Analytic solution for the nucleolus of a three‐player cooperative game

The nucleolus solution for cooperative games in characteristic function form is usually computed numerically by solving a sequence of linear programing (LP) problems, or by solving a single, but very large‐scale, LP problem. This article proposes an algebraic method to compute the nucleolus solution analytically (i.e., in closed‐form) for a three‐player cooperative game in characteristic function form. We first consider cooperative games with empty core and derive a formula to compute the nucleolus solution. Next, we examine cooperative games with nonempty core and calculate the nucleolus solution analytically for five possible cases arising from the relationship among the value functions of different coalitions. © 2010 Wiley Periodicals, Inc. Naval Research Logistics, 2010     

Optimal switchover times between two activities utilizing the same resource

The “gold‐mining” decision problem is concerned with the efficient utilization of a delicate mining equipment working in a number of different mines. Richard Bellman was the first to consider this type of a problem. The solution found by Bellman for the finite‐horizon, continuous‐time version of the problem with two mines is not overly realistic since he assumed that fractional parts of the same mining equipment could be used in different mines and this fraction could change instantaneously. In this paper, we provide some extensions to this model in order to produce more operational and realistic solutions. Our first model is concerned with developing an operational policy where the equipment may be switched from one mine to the other at most once during a finite horizon. In the next extension we incorporate a cost component in the objective function and assume that the horizon length is not fixed but it is the second decision variable. Structural properties of the optimal solutions are obtained using nonlinear programming. Each model and its solution is illustrated with a numerical example. The models developed here may have potential applications in other areas including production of items requiring the same machine or choosing a sequence of activities requiring the same resource. © 2002 Wiley Periodicals, Inc. Naval Research Logistics 49: 186–203, 2002; DOI 10.1002/nav.10008     

基于并行模拟的多核集群系统性能预测和分析

针对多核集群系统所表现出的新的性能特征,提出了面向多核集群系统消息传递应用程序的并行模拟模型并设计、实现了一个并行模拟器MCPSim(Multi-core Cluster Parallel Simulator),MCPSim在功能模型和性能模型上体现了片内核间、结点内片间以及结点间等三个层次上消息通信的特点,同时支持对应用的消息数量、通信量等的百分比分布的profiling功能,采用PRIMEJ、acobi3D、NPB IS以及HPL等Benchmark程序对MCPSim进行了测试,结果表明MCPSim性能预测的精度优于BigSim,同时能够广泛应用于针对多核集群系统消息传递应用程序的性能分析中。     

Integrating decisions with advance supply information in an assemble-to-order system

We study a periodic-review assemble-to-order (ATO) system with multiple components and multiple products, in which the inventory replenishment for each component follows an independent base-stock policy and stochastic product demands are satisfied according to a First-Come-First-Served rule. We assume that the replenishment for various component suffers from lead time uncertainty. However, the decision maker has the so-called advance supply information (ASI) associated with the lead times and thus can take advantage of the information for system optimization. We propose a multistage stochastic integer program that incorporates ASI to address the joint optimization of inventory replenishment and component allocation. The optimal base-stock policy for the inventory replenishment is determined using the sample average approximation algorithm. Also, we provide a modified order-based component allocation (MOBCA) heuristic for the component allocation. We additionally consider a special case of the variable lead times where the resulting two-stage stochastic programming model can be characterized as a single-scenario case of the proposed multistage model. We carry out extensive computational studies to quantify the benefits of integrating ASI into joint optimization and to explore the possibility of employing the two-stage model as a relatively efficient approximation scheme for the multistage model.     

Exact algorithms for scheduling multiple families of jobs on parallel machines

In many practical manufacturing environments, jobs to be processed can be divided into different families such that a setup is required whenever there is a switch from processing a job of one family to another job of a different family. The time for setup could be sequence independent or sequence dependent. We consider two particular scheduling problems relevant to such situations. In both problems, we are given a set of jobs to be processed on a set of identical parallel machines. The objective of the first problem is to minimize total weighted completion time of jobs, and that of the second problem is to minimize weighted number of tardy jobs. We propose column generation based branch and bound exact solution algorithms for the problems. Computational experiments show that the algorithms are capable of solving both problems of medium size to optimality within reasonable computational time. © 2003 Wiley Periodicals, Inc. Naval Research Logistics 50: 823–840, 2003.     

Adjacency‐based local top‐down search method for finding maximal efficient faces in multiple objective linear programming

It is well‐known that the efficient set of a multiobjective linear programming (MOLP) problem can be represented as a union of the maximal efficient faces of the feasible region. In this paper, we propose a method for finding all maximal efficient faces for an MOLP. The new method is based on a condition that all efficient vertices (short for the efficient extreme points and rays) for the MOLP have been found and it relies on the adjacency, affine independence and convexity results of efficient sets. The method uses a local top‐down search strategy to determine maximal efficient faces incident to every efficient vertex for finding maximal efficient faces of an MOLP problem. To our knowledge, the proposed method is the first top‐down search method that uses the adjacency property of the efficient set to find all maximal efficient faces. We discuss this and other advantages and disadvantages of the algorithm. We also discuss some computational experience we have had with our computer code for implementing the algorithm. This computational experience involved solving several MOLP problems with the code.     

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     

合成分队双层主从决策模型研究

针对合成分队不同指挥层级之间的决策交互优化问题,提出了基于主从决策的双层武器目标分配模型。该模型能够体现上下指挥层级之间交互式决策协调优化的特点:上层目标为主攻方向我方遭受威胁最小,下层目标为对敌打击最大。结合合成分队作战决策的特点和要求,提出了一种求解该模型的改进型粒子群优化算法。仿真结果表明,该模型合理有效,改进的求解算法能够获得满意解。     

大容量储能发电机并联运行励磁控制算法

大容量储能发电机作为脉冲电源，整流后通过逆变器向大功率脉冲负载供电。采用储能发电机直流侧并联方式工作，可以有效提高系统带载能力与可靠性。当并联运行的储能发电机转速不同时，根据转速合理分配电机释放功率可以有效提高系统工作效能，因此需要设计一种具有功率调节功能的励磁控制算法。在电压、电流双闭环控制的基础上，引入功率前馈控制，推导并求解了前馈功率与励磁电流关系以及控制参数，并根据电机初始转速设计了功率分配算法。仿真试验结果表明，功率前馈控制在励磁控制过程中起主导作用，有效分配储能电机释放功率大小，提高了励磁电流响应速度，抑制了负载功率扰动对励磁控制系统的影响。     

装备剩余寿命预测平行仿真中模型动态演化方法

装备平行仿真中的一个重要概念是实时数据驱动的模型动态演化,但是至今仍缺乏具体应用领域的实现方法。以带未知离散冲击的混合退化装备剩余寿命预测为背景,以多态Wiener状态空间模型为演化对象,提出一种装备平行仿真中模型动态演化方法,包括基于交互多模型强跟踪滤波的模型软切换和基于期望最大化算法的模型参数在线估计,并实现了基于平行仿真的装备剩余寿命实时预测。利用某轴承退化数据进行实例研究,结果表明该方法能有效提高仿真逼真度,剩余寿命预测的准确度较高、不确定性较小,具有较高工程应用价值。