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     

Optimization of schedule stability and efficiency under processing time variability and random machine breakdowns in a job shop environment

The ability to cope with uncertainty in dynamic scheduling environments is becoming an increasingly important issue. In such environments, any disruption in the production schedule will translate into a disturbance of the plans for several external activities as well. Hence, from a practical point of view, deviations between the planned and realized schedules are to be avoided as much as possible. The term stability refers to this concern. We propose a proactive approach to generate efficient and stable schedules for a job shop subject to processing time variability and random machine breakdowns. In our approach, efficiency is measured by the makespan, and the stability measure is the sum of the variances of the realized completion times. Because the calculation of the original measure is mathematically intractable, we develop a surrogate stability measure. The version of the problem with the surrogate stability measure is proven to be NP‐hard, even without machine breakdowns; a branch‐and‐bound algorithm is developed for this problem variant. A tabu search algorithm is proposed to handle larger instances of the problem with machine breakdowns. The results of extensive computational experiments indicate that the proposed algorithms are quite promising in performance. © 2011 Wiley Periodicals, Inc. Naval Research Logistics, 2011     

系统动力学C3I系统作战效能评估

C3I系统效能评估是C3I系统发展的重要问题,现有的ADC法、指数法、层次分析法和SEA方法等都存在着某种局限性,也无法度量C3I系统与作战结果的关系.系统动力学是一门分析研究信息反馈系统的学科,适合于研究C3I系统的系统效能和作战效能之间的定量关系.以一个具体的关于C3I系统的作战想定为例,构建了该C3I作战系统的因...     

Single-machine scheduling with early and tardy completion costs

We address a single-machine scheduling problem in which penalties are assigned for early and tardy completion of jobs. These penalties are common in industrial settings where early job completion can cause the cash commitment to resources in a time frame earlier than needed, giving rise to early completion penalties. Tardiness penalties arise from a variety of sources, such as loss of customer goodwill, opportunity costs of lost sales, and direct cash penalties. Accounting for earliness cost makes the performance measure nonregular, and this nonregularity has apparently discouraged researchers from seeking solutions to this problem. We found that it is not much more difficult to design an enumerative search for this problem than it would be if the performance measure were regular. We present and demonstrate an efficient timetabling procedure which can be embedded in an enumerative algorithm allowing the search to be conducted over the domain of job permutations.© 1993 John Wiley & Sons, Inc.     

“Disarmament Market” Effects of Information Disclosures

In yet another wave of discussion on nuclear disarmament among political scientists and practitioners, one of the topical issues concerns the problem of transparency, its mechanisms, costs, and benefits. Numerous—though often abstract—calls for greater transparency of nuclear arsenals and postures when promoting the idea of nuclear disarmament, however, do not give a clear rationale for states possessing nuclear weapons to pursue greater transparency. Meanwhile, many other research fields—such as economics and psychology—attempt to address problems related to the lack of exact information on the counterpart's activities and intentions. Economics offers one probable analog for the transparency problem: the issue of information asymmetry and its consequences. This article is an attempt to apply the classical model of a market with information asymmetry to the analysis of the transparency problem within the nuclear disarmament process. Such an approach could help pave the way for closer cooperation between economic and political scientists in the nuclear disarmament field.     

The initial provisioning decision for insurance type items

Initial provisioning decisions (inventory stocking requirements) for low demand items often have to be made without much knowledge of what future demand rates will be. When the nature of an item is such that little demand for it is expected, the problem of whether to stock initially or risk not stocking the item is most critical. This report discusses this problem and presents decision procedures which can be used to handle this aspect of initial provisioning. The procedures relate an item's provisioning desirability to its provisioning characteristics, such as expected cost, expected resupply time, current information on its likely demand rate, and to an overall operating policy or criterion. The criterion function measures the total system degredation as a function of the events of having items out of stock when demand occurs. Several different policy functions are discussed and the provisioning decision rules which apply to each are presented. Demand rate information is handled through a Bayesian type approach. The decision rules presented in this report can be utilized to either determine stocking requirements within a budgetary constraint, or determine the relative stocking desirability on an item-by-item basis.     

