A dynamic nonlinear constrained optimal replacement model

A stochastically constrained optimal replacement model for capital equipment is constructed. Each piece of capital equipment, or machine, is characterized by its age and “utility” or “readiness” class. The readiness of a machine at any age is a stochastic function of its initial utility class and its age. The total discounted replacement cost of several replacement streams, each commencing with an initial machine, is minimized with respect to the replacement age and initial utility class of each machine, subject to a readiness constraint stating the lower bound on the expected number of machines in each utility class at any time. A general solution procedure is outlined and a specific case is solved in detail.     

指标融合和隐马尔可夫模型的舰船装备技术状态评估

科学合理的技术状态评估技术是保障舰船安全性和任务完好性的有效途径之一,针对目前舰船装备技术状态评估缺乏动态性以及评估指标过多的问题,构建舰船装备技术状态多指标融合模型,结合技术状态评估指标融合模型和隐马尔可夫模型所具有双随机性和严谨数学推理能力的特点,建立基于指标融合模型和隐马尔可夫模型的舰船装备技术状态动态评估模型。最后通过案例分析验证了所提出的方法能够有效体现技术状态评估中的动态性,为舰船装备技术状态评估提供新的途径。     

A stochastic constrained optimal replacement model

In this paper a stochastically constrained replacement model is formulated. This model determines a sequence of replacement dates such that the total “current account” cost of all future costs and capital expenditures over an infinite time horizon for the n initial incumbent machines is minimized subject to the constraints that an expected number of machines are in a chosen utility class at any point in time. We then indicate one possible solution method for the model.     

Optimal multicommodity network flows with resource allocation

The problem of determining multicommodity flows over a capacitated network subject to resource constraints may be solved by linear programming; however, the number of potential vectors in most applications is such that the standard arc-chain formulation becomes impractical. This paper describes an approach—an extension of the column generation technique used in the multicommodity network flow problem—that simultaneously considers network chain selection and resource allocation, thus making the problem both manageable and optimal. The flow attained is constrained by resource availability and network capacity. A minimum-cost formulation is described and an extension to permit the substitution of resources is developed. Computational experience with the model is discussed.     

Generating Pareto‐optimal boundary points in multiparty negotiations using constraint proposal method

In this paper a constraint proposal method is developed for computing Pareto‐optimal solutions in multiparty negotiations over continuous issues. Constraint proposal methods have been previously studied in a case where the decision set is unconstrained. Here we extend the method to situations with a constrained decision set. In the method the computation of the Pareto‐optimal solutions is decentralized so that the DMs do not have to know each others' value functions. During the procedure they have to indicate their optimal solutions on different sets of linear constraints. When the optimal solutions coincide, the common optimum is a candidate for a Pareto‐optimal point. The constraint proposal method can be used to generate either one Pareto‐optimal solution dominating the status quo solution or several Pareto‐optimal solutions. In latter case a distributive negotiation among the efficient points can be carried out afterwards. © 2001 John Wiley & Sons, Inc. Naval Research Logistics 48: 210–225, 2001     

Pseudo-monotonic interval programming

A pseudo-monotonic interval program is a problem of maximizing f(x) subject to x ε X = {x ε Rⁿ | a < Ax < b, a, b ε R^m} where f is a pseudomonotonic function on X, the set defined by the linear interval constraints. In this paper, an algorithm to solve the above program is proposed. The algorithm is based on solving a finite number of linear interval programs whose solutions techniques are well known. These optimal solutions then yield an optimal solution of the proposed pseudo-monotonic interval program.     

高超声速滑翔式再入飞行器最大航程飞行轨迹分析

针对航程最大的再入问题,研究了高超声速滑翔式再入飞行器的飞行轨迹特性.使用Legendre伪谱法进行轨迹优化,得到最优轨迹.分析了路径约束对轨迹的影响,以及在路径约束下控制量对飞行轨迹的影响.根据控制量的取值规律,提出一种升力系数的分段直线取值模型.数字仿真表明,通过该模型得到的飞行轨迹与最优轨迹类似,且航程相差很小,可以作为一种使航程最大的轨迹控制方法.     

Armor configurations via dynamic programming

The problem of selecting materials, their thicknesses and order for armor designed for the defeat of shaped charge threats, has been formulated as a constrained optimization problem. The mathematical model provides an optimal order and thickness of each layer of material such that the resulting armor configuration will be of minimum mass per unit area subject to constraints on total thickness and shaped charge jet tip exit velocity.     

Total optimality of incrementally optimal allocations

This paper considers the problem of finding optimal solutions to a class of separable constrained extremal problems involving nonlinear functionals. The results are proved for rather general situations, but they may be easily stated for the case of search for a stationary object whose a priori location distribution is given by a density function on R, a subset of Euclidean n-space. The functional to be optimized in this case is the probability of detection and the constraint is on the amount of effort to be used Suppose that a search of the above type is conducted in such a manner as to produce the maximum increase in probability of detection for each increment of effort added to the search. Then under very weak assumptions, it is proven that this search will produce an optimal allocation of the total effort involved. Under some additional assumptions, it is shown that any amount of search effort may be allocated in an optimal fashion.     

基于滤波与BP神经网络的水下探测信号检测算法

针对水下探测系统探测船舶磁场信号时信噪比较低的问题,首先根据磁异常信号的频域特征,设计了约束最小二乘FIR滤波器,通过对含噪信号进行带通滤波,滤除高频噪声;再采用BP神经网络对低频分量进行学习,提取船舶目标特征信号。将该算法应用于船模实测实验,结果表明:该算法可以显著提高信噪比,增强对船舶磁场信号的检测能力。     

Some constraints on shipping in linear programming models

This note describes some constraints that may be applied to shipping models structured as linear programming problems. These constraints defining port-throughput capability have proven useful in applications of linear programming by the author and provide additional realism in problems of vessel allocation and ship design selection. Increase in model size through the use of the constraints is in general mode rate.     

