Subspace dynamic‐simplex linear interpolation search for mixed‐integer black‐box optimization problems

Design and management of complex systems with both integer and continuous decision variables can be guided using mixed‐integer optimization models and analysis. We propose a new mixed‐integer black‐box optimization (MIBO) method, subspace dynamic‐simplex linear interpolation search (SD‐SLIS), for decision making problems in which system performance can only be evaluated with a computer black‐box model. Through a sequence of gradient‐type local searches in subspaces of solution space, SD‐SLIS is particularly efficient for such MIBO problems with scaling issues. We discuss the convergence conditions and properties of SD‐SLIS algorithms for a class of MIBO problems. Under mild conditions, SD‐SLIS is proved to converge to a stationary solution asymptotically. We apply SD‐SLIS to six example problems including two MIBO problems associated with petroleum field development projects. The algorithm performance of SD‐SLIS is compared with that of a state‐of‐the‐art direct‐search method, NOMAD, and that of a full space simplex interpolation search, Full‐SLIS. The numerical results suggest that SD‐SLIS solves the example problems efficiently and outperforms the compared methods for most of the example cases. © 2017 Wiley Periodicals, Inc. Naval Research Logistics 64: 305–322, 2017     

Alleviating time inconsistent behaviors via a competition scheme

Under quasi‐hyperbolic discounting, the valuation of a payoff falls relatively rapidly for earlier delay periods, but then falls more slowly for longer delay periods. When the salespersons with quasi‐hyperbolic discounting consider the product sale problem, they would exert less effort than their early plan, thus resulting in losses of future profit. We propose a winner‐takes‐all competition to alleviate the above time inconsistent behaviors of the salespersons, and allow the company to maximize its revenue by choosing an optimal bonus. To evaluate the effects of the competition scheme, we define the group time inconsistency degree of the salespersons, which measures the consequence of time inconsistent behaviors, and two welfare measures, the group welfare of the salespersons and the company revenue. We show that the competition always improves the group welfare and the company revenue as long as the company chooses to run the competition in the first place. However, the effect on group time inconsistency degree is mixed. When the optimal bonus is moderate (extreme high), the competition motivates (over‐motivates) the salesperson to work hard, thus alleviates (worsens) the time inconsistent behaviors. © 2017 Wiley Periodicals, Inc. Naval Research Logistics 64: 357–372, 2017     

Probabilistic resource pooling games

We study a setting with a single type of resource and with several players, each associated with a single resource (of this type). Unavailability of these resources comes unexpectedly and with player‐specific costs. Players can cooperate by reallocating the available resources to the ones that need the resources most and let those who suffer the least absorb all the costs. We address the cost savings allocation problem with concepts of cooperative game theory. In particular, we formulate a probabilistic resource pooling game and study them on various properties. We show that these games are not necessarily convex, do have non‐empty cores, and are totally balanced. The latter two are shown via an interesting relationship with Böhm‐Bawerk horse market games. Next, we present an intuitive class of allocation rules for which the resulting allocations are core members and study an allocation rule within this class of allocation rules with an appealing fairness property. Finally, we show that our results can be applied to a spare parts pooling situation.     

装备合同履行管理的动态演化博弈研究

在装备合同履行中存在着明显的信息不对称现象。为提高装备合同的履行效益,减少信息不对称的影响,在有限理性假设的前提下,建立了装备合同履行监督的动态演化博弈模型。对合同履行过程中承制单位与军事代表、合同履行管理部门之间的博弈关系进行了探究,得到了各参与方在不同条件下均衡策略的选择,并对优化装备合同的履行管理提出了建议。     

基于三方动态博弈模型的网络生存防御策略优化配置

针对网络攻防环境中防御方以提高系统生存能力为目的所进行的最优生存防御策略的选取问题,提出了一种基于完全信息动态博弈理论的生存防御策略优化配置算法。将恶意攻击方、故障意外事件及防御方作为博弈的参与人,提出了一种混合战略模式下的三方动态博弈模型,对博弈的主要信息要素进行了说明,以混合战略纳什均衡理论为基础,将原纳什均衡条件式的表达式转化为可计算数值结果的表达式,并据此增加了近似的概念,最后,将提出的模型和近似纳什均衡求解算法应用到一个网络实例中,结果证明了模型和算法的可行性和有效性。     

