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     

一种TM遥感影像的分割算法

从多分辨率分析角度分析图像分割概念,研究已有的图像分割方法,阐述基于二进小波变换的多分辨率分析原理,采取由粗到细的控制策略,有效地选取最优分割阈值,从而实现对TM遥感影像的分割,实验结果表明该算法对复杂遥感影像分割是有效的。     

高超声速再入轨迹跟踪控制的微分变换方法

针对多约束条件下高超声速飞行器再入制导问题,提出一种基于微分变换法求解最优反馈控制的全状态标准轨迹跟踪制导律。利用滚动时域控制方法设计易于在线执行的闭环跟踪制导策略,在每个制导周期内将标准轨迹跟踪问题转化为线性时变系统状态调节器问题,并通过最优控制理论进一步转化为两点边值问题,采用微分变换法进行求解获得最优反馈控制律。数值仿真表明微分变换法的引入有效解决了传统两点边值问题求解的数值不稳定性与耗时问题,所设计的闭环制导律对状态偏差与模型不确定性具有较强的鲁棒性,可为工程设计提供有益参考。     

Solution algorithms for the parallel replacement problem under economy of scale

We consider the parallel replacement problem in which machine investment costs exhibit economy of scale which is modeled through associating both fixed and variable costs with machine investment costs. Both finite- and infinite-horizon cases are investigated. Under the three assumptions made in the literature on the problem parameters, we show that the finite-horizon problem with time-varying parameters is equivalent to a shortest path problem and hence can be solved very efficiently, and give a very simple and fast algorithm for the infinite-horizon problem with time-invariant parameters. For the general finite-horizon problem without any assumption on the problem parameters, we formulate it as a zero-one integer program and propose an algorithm for solving it exactly based on Benders' decomposition. Computational results show that this solution algorithm is efficient, i.e., it is capable of solving large scale problems within a reasonable cpu time, and robust, i.e., the number of iterations needed to solve a problem does not increase quickly with the problem size. © 1998 John Wiley & Sons, Inc. Naval Research Logistics 45: 279–295, 1998     

Coordinated replenishments from multiple suppliers with price discounts

In this study we present an integer programming model for determining an optimal inbound consolidation strategy for a purchasing manager who receives items from several suppliers. The model considers multiple suppliers with limited capacity, transportation economies, and quantity discounts. We propose an integrated branch and bound procedure for solving the model. This procedure, applied to a Lagrangean dual at every node of the search tree, combines the subgradient method with a primal heuristic that interact to change the Lagrangean multipliers and tighten the upper and lower bounds. An enhancement to the branch and bound procedure is developed using surrogate constraints, which is found to be beneficial for solving large problems. We report computational results for a variety of problems, with as many as 70,200 variables and 3665 constraints. Computational testing indicates that our procedure is significantly faster than the general purpose integer programming code OSL. A regression analysis is performed to determine the most significant parameters of our model. © 1998 John Wiley & Sons, Inc. Naval Research Logistics 45: 579–598, 1998     

A specially structured nonlinear integer resource allocation problem

We present an algorithm for solving a specially structured nonlinear integer resource allocation problem. This problem was motivated by a capacity planning study done at a large Health Maintenance Organization in Texas. Specifically, we focus on a class of nonlinear resource allocation problems that involve the minimization of a convex function over one general convex constraint, a set of block diagonal convex constraints, and bounds on the integer variables. The continuous variable problem is also considered. The continuous problem is solved by taking advantage of the structure of the Karush‐Kuhn‐Tucker (KKT) conditions. This method for solving the continuous problem is then incorporated in a branch and bound algorithm to solve the integer problem. Various reoptimization results, multiplier bounding results, and heuristics are used to improve the efficiency of the algorithms. We show how the algorithms can be extended to obtain a globally optimal solution to the nonconvex version of the problem. We further show that the methods can be applied to problems in production planning and financial optimization. Extensive computational testing of the algorithms is reported for a variety of applications on continuous problems with up to 1,000,000 variables and integer problems with up to 1000 variables. © 2003 Wiley Periodicals, Inc. Naval Research Logistics 50: 770–792, 2003.     

坦克射击模拟器视景三维数学模型的建立

针对研制坦克射击模拟器的要求,利用三维图形技术,建立起了一套三维数学模型,并在该模型基础上提出一种快速纹理生成算法,克服了传统纹理映射方法耗时多的缺点,在微机上达到实时生成,从而能模拟坦克前进动态效果,使得模拟逼真度得以提高.     

整数线性规划问题的一个新算法

本文给出求解整数线性规划问题的一个算法。基本思想是通过求出其伴随线性规划问题的最优单纯形表,把整数线性规划化成正整数系数的不定方程,然后从不定方程的非负整数解集中选取一组满足整数线性规划的约束条件的解,作为整数线性规划的最优解。     

基于军民融合的军事信息资源效能转化

军事信息资源效能转化的强弱,事关军队信息化建设和军队战斗力生成,需要引起高度重视。本文阐述军民融合对军事信息效能转化工作的巨大推动力,并通过分析当前制约军民融合军事信息资源效能转化的内因和外因,提出完善军民融合军事信息资源效能转化工作的措施建议。     

Gauss伪谱法的再入可达域计算方法

为了加快优化速度和提高优化质量,提出一种基于Gauss伪谱法的再入可达域计算方法。鉴于再入时一般采用固定的攻角剖面,将攻角作为状态变量,仅对倾侧角进行单变量寻优。优化过程中,再入纵程被视为终端约束,以获取不同纵程下的最大横程,将速度倾角视为过程约束,以消除弹道的跳跃现象。通过仿真,求解出了通用航空飞行器的再入可达域,结果与间接法的理论证明一致。