Approximating nondominated sets in continuous multiobjective optimization problems

Many important problems in Operations Research and Statistics require the computation of nondominated (or Pareto or efficient) sets. This task may be currently undertaken efficiently for discrete sets of alternatives or for continuous sets under special and fairly tight structural conditions. Under more general continuous settings, parametric characterisations of the nondominated set, for example through convex combinations of the objective functions or ε‐constrained problems, or discretizations‐based approaches, pose several problems. In this paper, the lack of a general approach to approximate the nondominated set in continuous multiobjective problems is addressed. Our simulation‐based procedure only requires to sample from the set of alternatives and check whether an alternative dominates another. Stopping rules, efficient sampling schemes, and procedures to check for dominance are proposed. A continuous approximation to the nondominated set is obtained by fitting a surface through the points of a discrete approximation, using a local (robust) regression method. Other actions like clustering and projecting points onto the frontier are required in nonconvex feasible regions and nonconnected Pareto sets. In a sense, our method may be seen as an evolutionary algorithm with a variable population size. © 2005 Wiley Periodicals, Inc. Naval Research Logistics, 2005.     

Coordinated scheduling of customer orders for quick response

The scheduling problem addressed in this paper concerns a manufacturer who produces a variety of product types and operates in a make‐to‐order environment. Each customer order consists of known quantities of the different product types, and must be delivered as a single shipment. Periodically the manufacturer schedules the accumulated and unscheduled customer orders. Instances of this problem occur across industries in manufacturing as well as in service environments. In this paper we show that the problem of minimizing the weighted sum of customer order delivery times is unary NP‐hard. We characterize the optimal schedule, solve several special cases of the problem, derive tight lower bounds, and propose several heuristic solutions. We report the results of a set of computational experiments to evaluate the lower bounding procedures and the heuristics, and to determine optimal solutions. © 2005 Wiley Periodicals, Inc. Naval Research Logistics, 2005.     

改进BP网络的舰船装备保障资源保障能力评估

针对单独运用BP网络评估舰船装备保障资源保障能力时存在的不足,提出了一种基于改进BP网络的舰船装备保障资源保障能力评估模型。首先构建了保障能力评估的指标体系,在此基础上,采用主成分分析法对原始输入变量进行预处理,选择输入变量的主成分作为神经网络输入,一方面减少了输入变量的维数,消除了各输入变量的相关性;另一方面提高了网络的收敛性和稳定性,同时也简化了网络的结构。然后将遗传优化算法与BP网络结合,利用GA的全局搜索能力优化BP网络的结构参数。最后进行实例计算,结果表明该方法有效克服了纯BP算法局部收敛、泛化能力弱等问题,新模型采用的算法具有收敛速度快,结果精度高的优点,适用于对保障资源保障能力的分析和评估。     

系统可靠性分配的研究进展

系统可靠性分配是可靠性设计的重要任务之一,其主要作用是为可靠性设计提供辅助决策。给出了可靠性分配流程,研究了可靠性分配模型的发展状况,重点介绍了可靠性分配问题的求解算法,指出了各类算法在分配中的应用及其需进一步解决的问题,同时分析了国内外典型的分配软件,总结了各软件中可靠性分配的主要功能,最后对可靠性分配提出了进一步的研究展望。     

A mathematical programming approach for improving the robustness of least sum of absolute deviations regression

This paper discusses a novel application of mathematical programming techniques to a regression problem. While least squares regression techniques have been used for a long time, it is known that their robustness properties are not desirable. Specifically, the estimators are known to be too sensitive to data contamination. In this paper we examine regressions based on Least‐sum of Absolute Deviations (LAD) and show that the robustness of the estimator can be improved significantly through a judicious choice of weights. The problem of finding optimum weights is formulated as a nonlinear mixed integer program, which is too difficult to solve exactly in general. We demonstrate that our problem is equivalent to a mathematical program with a single functional constraint resembling the knapsack problem and then solve it for a special case. We then generalize this solution to general regression designs. Furthermore, we provide an efficient algorithm to solve the general nonlinear, mixed integer programming problem when the number of predictors is small. We show the efficacy of the weighted LAD estimator using numerical examples. © 2006 Wiley Periodicals, Inc. Naval Research Logistics, 2006     

捷联惯导位置更新中的多子样算法

以地理坐标系作为导航坐标系,推导了捷联惯导位置更新中的位置增量算法;提出了基于曲线拟合的多子样(二、三、四子样)涡卷补偿算法和位置旋转补偿算法.仿真结果表明,二、三、四子样涡卷补偿算法和位置旋转补偿算法都能有效地计算出涡卷补偿和位置旋转补偿值,并且二、三、四子样涡卷补偿算法和位置旋转补偿算法的精度依次提高.     

基于PMC模型的神经网络

在计算机系统中有许多诊断算法,其中针对PMC模型有0-1规划的诊断算法,这个诊断算法是NP完全的,是在多项式时间内不可解的。然而利用神经网络的高度并行性这个特点,就可以在很短的时间内解出结果。主要分析了系统诊断模型PMC的症候特征,得到其充要条件,提出了新的算法,该算法具有高度的并行性,神经网络的发展为此提供了用模拟电路来实现算法的可能性,并进行了模拟验证。     

二部图的(g,f)匹配

本文证明了二部图存在(g,f)匹配和f 因子的充要条件以及有关的几个结果,并且给出了求二部图的最大(g,f)匹配、最小(g,f)匹配和最小权最大f 匹配、最小权(g,f)匹配、最大权(g,f)匹配的算法。     

Minimizing makespan in a multimode multiprocessor shop scheduling problem

We study the problem of multimode scheduling tasks on dedicated processors, with the objective of minimizing the maximum completion time. Each task can be undertaken in one among a set of predefined alternative modes, where each mode specifies a required set of dedicated processors and a processing time. At any time each processor can be used by a single task at most. General precedence constraints exist among tasks, and task preemption is not allowed. The problem consists of assigning a mode and a starting time to each task, respecting processor and precedence constraints, to minimize the time required to complete all tasks. The problem is NP-hard in several particular cases. In previous works, we studied algorithms in which a solution was obtained by means of an iterative procedure that combines mode assignment and sequencing phases separately. In this paper, we present some new heuristics where the decision on the mode assignment is taken on the basis of a partial schedule. Then, for each task, the mode selection and the starting time are chosen simultaneously considering the current processor usage. Different lower bounds are derived from a mathematical formulation of the problem and from a graph representation of a particular relaxed version of the problem. Heuristic solutions and lower bounds are evaluated on randomly generated test problems. © 1999 John Wiley & Sons, Inc. Naval Research Logistics 46: 893–911, 1999     

Two exact algorithms for the vehicle routing problem on trees

This article describes a heuristic and two exact algorithms for several classes of vehicle routing problems defined on tree networks. These include capacitated and time‐constrained vehicle routing problems. One of the exact algorithms is based on the computation of bin packing lower bounds. The other uses column generation. The first algorithm performs better on problems containing small customer demands and in which all vehicles are identical. Otherwise, the second algorithm is more powerful and more versatile. © 1999 John Wiley & Sons, Inc. Naval Research Logistics 46: 75–89, 1999