A note on a first application of clustering procedures to fleet material condition measurements

The objective of this paper is to provide an independent evaluation of the nature and interpretation of ships' physical condition data generated by the USN Board of Inspection and Survey (INSURV). The substantive context is the classification of ships in terms of material condition and/or readiness based on scores pertaining to individual line elements within each ship. In order to account for multi-dimensional measures of each ship, clustering procedures are employed to evaluate existing ship classification systems and to indicate other possibilities.     

基于案例的推理在舰船维修费预测中的应用

针对市场经济条件下舰船维修费预测不确定性越来越大的问题,提出了一种基于案例推理的舰船维修费预测模型。首先,利用修船厂的历史数据,采用特征向量表示法构建舰船维修费案例库;其次,为提高案例检索效率,采用组合模糊聚类算法建立舰船维修费案例的分类索引结构,并提出基于最近邻法的两步检索策略检索相似案例;最后,采用加权平均法对相似案例进行修改以获取预测值,同时采用主动学习策略保存当前案例并更新案例库。实例仿真结果表明:与传统舰船维修费预测模型相比,基于案例的推理模型具有更高的预测精度,所提模型是有效的。     

一种使用可用度备件库存模型

阐述了以装备战备完好性为中心的备件库存控制的基本原理,并给出了以可用度为中心的备件库存数学模型.该模型可计算装备细目结构中的所有组件在各级维修机构中的库存水平,在满足一定费用约束条件下,使装备的使用可用度达到最大.     

Computing bounds for the optimal value in linear programming

Consider a standard linear programming problem and suppose that there are bounds available for the decision variables such that those bounds are not violated at an optimal solution of the problem (but they may be violated at some other feasible solutions of the problem). Thus, these bounds may not appear explicitly in the problem, but rather they may have been derived from some prior knowledge about an optimal solution or from the explicit constraints of the problem. In this paper, the bounds on variables are used to compute bounds on the optimal value when the problem is being solved by the simplex method. The latter bounds may then be used as a termination criteria for the simples iterations for the purpose of finding a “sufficiently good” near optimal solution. The bounds proposed are such that the computational effort in evaluating them is insignificant compared to that involved in the simplex iterations. A numerical example is given to demonstrate their performance.     

Periodic replacement when minimal repair costs vary with time

A policy of periodic replacement with minimal repair at failure is considered for a complex system. Under such a policy the system is replaced at multiples of some period T while minimal repair is performed at any intervening system failures. The cost of a minimal repair to the system is assumed to be a nonde-creasing function of its age. A simple expression is derived for the expected minimal repair cost in an interval in terms of the cost function and the failure rate of the system. Necessary and sufficient conditions for the existence of an optimal replacement interval are exhibited in the case where the system life distribution is strictly increasing failure rate (IFR).     

基于威布尔比例故障率模型的装备检测间隔期多属性模糊决策方法

在对威布尔比例故障率模型进行研究的基础上,以可接受的故障风险为约束,计算了装备的检测间隔期。由于装备使用受到故障风险、检测费用、可用度及停机时间等多属性影响,运用基于加权投影折中法建立了模糊多属性状态检测周期决策模型,实现了多因素条件下状态检测间隔期的综合优化决策。最后,通过实例分析验证了该模型的适用性。     

Termination policies for a two-state stochastic process

The purpose of this paper is to investigate and optimize policies which can be used to terminate a two-state stochastic process with a random lifetime. Such a policy consists of a schedule of times at which termination attempts should be made. Conditions are given which reduce the difficulty of finding the optimal policy by eliminating constraints and some boundary points from consideration. Finally, a bound for the optimal policy is derived for a case where some restrictions are imposed on the model.     

A parallel machine replacement model

This paper considers a finite horizon parallel machine replacement problem where a fixed number of machines is in operation at all times. The operating cost for a machine goes up as the machine gets older. An older machine may have to be replaced by a new one when its operating cost becomes too high. There is a fixed order cost associated with the purchase of new machines. Machine purchase prices and salvage values may depend on the period in which they were purchased. The objective is to find a replacement plan that minimizes the total discounted cost over the problem horizon. We believe that the costs in our model are more commonly observed in practice than those previously used in the literature. The paper develops properties of optimal solutions and an efficient forward‐time algorithm to find an optimal replacement plan. A dominance property is developed that further limits the options to be considered, and a simple forecast horizon result is also presented. Future research possibilities are mentioned. © 2002 Wiley Periodicals, Inc. Naval Research Logistics 49: 275–287, 2002; Published online in Wiley InterScience (http://www.interscience.wiley.com). DOI 10.1002/nav.10012     

一种基于导航点的航天器相对运动轨迹生成策略

针对圆(近圆)轨道航天器相对运动的固定时间状态转移问题,提出了一种基于导航点的多脉冲优化轨迹生成策略.从相对运动动力学出发,应用最优控制理论给出了基于连续推力的最优转移轨线,将引入的导航点限定在最优转移轨线上得到其位置参数;然后利用导航点位置参数建立了脉冲约束下的基于脉冲的优化轨迹生成模型,采用二次规划算法求解,通过改变导航点位置和脉冲间隔优化轨迹.仿真算例验证了策略的有效性.