Balancing and optimizing a portfolio of R&D projects

A mathematical formulation of an optimization model designed to select projects for inclusion in an R&D portfolio, subject to a wide variety of constraints (e.g., capital, headcount, strategic intent, etc.), is presented. The model is similar to others that have previously appeared in the literature and is in the form of a mixed integer programming (MIP) problem known as the multidimensional knapsack problem. Exact solution of such problems is generally difficult, but can be accomplished in reasonable time using specialized algorithms. The main contribution of this paper is an examination of two important issues related to formulation of project selection models such as the one presented here. If partial funding and implementation of projects is allowed, the resulting formulation is a linear programming (LP) problem which can be solved quite easily. Several plausible assumptions about how partial funding impacts project value are presented. In general, our examples suggest that the problem might best be formulated as a nonlinear programming (NLP) problem, but that there is a need for further research to determine an appropriate expression for the value of a partially funded project. In light of that gap in the current body of knowledge and for practical reasons, the LP relaxation of this model is preferred. The LP relaxation can be implemented in a spreadsheet (even for relatively large problems) and gives reasonable results when applied to a test problem based on GM's R&D project selection process. There has been much discussion in the literature on the topic of assigning a quantitative measure of value to each project. Although many alternatives are suggested, no one way is universally accepted as the preferred way. There does seem to be general agreement that all of the proposed methods are subject to considerable uncertainty. A systematic way to examine the sensitivity of project selection decisions to variations in the measure of value is developed. It is shown that the solution for the illustrative problem is reasonably robust to rather large variations in the measure of value. We cannot, however, conclude that this would be the case in general. © 2001 John Wiley & Sons, Inc. Naval Research Logistics 48: 18–40, 2001     

关于算子方程Tx=y扰动分析的一些结果

在Banach空间中给出了一种相容算子方程解的误差估计 ,推广了矩阵扰动分析中的相应结果 .此外 ,利用Hilbert空间中算子M -P广义逆与算子的约化极小模之间的关系 ,给出了一些估计式 ,这些估计式对于分析不相容算子方程Tx =y的极小范数最小二乘解的扰动误差是有用的     

奇型非线性抛物问题的有限元误差估计

引入带权的Sobolev空间 ,讨论了奇型非线性抛物问题的有限元方法 ,在a(u) ,f(u)均满足Lips chitz条件下 ,证明了相应椭圆投影算子Rhu与u之间误差估计式 ,并在一定的假设下 ,给出了奇型非线性抛物问题的广义解u及半离散问题的有限元解uh 误差估计式 .     

指派问题的降阶优化算法

指派问题是运筹学中特殊线性规划中的一类问题。在现实生活中,指派问题非常普遍,常常可以见到各种各样的指派问题。通过对指派问题的数学模型进行分析,提出了与以往方法不同的求解指派问题的一种新的思路,通过对几个定理的研究,给出了一种新的求解方法——降阶优化算法。对求解指派问题提供了一种新的途径,在运筹学等领域有着较好的应用前景。     

军转干部自主择业制度研究

自主择业制度是我国军队转业干部安置方式的一项重大改革 ,本文阐述了自主择业制度的意义、主要政策、实施中存在的主要问题及对策     

AIP潜艇位置基准点问题研究

位置基准点问题是常规动力潜艇战术研究中的一个重要问题.由于具有两种不同的水下航行动力,AIP潜艇位置基准点问题与普通柴电潜艇的位置基准点问题具有很大的不同.给出了AIP潜艇的位置基准点问题的数学描述,在对问题进行分析的基础上,给出了AIP潜艇位置基准点问题的一个取值范围及相应的计算方法,所采用的理论和技术包括二人零和对策、最优控制以及动态规划.最后,通过计算实例对所给理论的正确性,算法的合理性及效率进行了验证.     

具有时滞的二阶多点边值问题3个正解的存在性

研究具有时滞的二阶多点边值问题,应用Avery和Peterson推广的Leggett-Williams不动点定理,给出了该边值问题至少存在3个正解的充分条件。     

武器装备需求问题框架及特性分析

针对武器装备需求内涵模糊的问题,建立武器装备需求问题框架并分析需求的相关本质特性.提取武器装备需求的关键影响要素,提出武器装备需求问题框架--包括需求关键影响要素、影响要素属性、影响要素之间的关系;采用高阶逻辑的规则,分析了武器装备需求及需求映像的特性,包括武器装备需求充分性、前提合理性、实现可行性、必要性和层次性,以及武器装备需求映像充分性、必要性和指导性.以假定的一个城市导弹防御系统的需求研究为例检验了方法的可行性和有效性.     

器材分层集装问题的遗传算法应用研究

从缩小搜索区域、增强算法的收敛性,以及缩短计算时间的角度出发,提出了解决器材分层集装问题的遗传算法。根据实际情况论述了解决该问题的3步法,并建立了优化的数学模型,构造了适合遗传算法求解的目标函数。实验表明,遗传算法具有很好的全局收敛性,能有效地解决器材分层集装问题。     

A branch‐and‐cut algorithm for the nonpreemptive swapping problem

In the Swapping Problem (SP), we are given a complete graph, a set of object types, and a vehicle of unit capacity. An initial state specifies the object type currently located at each vertex (at most one type per vertex). A final state describes where these object types must be repositioned. In general, there exist several identical objects for a given object type, yielding multiple possible destinations for each object. The SP consists of finding a shortest vehicle route starting and ending at an arbitrary vertex, in such a way that each object is repositioned in its final state. This article exhibits some structural properties of optimal solutions and proposes a branch‐and‐cut algorithm based on a 0‐1 formulation of the problem. Computational results on random instances containing up to 200 vertices and eight object types are reported. © 2009 Wiley Periodicals, Inc. Naval Research Logistics 2009