信息扩散模型的窗宽优化与鱼雷战术效能实验评估

针对海洋环境对鱼雷等武器装备战术效能影响的试验数据和案例样本匮乏等普遍性问题,引入信息扩和模糊映射思想,并基于遗传算法改进和发展了最优窗宽扩散模型。该方法可从有限的试验样本中客观拟合出数据结构信息,进而实现有限数据样本信息的合理扩散。利用该方法进行了基于小样本案例的潜射鱼雷战术效能的海洋环境影响评估的信息扩散建模和仿真实验和对比分析。结果表明,窗宽优化的信息扩散模型可有效改进常规信息扩散模型的评估效果,对武器装备环境影响评估中普遍存在的小样本或信息不完备困难有一定参考应用意义。     

1553B总线的信息传输调度策略

由于1553B总线的传输速率限制,直接进行图像、声音、定位导航等大数据信息传输,将会导致其他紧急消息传输时延过长。针对这一问题,提出了一种基于1553B总线的信息传输调度策略。该策略的控制思想是在对同步信息进行负载均衡调度的基础上,对大数据信息进行动态分解插入,实现了在不影响紧急消息的前提下大数据信息在1553B总线中的实时可靠传输。实验结果证明了该传输控制策略的有效性与可行性。     

基于线性数据融合的双椭圆定位模型优化算法

为了充分利用分离式台声源声纳定位系统的冗余测量信息,提高系统的定位精度,提出了基于线性数据融合的双椭圆定位模型优化算法。并通过数值仿真,对不同条件下的定位误差几何分布曲线图(GDOP)进行了研究。仿真结果表明,大部分探测范围内,两个声源之间距离的变化和时间测量误差对定位性能影响较小,而角度测量误差对该算法的定位精度影响较大。与仅利用距离信息进行定位的方法相比较,采用数据融合的优化手段,可以充分利用定位系统的冗余信息,有效地降低了系统的定位误差,探测盲区的定位性能也得到明显改善。仿真结果和性能分析为解决远距离探潜定位优化问题提供了理论依据。     

基于平面式Ad hoc网的移动管理

由于移动Ad Hoc网络具有的新特点,使得在管理平面式Ad Hoc网时需要解决移动性管理、服务管理、节点定位、无线网络所具有的特殊信息的采集及地址配置等特殊问题,提出了一种基于GPS分群算法的移动网络管理.实现了基于GPS分群算法的移动网络管理的仿真程序的设计,并介绍了整个程序实现的关键技术,分为四大模块:获取网络中在线主机信息模块、 GPS定位信息的采集模块、节点移动的图形显示模块和位置信息管理模块.     

基于CDMA和JMS的后勤应用系统数据通信方案研究

数据通信是后勤领域应用系统中亟待解决的重要问题.大部分接入军事综合信息网的单位,可利用该广域网,采用JMS消息服务技术,实现分布式系统数据通信.尚未接入军事综合信息网的单位,可以依托专用CDMA无线通信网络,该网络覆盖面广,通信可靠,建立迅速,维护费用低,能够实现安全、及时地传输业务数据.两者结合,将构成一个全方位、一...     

Predictability of operational processes over finite horizon

Operational processes are usually studied in terms of stochastic processes. The main information measure used for predictability of stochastic processes is the entropy rate, which is asymptotic conditional entropy, thus not suitable for application over a finite horizon. We use the conditional entropy to study the predictability of stochastic processes over the finite horizon. It is well‐known that the conditional entropies of stationary processes decrease as the processes evolve, implying that, on average, their pasts become more informative about prediction of their future outcomes. Some important operational processes such as martingale, models for maintenance policies, nonhomogeneous Poisson, and mixed Poisson processes are nonstationary. We show that as a nonstationary process evolves, it may provide more information or less information about the future state of the system. We develop results for comparing the predictability of stochastic processes. © 2011 Wiley Periodicals, Inc. Naval Research Logistics, 2011     

Exploiting self‐canceling demand point aggregation error for some planar rectilinear median location problems

When solving location problems in practice it is quite common to aggregate demand points into centroids. Solving a location problem with aggregated demand data is computationally easier, but the aggregation process introduces error. We develop theory and algorithms for certain types of centroid aggregations for rectilinear 1‐median problems. The objective is to construct an aggregation that minimizes the maximum aggregation error. We focus on row‐column aggregations, and make use of aggregation results for 1‐median problems on the line to do aggregation for 1‐median problems in the plane. The aggregations developed for the 1‐median problem are then used to construct approximate n‐median problems. We test the theory computationally on n‐median problems (n ≥ 1) using both randomly generated, as well as real, data. Every error measure we consider can be well approximated by some power function in the number of aggregate demand points. Each such function exhibits decreasing returns to scale. © 2003 Wiley Periodicals, Inc. Naval Research Logistics 50: 614–637, 2003.     

基于模糊折衷理论的目标威胁度综合评价模型

由于海洋环境的复杂性和水声信道的特殊性,多目标跟踪过程中的目标威胁评估一直是水声信号处理领域的突出难题.目标威胁度是目标分配的重要依据,必须综合考虑目标的多种特征信息.针对水下声自导系统,提出了目标威胁度评估指标体系,构建隶属度函数对各个指标进行了量化,并建立了基于模糊折衷的目标威胁度综合评价模型.仿真结果证明该方法能有效节省航程,为提高水下航行器的作战效能提供了有效途径.     

