A multi‐stage stochastic programming approach for network capacity expansion with multiple sources of capacity

In networks, there are often more than one sources of capacity. The capacities can be permanently or temporarily owned by the decision maker. Depending on the nature of sources, we identify the permanent capacity, spot market capacity, and contract capacity. We use a scenario tree to model the uncertainty, and build a multi‐stage stochastic integer program that can incorporate multiple sources and multiple types of capacities in a general network. We propose two solution methodologies for the problem. Firstly, we design an asymptotically convergent approximation algorithm. Secondly, we design a cutting plane algorithm based on Benders decomposition to find tight bounds for the problem. The numerical experiments show superb performance of the proposed algorithms compared with commercial software. © 2016 Wiley Periodicals, Inc. Naval Research Logistics 63: 600–614, 2017     

New inequalities for finite and infinite group problems from approximate lifting

In this paper, we derive new families of facet‐defining inequalities for the finite group problem and extreme inequalities for the infinite group problem using approximate lifting. The new valid inequalities for the finite group problem include two‐ and three‐slope facet‐defining inequalities as well as the first family of four‐slope facet‐defining inequalities. The new valid inequalities for the infinite group problem include families of two‐ and three‐slope extreme inequalities. These new inequalities not only illustrate the diversity of strong inequalities for the finite and infinite group problems, but also provide a large variety of new cutting planes for solving integer and mixed‐integer programming problems. © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008     

基于DSP平台的H.324系统研究与实现

在分析H.324系统中双向视音频编解码所需要的运算量和存储容量的基础上,选择两片高速DSP芯片TMS320VC5509,合理分配资源,对视频编解码中关键代码进行优化,设计和实现了双向视音频编解码的实时H.324系统。特别是在定点DSP上采用了整数变换代替浮点DCT,消除了浮点运算,减少了运算量,给出了实验结果。     

质漏对联合循环化学发动机性能的影响

分析存在有限速率传质和质漏损失的联合循环化学发动机性能,导出功率、效率最佳关系,最大功率及其相应效率,以及最大效率及其相应功率     

工质变比热和传热损失对Diesel循环性能的影响

用有限时间热力学的方法分析空气标准Diesel循环,由数值计算给出了存在传热损失和工质变比热时循环功与压缩比、效率与压缩比以及功和效率的特性关系,并分析了传热损失和工质变比热对循环性能的影响特点,通过分析可知传热和变比热特性对Diesel循环性能有较大影响,所以在实际循环分析中应该予以考虑.     

装甲车辆动力传动系统整体性工程初探

全面考虑装甲车辆动力传动系统论证、研制、生产及使用等方面的因素,从整体、系统和全局的观点出发,论述了装甲车辆动力传动系统的整体式设计、一体化控制、性能综合评价和寿命周期费用分析.从而把装甲车辆动力传动系统的论证、研制、生产及使用看作一个整体性工程来考虑,克服了以往设计和使用中重点突出某一过程或部件,而忽略相互匹配和顾此失彼的问题,为在现有技术基础上进一步提高装甲车辆的机动性能,提供了一种新的研究思路.     

定常态不可逆卡诺热机面积特性

对定常态不可逆卡诺热机进行了有限时间热力学分析.定义了功率、效率和面积比系数,并导出三者的关系式,由此对热机最佳功率、效率和面积特性进行了分析和讨论,给出了一些有益的结论.     

空间谱估计在干涉测角中的应用

提出了一种利用空间谱估计对干涉测角系统进行解算的方法,该方法在多重信号分类(M USIC)算法的基础上,对协方差矩阵的估计、特征值分解、谱峰搜索等计算量较大的步骤进行了改进,提高了运算速度.并根据入射角连续的特点,提出了空域跟踪搜索的算法,进一步减小了计算量,同时提高了解模糊的正确率.     

基于编码序列随机移位的MCPC雷达信号设计方法研究

多载频相位编码信号(MCPC)是近年来备受关注的一种新体制宽带雷达信号,其灵活的信号结构使其具备性能均衡、可调的特点,与此同时对参数设计的要求也相应提高.现有设计方法难以在模糊图和包络控制方面同时取得令人满意的性能,且大多只研究了载频数量较少的情况.针对此问题提出了一种编码序列随机移位的MCPC信号,具备理想的图钉状模...     

Using stochastic programming to solve an outpatient appointment scheduling problem with random service and arrival times

We study a stochastic outpatient appointment scheduling problem (SOASP) in which we need to design a schedule and an adaptive rescheduling (i.e., resequencing or declining) policy for a set of patients. Each patient has a known type and associated probability distributions of random service duration and random arrival time. Finding a provably optimal solution to this problem requires solving a multistage stochastic mixed‐integer program (MSMIP) with a schedule optimization problem solved at each stage, determining the optimal rescheduling policy over the various random service durations and arrival times. In recognition that this MSMIP is intractable, we first consider a two‐stage model (TSM) that relaxes the nonanticipativity constraints of MSMIP and so yields a lower bound. Second, we derive a set of valid inequalities to strengthen and improve the solvability of the TSM formulation. Third, we obtain an upper bound for the MSMIP by solving the TSM under the feasible (and easily implementable) appointment order (AO) policy, which requires that patients are served in the order of their scheduled appointments, independent of their actual arrival times. Fourth, we propose a Monte Carlo approach to evaluate the relative gap between the MSMIP upper and lower bounds. Finally, in a series of numerical experiments, we show that these two bounds are very close in a wide range of SOASP instances, demonstrating the near‐optimality of the AO policy. We also identify parameter settings that result in a large gap in between these two bounds. Accordingly, we propose an alternative policy based on neighbor‐swapping. We demonstrate that this alternative policy leads to a much tighter upper bound and significantly shrinks the gap.