Single batch machine scheduling with deliveries

We consider the problem of scheduling a set of n jobs on a single batch machine, where several jobs can be processed simultaneously. Each job j has a processing time p_j and a size s_j. All jobs are available for processing at time 0. The batch machine has a capacity D. Several jobs can be batched together and processed simultaneously, provided that the total size of the jobs in the batch does not exceed D. The processing time of a batch is the largest processing time among all jobs in the batch. There is a single vehicle available for delivery of the finished products to the customer, and the vehicle has capacity K. We assume that K = rD, where and r is an integer. The travel time of the vehicle is T; that is, T is the time from the manufacturer to the customer. Our goal is to find a schedule of the jobs and a delivery plan so that the service span is minimized, where the service span is the time that the last job is delivered to the customer. We show that if the jobs have identical sizes, then we can find a schedule and delivery plan in time such that the service span is minimum. If the jobs have identical processing times, then we can find a schedule and delivery plan in time such that the service span is asymptotically at most 11/9 times the optimal service span. When the jobs have arbitrary processing times and arbitrary sizes, then we can find a schedule and delivery plan in time such that the service span is asymptotically at most twice the optimal service span. We also derive upper bounds of the absolute worst‐case ratios in both cases. © 2015 Wiley Periodicals, Inc. Naval Research Logistics 62: 470–482, 2015     

Model parameter estimation and residual life prediction for a partially observable failing system

We consider a partially observable degrading system subject to condition monitoring and random failure. The system's condition is categorized into one of three states: a healthy state, a warning state, and a failure state. Only the failure state is observable. While the system is operational, vector data that is stochastically related to the system state is obtained through condition monitoring at regular sampling epochs. The state process evolution follows a hidden semi‐Markov model (HSMM) and Erlang distribution is used for modeling the system's sojourn time in each of its operational states. The Expectation‐maximization (EM) algorithm is applied to estimate the state and observation parameters of the HSMM. Explicit formulas for several important quantities for the system residual life estimation such as the conditional reliability function and the mean residual life are derived in terms of the posterior probability that the system is in the warning state. Numerical examples are presented to demonstrate the applicability of the estimation procedure and failure prediction method. A comparison results with hidden Markov modeling are provided to illustrate the effectiveness of the proposed model. © 2015 Wiley Periodicals, Inc. Naval Research Logistics 62: 190–205, 2015     

无源时差定位系统的模糊无解问题

本文对平面三站无源时差定位系统的定位过程中可能出现的无解和模糊现象进行了探讨,找出了无解分布与布站以及观测噪声方差大小之间的规律,得出了模糊分布与布站之间的关系,并提供了一些解决方法。     

高技术装备维修知识共享

将知识管理的思想引入到装备维修中,认为装备维修组织与高技术装备生产厂家之间的知识共享是提升高技术装备维修能力的重要因素。通过建立知识共享模型,对装备维修组织与高技术装备生产厂家知识共享过程进行了分析,得出知识总量螺旋上升的结果。在此基础上进行博弈分析,运用数学方法,找出主导高技术装备维修知识共享活动的关键因素,并结合实际,研究应对方法,推动装备维修知识共享,促进装备维修组织知识创新,从而提高装备维修能力。     

Single machine just‐in‐time scheduling problems with two competing agents

In scheduling problems with two competing agents, each one of the agents has his own set of jobs to be processed and his own objective function, and both share a common processor. In the single‐machine problem studied in this article, the goal is to find a joint schedule that minimizes the total deviation of the job completion times of the first agent from a common due‐date, subject to an upper bound on the maximum deviation of job completion times of the second agent. The problem is shown to be NP‐hard even for a nonrestrictive due‐date, and a pseudopolynomial dynamic program is introduced and tested numerically. For the case of a restrictive due‐date (a sufficiently small due‐date that may restrict the number of early jobs), a faster pseudopolynomial dynamic program is presented. We also study the multiagent case, which is proved to be strongly NP‐hard. A simple heuristic for this case is introduced, which is tested numerically against a lower bound, obtained by extending the dynamic programming algorithm. © 2013 Wiley Periodicals, Inc. Naval Research Logistics 61: 1–16, 2014