基于Bell态与Two-qutrit态无信息泄漏的量子对话协议

基于Einistein-Podolsky-Rosen纠缠对与量子安全直接通信(QSDC),提出了一个新的基于Bell态的量子对话协议.通信双方Alice和Bob只需要进行一次通信即可实现双方之间秘密的同时交换.该方案利用一个随机比特串和检测光子来实现安全性,能够抵抗截获/重放攻击、特洛伊木马攻击和纠缠攻击等典型攻击.很多近期提出的协议中存在严重的信息泄漏,也就是说任何窃听者都可以从合法通信者的公开声明中提取到部分秘密信息,我们的方案很好地克服了这一问题.协议的效率较高,可以达到66.7％,同时由于纠缠态粒子只需要进行一次传输,该方案更简单易行.将该协议推广到two-qutrit态,其安全性仍能得到保证.     

基于熵理论的战场情报评估方法

熵是度量信息有效性和可靠性的重要理论工具,分析了信息熵和条件熵,并深入研究了熵作为不确定性的度量在战场情报中的评估应用,最后举例说明了既要考虑信息的价值又要考虑其风险程度这一新的情报分析方法,使得决策过程透明化,降低了决策的风险。     

基于信息熵TOP SIS法的无线传感器网络节点自定位技术

在无线传感器网络的应用中,节点的定位是一个关键的问题。但是,利用已知节点对未知节点定位的算法存在着定位精度不高,定位计算量大等缺点。针对该问题,提出了一种基于信息熵TOPSIS法的节点自定位算法,该算法利用TOPSIS法按已给的传感器属性进行排序,只取最靠前的3个节点代入标准最小二乘公式中进行计算,既缩短了计算时间,又保证了计算精度。仿真实验证明,该算法是一种有效可行的算法。     

The building evacuation problem with shared information

In this article, the Building Evacuation Problem with Shared Information (BEPSI) is formulated as a mixed integer linear program, where the objective is to determine the set of routes along which to send evacuees (supply) from multiple locations throughout a building (sources) to the exits (sinks) such that the total time until all evacuees reach the exits is minimized. The formulation explicitly incorporates the constraints of shared information in providing online instructions to evacuees, ensuring that evacuees departing from an intermediate or source location at a mutual point in time receive common instructions. Arc travel time and capacity, as well as supply at the nodes, are permitted to vary with time and capacity is assumed to be recaptured over time. The BEPSI is shown to be NP‐hard. An exact technique based on Benders decomposition is proposed for its solution. Computational results from numerical experiments on a real‐world network representing a four‐story building are given. Results of experiments employing Benders cuts generated in solving a given problem instance as initial cuts in addressing an updated problem instance are also provided. © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008     

Optimal path finding in direction,location, and time dependent environments

This article examines optimal path finding problems where cost function and constraints are direction, location, and time dependent. Recent advancements in sensor and data‐processing technology facilitate the collection of detailed real‐time information about the environment surrounding a ground vehicle, an airplane, or a naval vessel. We present a navigation model that makes use of such information. We relax a number of assumptions from existing literature on path‐finding problems and create an accurate, yet tractable, model suitable for implementation for a large class of problems. We present a dynamic programming model which integrates our earlier results for direction‐dependent, time and space homogeneous environment, and consequently, improves its accuracy, efficiency, and run‐time. The proposed path finding model also addresses limited information about the surrounding environment, control‐feasibility of the considered paths, such as sharpest feasible turns a vehicle can make, and computational demands of a time‐dependent environment. To demonstrate the applicability and performance of our path‐finding algorithm, computational experiments for a short‐range ship routing in dynamic wave‐field problem are presented. © 2012 Wiley Periodicals, Inc. Naval Research Logistics, 2012     

带有可信度因子的直觉模糊近似推理方法

针对基于相似度的直觉模糊近似推理问题,提出一种基于加权相似度量的直觉模糊推理方法。首先定义一种新的直觉模糊相似度度量公式,加入权重参数解决各维特征分配不均匀的问题,弥补了现有直觉模糊相似度量的缺陷。然后构建基于直觉模糊产生式规则的直觉模糊近似推理模型,加入可信度因子解决了随机性引起的信息不确定问题,同时给出模型的推理算法和计算步骤。最后通过实例验证了该方法的实用性和有效性,其在意图识别、目标识别等信息融合领域有良好的应用前景。