划

针对威胁环境下的多智能体协同轨迹规划问题,以轮式机器人为对象,研究了基于序列凸优化方法的协同轨迹规划方法。首先通过对轮式机器人模型的分析,给出单独轮式机器人实际物理约束,同时以状态量、控制量加权为性能指标,考虑运动学方程、避障避碰约束、个体物理性能约束、终端约束,建立多轮式机器人协同轨迹规划问题;其次,对运动学方程、避障避碰约束进行凸化,证明了满足凸化后的避障避碰约束的解也满足原始避障避碰约束,并进行了几何直观解释;然后,将凸优化子问题进行离散化与松弛化,采用序列凸优化架构进行问题求解;最后,通过数值仿真,对比了松弛序列凸优化方法与现有非线性优化求解器的求解效率。结果表明,松弛序列凸优化方法在尽可能保证最优性的同时大大缩短了计算时间,具有一定工程意义。