Newsvendor problems with sequentially revealed demand information

This article analyzes a capacity/inventory planning problem with a one‐time uncertain demand. There is a long procurement leadtime, but as some partial demand information is revealed, the firm is allowed to cancel some of the original capacity reservation at a certain fee or sell off some inventory at a lower price. The problem can be viewed as a generalization of the classic newsvendor problem and can be found in many applications. One key observation of the analysis is that the dynamic programming formulation of the problem is closely related to a recursion that arises in the study of a far more complex system, a series inventory system with stochastic demand over an infinite horizon. Using this equivalence, we characterize the optimal policy and assess the value of the additional demand information. We also extend the analysis to a richer model of information. Here, demand is driven by an underlying Markov process, representing economic conditions, weather, market competition, and other environmental factors. Interestingly, under this more general model, the connection to the series inventory system is different. © 2012 Wiley Periodicals, Inc. Naval Research Logistics 2012     

Averaging frameworks for simulation optimization with applications to simulated annealing

We present two frameworks for designing random search methods for discrete simulation optimization. One of our frameworks is very broad (in that it includes many random search methods), whereas the other one considers a special class of random search methods called point‐based methods, that move iteratively between points within the feasible region. Our frameworks involve averaging, in that all decisions that require estimates of the objective function values at various feasible solutions are based on the averages of all observations collected at these solutions so far. Also, the methods are adaptive in that they can use information gathered in previous iterations to decide how simulation effort is expended in the current iteration. We show that the methods within our frameworks are almost surely globally convergent under mild conditions. Thus, the generality of our frameworks and associated convergence guarantees makes the frameworks useful to algorithm developers wishing to design efficient and rigorous procedures for simulation optimization. We also present two variants of the simulated annealing (SA) algorithm and provide their convergence analysis as example application of our point‐based framework. Finally, we provide numerical results that demonstrate the empirical effectiveness of averaging and adaptivity in the context of SA. © 2012 Wiley Periodicals, Inc. Naval Research Logistics, 2012     

Optimal inventory control policy for periodic‐review inventory systems with inventory‐level‐dependent demand

We consider a setting in which inventory plays both promotional and service roles; that is, higher inventories not only improve service levels but also stimulate demand by serving as a promotional tool (e.g., as the result of advertising effect by the enhanced product visibility). Specifically, we study the periodic‐review inventory systems in which the demand in each period is uncertain but increases with the inventory level. We investigate the multiperiod model with normal and expediting orders in each period, that is, any shortage will be met through emergency replenishment. Such a model takes the lost sales model as a special case. For the cases without and with fixed order costs, the optimal inventory replenishment policy is shown to be of the base‐stock type and of the (s,S) type, respectively. © 2012 Wiley Periodicals, Inc. Naval Research Logistics, 2012     

Economic lot sizing with constant capacities and concave inventory costs

This article studies the classical single‐item economic lot‐sizing problem with constant capacities, fixed‐plus‐linear order costs, and concave inventory costs, where backlogging is allowed. We propose an O(T³) optimal algorithm for the problem, which improves upon the O(T⁴) running time of the famous algorithm developed by Florian and Klein (Manage Sci18 (1971) 12–20). Instead of using the standard dynamic programming approach by predetermining the minimal cost for every possible subplan, we develop a backward dynamic programming algorithm to obtain a more efficient implementation. © 2012 Wiley Periodicals, Inc. Naval Research Logistics, 2012     

基于Kriging模型的环形桁架可展天线结构参数优化方法

针对传统结构动力学优化过程中求解效率较低的问题,以环形桁架可展天线结构参数优化为研究背景,在环形桁架可展天线结构的参数变量空间中,以试验设计方法选取样本点,通过有限元方法得到各个样本点的第一阶固有频率、固定载荷最大变形等响应值,利用样本点和响应值的关系建立Kriging近似模型进行优化算法的寻优,得到满足所有约束条件的最优解。结果表明,所得到的环形桁架可展天线第一阶固有频率、固定载荷最大变形的响应面呈现比较明显的非线性关系,基于Kriging模型的结构优化方法能比较准确地对环形桁架可展天线进行寻优设计。     

战时野战通信装备随机备件优化方法

随着模块化技术在军事领域的广泛应用,通信装备的战场抢修通常采取换件修理的方式。针对战时野战通信装备随机模块化备件的配置问题,建立了装备战备完好性和费用约束的优化模型,并给出了遗传算法的求解过程。通过实例分析表明该方法能够在战时为装备配置数量合理的备件,使装备备件在满足战备完好性的基础上携行量最少。     

多平台侦察水雷优化模型

针对侦察水雷作战特点,运用最优化理论解决多平台侦察水雷问题。建立多平台侦察水雷优化模型,并通过基于效能指标的单类平台侦察水雷作战模型和基于二分法的最大侦察搜索区域宽度解算模型,得到各类平台的数量需求及其最佳侦察线路配置等关键参数的最优解,较好地满足了侦察水雷作战需求。     

MEFP战斗部结构的正交优化设计

以多爆炸成型弹丸(MEFP)为计算模型,应用显式有限元程序LS-DYNA,分析了药型罩间距、锥角、壁厚、装药高度和装药直径5种因素对MEFP发散角的影响规律。结果表明:随着药型罩间距、壁厚和装药直径的增加以及药型罩锥角、装药高度的减小,MEFP的发散角在减小。在此基础上以MEFP发散角为命中和毁伤概率指标,应用正交优化方法针对5种结构因素对MEFP发散角的影响主次关系进行了分析研究。结果表明药型罩壁厚是MEFP战斗部命中和毁伤概率的主要影响因素,并得到了5种结构因素各水平的最优组合。     

航天测控调度问题的拉格朗日启发式算法

通过分析航天测控调度问题的测控需求,建立了航天测控调度0-1整数规划模型,运用拉格朗日松弛方法对模型中的任务约束和设备约束进行了松弛,运用次梯度优化算法求得了航天测控调度问题上界,同时得到了决策变量对应的拉格朗日权重,可以作为决策变量在最优解中是否被调度的启发式信息,对拉格朗日权重进行分析,提出了求解问题可行解的拉格朗日启发式算法。最后,通过对两个场景的试验分析验证了拉格朗日启发式算法所求可行解的优越性。     

Unpacking the various meanings of redundancy: from refining the concept to military planning

The authors engage in the debate over waste in military force structure planning by rigorously deconstructing the concept of “redundancy.” First, a typology of redundancy is constructed that provides a common framework for identifying variety among redundant structures. These are labeled “true redundancy,” “expanded capacity,” “portfolio diversification,” and “mission overlap.” Further, a number of mechanisms are identified that produce these types of structures, and show the conditions under which planners may utilize redundant structure in the search for optimization. In sum, the article provides refined concepts for analysts and planners to identify when redundancy is deleterious or beneficial.