Balancing and optimizing a portfolio of R&D projects

A mathematical formulation of an optimization model designed to select projects for inclusion in an R&D portfolio, subject to a wide variety of constraints (e.g., capital, headcount, strategic intent, etc.), is presented. The model is similar to others that have previously appeared in the literature and is in the form of a mixed integer programming (MIP) problem known as the multidimensional knapsack problem. Exact solution of such problems is generally difficult, but can be accomplished in reasonable time using specialized algorithms. The main contribution of this paper is an examination of two important issues related to formulation of project selection models such as the one presented here. If partial funding and implementation of projects is allowed, the resulting formulation is a linear programming (LP) problem which can be solved quite easily. Several plausible assumptions about how partial funding impacts project value are presented. In general, our examples suggest that the problem might best be formulated as a nonlinear programming (NLP) problem, but that there is a need for further research to determine an appropriate expression for the value of a partially funded project. In light of that gap in the current body of knowledge and for practical reasons, the LP relaxation of this model is preferred. The LP relaxation can be implemented in a spreadsheet (even for relatively large problems) and gives reasonable results when applied to a test problem based on GM's R&D project selection process. There has been much discussion in the literature on the topic of assigning a quantitative measure of value to each project. Although many alternatives are suggested, no one way is universally accepted as the preferred way. There does seem to be general agreement that all of the proposed methods are subject to considerable uncertainty. A systematic way to examine the sensitivity of project selection decisions to variations in the measure of value is developed. It is shown that the solution for the illustrative problem is reasonably robust to rather large variations in the measure of value. We cannot, however, conclude that this would be the case in general. © 2001 John Wiley & Sons, Inc. Naval Research Logistics 48: 18–40, 2001     

Response surface analysis of two‐stage stochastic linear programming with recourse

We apply the techniques of response surface methodology (RSM) to approximate the objective function of a two‐stage stochastic linear program with recourse. In particular, the objective function is estimated, in the region of optimality, by a quadratic function of the first‐stage decision variables. The resulting response surface can provide valuable modeling insight, such as directions of minimum and maximum sensitivity to changes in the first‐stage variables. Latin hypercube (LH) sampling is applied to reduce the variance of the recourse function point estimates that are used to construct the response surface. Empirical results show the value of the LH method by comparing it with strategies based on independent random numbers, common random numbers, and the Schruben‐Margolin assignment rule. In addition, variance reduction with LH sampling can be guaranteed for an important class of two‐stage problems which includes the classical capacity expansion model. © 1999 John Wiley & Sons, Inc. Naval Research Logistics 46: 753–776, 1999     

非高斯噪声下的滤波方法

干扰条件下的机动目标跟踪在一些文献[1][2]中已有讨论,但利用多传感器,尤其是被动传感器进行非高斯观测噪声条件下的目标跟踪仍需要研究。本文讨论了被动传感器在随机干扰条件下进行机动目标跟踪的方法,其观测量包含非高斯噪声,也可能包含影响观测值的随机干扰。与基于卡尔曼滤波的常见方法不同,采用动态规划算法进行多假设检验,从而估计目标的状态。仿真试验表明,本文方法能有效地处理非高斯噪声情况下的目标跟踪问题,而基于卡尔曼滤波的跟踪方法,比如EKF,则效果较差。     

基于高精度加权紧致非线性格式的γ－Reθ转捩模型标定与应用

为准确模拟航空工程中的转捩问题,在高精度数值风洞平台上采用低速平板试验数据对基于高精度加权紧致非线性格式的γ-Re_θ转捩模型进行了标定,并在二维低速问题中进行了应用。计算结果与试验的对比表明:基于高精度加权紧致非线性格式的γ-Re_θ转捩模型可准确模拟自然转捩、旁路转捩及分离转捩的位置,并且具有较低的网格敏感性;在中等雷诺数范围,层流区域和湍流区域有相同量级时,计算必须采用转捩模型才能准确模拟阻力系数。     

一种基于0-1整数规划的全局数据分布优化方法

数据分布是影响并行程序在分布主存多处理机上执行性能的重要因素.针对分布主存多处理机中的数据分布问题,提出了一种基于0-1整数规划、利用数据变换技术进行有效数据分布的方法.该方法通过数据变换技术改变数据的存储布局,以使得数据能被有效地分布,并且该方法还利用数据分布图描述程序被并行的情况及其所含数组被访问的情况,并将全局数据分布优化问题转换为求解数据分布图中最优路径的问题,从而可用0-1整数规划求解最优路径问题.该方法能对多个嵌套循环中具有仿射数组下标的任意维数组进行有效的数据分布,并且也能使嵌套循环的并行度尽可能地大.另外,该方法也考虑了偏移常量的对准问题,从而能使数据通信量尽量地小.实验结果验证了该方法的有效性.     

求解非线性规划的小生境遗传模拟退火算法

提出了用小生境遗传模拟退火算法求解带复杂约束的非线性规划问题。首先分析了遗传算法＂早熟＂收敛以及局部搜索能力弱的不足,由此引入小生境以增加种群多样性,并抑制＂早熟＂收敛现象,同时引入模拟退火算法以增强局部搜索能力,改进进化后期收敛速度慢的不足,最后结合典型非线性规划算例验证了混合算法的效率、精度和可靠性。     

带优先级的单类型航空弹药转运多目标规划模型

针对航母航空弹药转运过程非常复杂、涉及设备多、要求高的特点，在对其流程进行细致分析的基础上，将其抽象为一个两阶段多目标规划问题。同时，深入分析了转运过程中的各种约束条件、构建了该问题的两阶段优化模型。建模时，不仅考虑了武器升降机的有效利用、弹药量的合理分配等因素，还考虑了转运时对于不同类型弹药转运优先级与停机区弹药需求优先级的要求。通过模型优化，在满足转运优先级要求的基础上，能有效提高航空弹药的转运效率。     

基于粒子滤波的目标跟踪抗野值算法

运用粒子滤波对目标位置进行跟踪时,测量数据的异常突变点、目标的机动转弯、粒子数量的制约和重要性密度函数的优劣都会导致估计误差较大的野值出现,这将严重影响雷达对目标的跟踪精度。现有的野值剔除方法在目标发生机动时,都存在误剔率较高的问题。针对这个问题,采用莱特准则与机动门限准则相结合的方法,提出了不确定观测点的概念,设计了一种适用于机动目标的抗野值粒子滤波算法。仿真结果表明,该方法能较好地检测和更新野值,降低跟踪误差,提高跟踪精度。     

系泊系统动力学特性的研究进展

综述了系泊系统动力学特性的研究现状和方法 ,讨论了所存在的问题及发展趋势 .     

基于多Agent无人机协同侦察任务规划模型

建立了多无人机协同侦察任务规划模型，在考虑侦察时间间隔约束和目标载荷需求基础上，给出了位于不同基地的无人机优化部署和调度策略，并提出了基于多Agent的优化搜索仿真算法，利用Matlab实现了无人机优化配置和任务规划模型，得出了无人机优化配置和任务规划方案，最后分析了模型算法存在的某些不足，提出了模型改进的方向。