Sensor placement in active multistatic sonar networks

The idea of deploying noncollocated sources and receivers in multistatic sonar networks (MSNs) has emerged as a promising area of opportunity in sonar systems. This article is one of the first to address point coverage problems in MSNs, where a number of points of interest have to be monitored in order to protect them from hostile underwater assets. We consider discrete “definite range” sensors as well as various diffuse sensor models. We make several new contributions. By showing that the convex hull spanned by the targets is guaranteed to contain optimal sensor positions, we are able to limit the solution space. Under a definite range sensor model, we are able to exclude even more suboptimal solutions. We then formulate a nonlinear program and an integer nonlinear program to express the sensor placement problem. To address the nonconvex single‐source placement problem, we develop the Divide Best Sector (DiBS) algorithm, which quickly provides an optimal source position assuming fixed receivers. Starting with a basic implementation of DiBS, we show how incorporating advanced sector splitting methods and termination conditions further improve the algorithm. We also discuss two ways to use DiBS to find multiple source positions by placing sensors iteratively or simultaneously. © 2017 Wiley Periodicals, Inc. Naval Research Logistics 64: 287–304, 2017     

A forward network simplex algorithm for solving multiperiod network flow problems

An optimization model which is frequently used to assist decision makers in the areas of resource scheduling, planning, and distribution is the minimum cost multiperiod network flow problem. This model describes network structure decision-making problems over time. Such problems arise in the areas of production/distribution systems, economic planning, communication systems, material handling systems, traffic systems, railway systems, building evacuation systems, energy systems, as well as in many others. Although existing network solution techniques are efficient, there are still limitations to the size of problems that can be solved. To date, only a few researchers have taken the multiperiod structure into consideration in devising efficient solution methods. Standard network codes are usually used because of their availability and perceived efficiency. In this paper we discuss the development, implementation, and computational testing of a new technique, the forward network simplex method, for solving linear, minimum cost, multiperiod network flow problems. The forward network simplex method is a forward algorithm which exploits the natural decomposition of multiperiod network problems by limiting its pivoting activity. A forward algorithm is an approach to solving dynamic problems by solving successively longer finite subproblems, terminating when a stopping rule can be invoked or a decision horizon found. Such procedures are available for a large number of special structure models. Here we describe the specialization of the forward simplex method of Aronson, Morton, and Thompson to solving multiperiod network network flow problems. Computational results indicate that both the solution time and pivot count are linear in the number of periods. For standard network optimization codes, which do not exploit the multiperiod structure, the pivot count is linear in the number of periods; however, the solution time is quadratic.     

Decomposing inventory routing problems with approximate value functions

We present a time decomposition for inventory routing problems. The methodology is based on valuing inventory with a concave piecewise linear function and then combining solutions to single‐period subproblems using dynamic programming techniques. Computational experiments show that the resulting value function accurately captures the inventory's value, and solving the multiperiod problem as a sequence of single‐period subproblems drastically decreases computational time without sacrificing solution quality. © 2010 Wiley Periodicals, Inc. Naval Research Logistics, 2010     

Aircraft routing under the risk of detection

The deterministic problem for finding an aircraft's optimal risk trajectory in a threat environment has been formulated. The threat is associated with the risk of aircraft detection by radars or similar sensors. The model considers an aircraft's trajectory in three‐dimensional (3‐D) space and represents the aircraft by a symmetrical ellipsoid with the axis of symmetry directing the trajectory. Analytical and discrete optimization approaches for routing an aircraft with variable radar cross‐section (RCS) subject to a constraint on the trajectory length have been developed. Through techniques of Calculus of Variations, the analytical approach reduces the original risk optimization problem to a vectorial nonlinear differential equation. In the case of a single detecting installation, a solution to this equation is expressed by a quadrature. A network optimization approach reduces the original problem to the Constrained Shortest Path Problem (CSPP) for a 3‐D network. The CSPP has been solved for various ellipsoid shapes and different length constraints in cases with several radars. The impact of ellipsoid shape on the geometry of an optimal trajectory as well as the impact of variable RCS on the performance of a network optimization algorithm have been analyzed and illustrated by several numerical examples. © 2006 Wiley Periodicals, Inc. Naval Research Logistics, 2006     

