On efficient algorithms for finding efficient salvo policies

We consider the salvo policy problem, in which there are k moments, called salvos, at which we can fire multiple missiles simultaneously at an incoming object. Each salvo is characterized by a probability p_i: the hit probability of a single missile. After each salvo, we can assess whether the incoming object is still active. If it is, we fire the missiles assigned to the next salvo. In the salvo policy problem, the goal is to assign at most n missiles to salvos in order to minimize the expected number of missiles used. We consider three problem versions. In Gould's version, we have to assign all n missiles to salvos. In the Big Bomb version, a cost of B is incurred when all salvo's are unsuccessful. Finally, we consider the Quota version in which the kill probability should exceed some quota Q. We discuss the computational complexity and the approximability of these problem versions. In particular, we show that Gould's version and the Big Bomb version admit pseudopolynomial time exact algorithms and fully polynomial time approximation schemes. We also present an iterative approximation algorithm for the Quota version, and show that a related problem is NP-complete.     

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     

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     

A search game taking account of attributes of searching resources

This article deals with a two‐person zero‐sum game called a search allocation game (SAG), in which a searcher and a target participate as players. The searcher distributes his searching resources in a search space to detect the target. The effect of resources lasts a certain period of time and extends to some areas at a distance from the resources' dropped points. On the other hand, the target moves around in the search space to evade the searcher. In the history of search games, there has been little research covering the durability and reachability of searching resources. This article proposes two linear programming formulations to solve the SAG with durable and reachable resources, and at the same time provide an optimal strategy of distributing searching resources for the searcher and an optimal moving strategy for the target. Using examples, we will analyze the influences of two attributes of resources on optimal strategies. © 2007 Wiley Periodicals, Inc. Naval Research Logistics 2008     

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     

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.     

船舶静态电场跟踪的渐进更新扩展卡尔曼滤波器

为了实现利用船舶静态电场对船舶进行跟踪的目的,针对传统卡尔曼滤波算法中存在的问题,设计一种新的非线性滤波器。建立船舶的状态空间模型,分析传统卡尔曼滤波算法在船舶跟踪中存在的问题;依据渐进贝叶斯思想,利用连续白噪声与离散白噪声序列噪声协方差之间的关系,设计一种新的渐进更新扩展卡尔曼滤波器。仿真结果表明,该滤波器能有效地抑制由于初始误差较大而造成的滤波性能下降和滤波发散,能够有效地跟踪船舶,具有较高的实用价值。     

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     

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