A partial characterization of the optimal ordering/rationing policy for a periodic review system with two demand classes and backordering

We consider a finite horizon periodic review, single product inventory system with a fixed setup cost and two stochastic demand classes that differ in their backordering costs. In each period, one must decide whether and how much to order, and how much demand of the lower class should be satisfied. We show that the optimal ordering policy can be characterized as a state dependent (s,S) policy, and the rationing structure is partially obtained based on the subconvexity of the cost function. We then propose a simple heuristic rationing policy, which is easy to implement and close to optimal for intensive numerical examples. We further study the case when the first demand class is deterministic and must be satisfied immediately. We show the optimality of the state dependent (s,S) ordering policy, and obtain additional rationing structural properties. Based on these properties, the optimal ordering and rationing policy for any state can be generated by finding the optimal policy of only a finite set of states, and for each state in this set, the optimal policy is obtained simply by choosing a policy from at most two alternatives. An efficient algorithm is then proposed. © 2010 Wiley Periodicals, Inc. Naval Research Logistics, 2010     

一种基于当前统计模型的模糊交互多模型算法

研究了模糊交互多模型算法(FIMM)和基于当前统计模型(CS)的自适应滤波算法,提出了一种基于当前统计模型的模糊交互多模型算法(CSFIMM)。该算法克服了模糊交互多模型算法精度较低和当前统计模型自适应滤波器方差调整有限的缺点。通过仿真,对所提出的算法和交互多模型(IMM)算法以及FIMM算法在估计精度和计算量两个方面进行了比较。     

An integer decomposition algorithm for solving a two‐stage facility location problem with second‐stage activation costs

We study a stochastic scenario‐based facility location problem arising in situations when facilities must first be located, then activated in a particular scenario before they can be used to satisfy scenario demands. Unlike typical facility location problems, fixed charges arise in the initial location of the facilities, and then in the activation of located facilities. The first‐stage variables in our problem are the traditional binary facility‐location variables, whereas the second‐stage variables involve a mix of binary facility‐activation variables and continuous flow variables. Benders decomposition is not applicable for these problems due to the presence of the second‐stage integer activation variables. Instead, we derive cutting planes tailored to the problem under investigation from recourse solution data. These cutting planes are derived by solving a series of specialized shortest path problems based on a modified residual graph from the recourse solution, and are tighter than the general cuts established by Laporte and Louveaux for two‐stage binary programming problems. We demonstrate the computational efficacy of our approach on a variety of randomly generated test problems. © 2010 Wiley Periodicals, Inc. Naval Research Logistics, 2010     

一类线性规划模型的求解方法

应用矩阵理论知识得到了一类特殊的线性规划模型的相关定理,给出了一种简便求解方法,讨论了求解方法的推广问题.     

基于三级数据关联的红外点目标跟踪方法

介绍了目前红外系统的目标跟踪方法；在目标跟踪时的数据关联阶段，提出了三级门限数据关联算法，根据门限级别所划分的疑似目标点位置，算法采用不同的数据关联策略。该算法能减少轨迹分叉时的计算量，能有效地检测出速度〈1像素／帧的运动点目标。实验结果证明了该算法的有效性。     

基于双层规划的通信干扰兵力部署优化

投掷式通信干扰机是未来通信对抗装备发展的一种趋势,针对其压制无线战术通信的兵力部署优化问题,引入"通信干扰压制概率"和"通信干扰效益"两个指标,建立了基于双层规划的兵力部署优化模型,上层规划以整体通信干扰效益最大化为目标,下层为随机机会约束规划,以通信干扰压制概率满足一定置信水平为约束,以干扰机需求量最小化为目标。采用随机模拟、遗传算法和动态规划相结合的混合智能算法求解双层规划模型,并通过算例分析验证了模型的有效性。     

A generic model of motor‐carrier fuel optimization

Fuel optimizers are decision models (software products) that are increasingly recognized as effective fuel management tools by U.S. truckload carriers. Using the latest price data of every truck stop, these models calculate the optimal fueling schedule for each route that indicates: (i) which truck stop(s) to use, and (ii) how much fuel to buy at the chosen truck stop(s) to minimize the refueling cost. In the current form, however, these models minimize only the fuel cost, and ignore or underestimate other costs that are affected by the models' decision variables. On the basis of the interviews with carrier managers, truck drivers, and fuel‐optimizer vendors, this article proposes a comprehensive model of motor‐carrier fuel optimization that considers all of the costs that are affected by the model's decision variables. Simulation results imply that the proposed model not only attains lower vehicle operating costs than the commercial fuel optimizers, but also gives solutions that are more desirable from the drivers' viewpoint. © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008     

弹道导弹威胁估计模型构建

简要分析了弹道导弹飞行3个阶段的不同特点及各阶段导弹预警探测手段的侧重点,结合威胁估计的特征构建了弹道导弹威胁估计模型结构框架,运用多阶段贝叶斯网络理论,构造了主动段、自由段和再入段威胁估计模型,并明确了三阶段间的转换时机。采用动态贝叶斯方法对弹道导弹作战全过程进行威胁估计仿真推理,仿真结果能够反映导弹在飞行过程中威胁程度的变化特点,为反导指挥员作出辅助决策提供智力支持。     

高动态GNSS信号多普勒模拟任意阶直接数字合成器设计

为高精度模拟高动态条件下GNSS信号的多普勒特性,提出一种任意阶直接数字合成信号合成器的设计方法。设计任意阶直接数字合成信号合成器的结构;通过理论分析,推导各级累加器相位初值的计算公式;给出字长选择方法。经仿真验证,该方法能精确模拟GNSS信号的多普勒特性。此外,提出的直接数字合成器设计方法不受阶数的限制,可普遍应用于各类信号模拟器的设计。