A stochastic gradual cover location problem

Covering models assume that a point is covered if it is within a certain distance from a facility and not covered beyond that distance. In gradual cover models it is assumed that a point is fully covered within a given distance from a facility, then cover gradually declines, and the point is not covered beyond a larger distance. Gradual cover models address the discontinuity in cover which may not be the correct approach in many situations. In the stochastic gradual cover model presented in this article it is assumed that the short and long distances employed in gradual cover models are random variables. This refinement of gradual cover models provides yet a more realistic depiction of actual behavior in many situations. The maximal cover model based on the new concept is analyzed and the single facility location cover problem in the plane is solved. Computational results illustrating the effectiveness of the solution procedures are presented. © 2010 Wiley Periodicals, Inc. Naval Research Logistics, 2010     

面向多平台多目标协同跟踪的指派问题

针对多平台多目标协同跟踪中要求多个无人地面平台尽可能均匀地协同跟踪多个目标的特点,提出了改进的离散粒子群优化算法。首先采用连续型粒子群优化算法中的速度和位置迭代公式,然后对粒子位置进行离散编码,使粒子编码对应于可行的指派方案;其次,在优化算法中引入局部搜索,提高算法寻优性能。最后将所提算法应用于多平台多目标协同跟踪中的指派问题,并与未加入局部搜索的粒子群优化算法比较,仿真结果表明,加入局部搜索后的离散粒子群优化算法具有较好的寻优性能。     

超短波信道建模方法

针对超短波信道传播条件复杂,缺乏相关成熟方法和模型的现状,对当前国内外现有超短波信道模型和建模方法进行了梳理、总结和归纳。简单介绍了超短波传播特性、信道参数以及现有模型,重点梳理了在不同应用场景下,可用于超短波信道建模的方法。然后,针对基于随机传播图理论的方法进行了重点介绍,总结了基于信道参数的模型验证方法。最后,针对不同的超短波应用条件,对相关的方法进行了展望。     

Adaptive random search for continuous simulation optimization

We present, analyze, and compare three random search methods for solving stochastic optimization problems with uncountable feasible regions. Our adaptive search with resampling (ASR) approach is a framework for designing provably convergent algorithms that are adaptive and may consequently involve local search. The deterministic and stochastic shrinking ball (DSB and SSB) approaches are also convergent, but they are based on pure random search with the only difference being the estimator of the optimal solution [the DSB method was originally proposed and analyzed by Baumert and Smith]. The three methods use different techniques to reduce the effects of noise in the estimated objective function values. Our ASR method achieves this goal through resampling of already sampled points, whereas the DSB and SSB approaches address it by averaging observations in balls that shrink with time. We present conditions under which the three methods are convergent, both in probability and almost surely, and provide a limited computational study aimed at comparing the methods. Although further investigation is needed, our numerical results suggest that the ASR approach is promising, especially for difficult problems where the probability of identifying good solutions using pure random search is small. © 2010 Wiley Periodicals, Inc. Naval Research Logistics, 2010     

基于DM642的X264移植及优化

X264算法需要经过移植和优化才能满足实时处理的要求。文中首先分析了如何向DM642平台上移植X264代码,通过存储器优化、线性汇编改写等一系列优化措施实现了摄像头实时采集视频、编码及显示。最后完成了采集、回放独立编码运行于后台的Ping-Pong机制。实验表明,对CIF格式视频编码性能由优化前不足0.5帧/s达到20帧/s以上,此时PSNR下降不足3 dB。     

基于引力搜索算法的漏磁缺陷重构

缺陷重构,即从漏磁信号反演出铁磁性材料的缺陷轮廓或几何参数,是漏磁无损评估中的一个重要研究方向。针对缺陷漏磁信号特征及缺陷轮廓特征的复杂性,提出基于引力搜索算法的漏磁缺陷重构方法。依据磁偶极子模型理论分析提取实测漏磁信号有效信息段,径向基函数神经网络作为前向模型,引力搜索算法作为迭代算法,利用其在高维解空间中避免陷入局部最优的能力,得到最优缺陷轮廓,实现缺陷重构。仿真和实验结果表明,基于引力搜索算法的缺陷重构方法能提高重构精度和效率,具有较高的实用价值。     

Optimal empty vehicle redistribution for hub‐and‐spoke transportation systems

This article considers the empty vehicle redistribution problem in a hub‐and‐spoke transportation system, with random demands and stochastic transportation times. An event‐driven model is formulated, which yields the implicit optimal control policy. Based on the analytical results for two‐depot systems, a dynamic decomposition procedure is presented which produces a near‐optimal policy with linear computational complexity in terms of the number of spokes. The resulting policy has the same asymptotic behavior as that of the optimal policy. It is found that the threshold‐type control policy is not usually optimal in such systems. The results are illustrated through small‐scale numerical examples. Through simulation the robustness of the dynamic decomposition policy is tested using a variety of scenarios: more spokes, more vehicles, different combinations of distribution types for the empty vehicle travel times and loaded vehicle arrivals. This shows that the dynamic decomposition policy is significantly better than a heuristics policy in all scenarios and appears to be robust to the assumptions of the distribution types. © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008     

Centralized inventory control in a two‐level distribution system with Poisson demand

This paper introduces a new replenishment policy for inventory control in a two‐level distribution system consisting of one central warehouse and an arbitrary number of nonidentical retailers. The new policy is designed to control the replenishment process at the central warehouse, using centralized information regarding the inventory positions and demand processes of all installations in the system. The retailers on the other hand are assumed to use continuous review (R, Q) policies. A technique for exact evaluation of the expected inventory holding and backorder costs for the system is presented. Numerical results indicate that there are cases when considerable savings can be made by using the new (α₀, Q₀) policy instead of a traditional echelon‐ or installation‐stock (R, Q) policy. © 2002 Wiley Periodicals, Inc. Naval Research Logistics 49: 798–822, 2002; Published online in Wiley InterScience (www.interscience.wiley.com). DOI 10.1002/nav.10040     

具有随机寿命的二维期权定价

由于期权合约在到期日之前可能被终止及标的资产的价格可能会因重大信息的到达而发生跳跃 ,文中在假设合约被终止的风险与重大信息导致的价格跳跃风险皆为非系统的风险情况下 ,应用无套利资本资产定价及Feynman kac公式 ,首先研究了标的资产服从连续扩散过程和跳—扩散过程具有随机寿命的交换期权定价 ,得到相应的定价公式 ;然后 ,研究了标的资产服从跳—扩散过程及利率随机变化具有随机寿命的期权定价 ,得到相应的定价公式     

稳态随机过程激励下基于首次超越破坏的结构优化设计

把结构系统动力可靠性分析与最优化设计结合起来 ,以结构系统的最小质量为目标函数 ,给出了考虑在平稳随机过程激励下多自由度线性系统总的可靠性的结构优化设计方法。运用谱分析理论 ,推导了结构系统在平稳随机过程激励下响应的统计特征 ,同时结合首次超越破坏的Possion模型计算结构系统的可靠性 ,最终采用广义乘子法得到结构系统设计变量的最优值。计算结果表明该方法是可行的