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421.
Environmentally friendly energy resources open a new opportunity to tackle the problem of energy security and climate change arising from wide use of fossil fuels. This paper focuses on optimizing the allocation of the energy generated by the renewable energy system to minimize the total electricity cost for sustainable manufacturing systems under time‐of‐use tariff by clipping the peak demand. A rolling horizon approach is adopted to handle the uncertainty caused by the weather change. A nonlinear mathematical programming model is established for each decision epoch based on the predicted energy generation and the probability distribution of power demand in the manufacturing plant. The objective function of the model is shown to be convex, Lipchitz‐continuous, and subdifferentiable. A generalized benders decomposition method based on the primal‐dual subgradient descent algorithm is proposed to solve the model. A series of numerical experiments is conducted to show the effectiveness of the solution approach and the significant benefits of using the renewable energy resources. 相似文献
422.
In reliability engineering, the concept of minimal repair describes that the repair brings the failed unit (eg, system or component) to the situation which is same as it was just before the failure. With the help of the well‐known Gamma‐Poisson relationship, this paper investigates optimal allocation strategies of minimal repairs for parallel and series systems through implementing stochastic comparisons of various allocation policies in terms of the hazard rate, the reversed hazard rate, and the likelihood ratio orderings. Numerical examples are presented to illustrate these findings as well. These results not only strengthen and generalize some known ones in the seminal work of Shaked and Shanthikumar, but also solve the open problems proposed by Chahkandi et al.'s study and Arriaza et al.'s study. 相似文献
423.
This article concerns scheduling policies in a surveillance system aimed at detecting a terrorist attack in time. Terrorist suspects arriving at a public area are subject to continuous monitoring, while a surveillance team takes their biometric signatures and compares them with records stored in a terrorist database. Because the surveillance team can screen only one terrorist suspect at a time, the team faces a dynamic scheduling problem among the suspects. We build a model consisting of an M/G/1 queue with two types of customers—red and white—to study this problem. Both types of customers are impatient but the reneging time distributions are different. The server only receives a reward by serving a red customer and can use the time a customer has spent in the queue to deduce its likely type. In a few special cases, a simple service rule—such as first‐come‐first‐serve—is optimal. We explain why the problem is in general difficult and we develop a heuristic policy motivated by the fact that terrorist attacks tend to be rare events. © 2009 Wiley Periodicals, Inc. Naval Research Logistics, 2009 相似文献
424.
We study the scheduling situation in which a set of jobs subjected to release dates and deadlines are to be performed on a single machine. The objective is to minimize a piecewise linear objective function ∑jFj where Fj(Cj) corresponds to the cost of the completion of job j at time Cj. This class of function is very large and thus interesting both from a theoretical and practical point of view: It can be used to model total (weighted) completion time, total (weighted) tardiness, earliness and tardiness, etc. We introduce a new Mixed Integer Program (MIP) based on time interval decomposition. Our MIP is closely related to the well‐known time‐indexed MIP formulation but uses much less variables and constraints. Experiments on academic benchmarks as well as on real‐life industrial problems show that our generic MIP formulation is efficient. © 2009 Wiley Periodicals, Inc. Naval Research Logistics, 2009 相似文献
425.
In financial engineering, sensitivities of derivative prices (also known as the Greeks) are important quantities in risk management, and stochastic gradient estimation methods are used to estimate them given the market parameters. In practice, the surface (function) of the Greeks with respect to the underlying parameters is much more desired, because it can be used in real‐time risk management. In this paper, we consider derivatives with multiple underlying assets, and propose three stochastic kriging‐based methods, the element‐by‐element, the importance mapping, and the Cholesky decomposition, to fit the surface of the gamma matrix that can fulfill the time constraint and the precision requirement in real‐time risk management. Numerical experiments are provided to illustrate the effectiveness of the proposed methods. 相似文献
426.
给出了二阶矩模糊随机过程均方极限的两种定义,证明了这两种定义的等价性,并讨论了二阶矩模糊随机过程均方极限的性质。 相似文献
427.
基于动态罚函数遗传算法的电磁探测卫星多星规划方法 总被引:9,自引:3,他引:6
针对电磁探测卫星的特点,考虑其主要约束条件,建立了多星联合规划数学模型,提出了基于遗传算法的电磁探测卫星多星规划算法.为处理遗传算法迭代过程中产生的不可行解,引入了基于罚函数法的约束处理方法.针对罚函数法中惩罚系数难以确定的特点,设计了惩罚系数自适应调整的动态罚函数机制.根据模拟的数据进行实验及分析,表明该方法能有效解决电磁探测卫星多星规划问题. 相似文献
428.
429.
外存I/O一直是影响I/O密集型应用系统性能的决定性因素。在系统分析I/O优化调度策略及其对磁盘特征参数的需求的基础上,提出了一组面向I/O优化调度器的磁盘特征抽取方法。这些抽取方法已经被证明是高效的,并且在Traxtents Cello调度器的实现中得到采用。 相似文献
430.
针对空间在轨服务日趋成熟以及在轨服务现实需求增长的背景,以在轨服务航天器为研究对象,研究面向卫星的在轨服务任务规划问题,探讨如何合理安排与调配在轨服务资源。将问题分解为在轨服务资源分配和在轨服务路径规划两层,并建立双层优化数学模型。设计在轨服务任务规划算法求解问题,包括基于多种群并行进化的混沌遗传算法和基于全局坐标转换的NSGA-Ⅱ+GSDE算法,并通过仿真结果对比分析,验证算法的可行性和有效性。 相似文献