A selective newsvendor approach to order management

Consider a supplier offering a product to several potential demand sources, each with a unique revenue, size, and probability that it will materialize. Given a long procurement lead time, the supplier must choose the orders to pursue and the total quantity to procure prior to the selling season. We model this as a selective newsvendor problem of maximizing profits where the total (random) demand is given by the set of pursued orders. Given that the dimensionality of a mixed‐integer linear programming formulation of the problem increases exponentially with the number of potential orders, we develop both a tailored exact algorithm based on the L‐shaped method for two‐stage stochastic programming as well as a heuristic method. We also extend our solution approach to account for piecewise‐linear cost and revenue functions as well as a multiperiod setting. Extensive experimentation indicates that our exact approach rapidly finds optimal solutions with three times as many orders as a state‐of‐the‐art commercial solver. In addition, our heuristic approach provides average gaps of less than 1% for the largest problems that can be solved exactly. Observing that the gaps decrease as problem size grows, we expect the heuristic approach to work well for large problem instances. © 2008 Wiley Periodicals, Inc. Naval Research Logistics 2008     

A generalized assignment model for dynamic supply chain capacity planning

We consider a generalization of the well‐known generalized assignment problem (GAP) over discrete time periods encompassed within a finite planning horizon. The resulting model, MultiGAP, addresses the assignment of tasks to agents within each time period, with the attendant single‐period assignment costs and agent‐capacity constraint requirements, in conjunction with transition costs arising between any two consecutive periods in which a task is reassigned to a different agent. As is the case for its single‐period antecedent, MultiGAP offers a robust tool for modeling a wide range of capacity planning problems occurring within supply chain management. We provide two formulations for MultiGAP and establish that the second (alternative) formulation provides a tighter bound. We define a Lagrangian relaxation‐based heuristic as well as a branch‐and‐bound algorithm for MultiGAP. Computational experience with the heuristic and branch‐and‐bound algorithm on over 2500 test problems is reported. The Lagrangian heuristic consistently generates high‐quality and in many cases near‐optimal solutions. The branch‐and‐bound algorithm is also seen to constitute an effective means for solving to optimality MultiGAP problems of reasonable size. © 2012 Wiley Periodicals, Inc. Naval Research Logistics, 2012     

Optimal motion planning in rapid‐fire combat situations with attacker uncertainty

This article provides a modeling framework for quantifying cost and optimizing motion plans in combat situations with rapid weapon fire, multiple agents, and attacker uncertainty characterized by uncertain parameters. Recent developments in numerical optimal control enable the efficient computation of numerical solutions for optimization problems with multiple agents, nonlinear dynamics, and a broad class of objectives. This facilitates the application of more realistic, equipment‐based combat models, which track both more realistic models, which track both agent motion and dynamic equipment capabilities. We present such a framework, along with a described algorithm for finding numerical solutions, and a numerical example.     

斜拉桥监测系统传感器位置的寻优

分析了传感器系统尤其是传感器布点位置在桥梁结构健康监测中的重要性,对桥梁结构传感器优化布点作了详细的分类及论述。分析了遗传算法的特点和优点,并将其与传统优化算法作了比较。利用遗传算法研究了宁波招宝山独塔不对称斜拉桥健康监测系统中传感器的最优布点问题。结果表明,用遗传算法进行传感器最优布点具有结果稳定可靠,收敛迅速的特点,能够满足系统的要求。     

Dynamic programming approaches to the multiple criteria knapsack problem

We study the integer multiple criteria knapsack problem and propose dynamic‐programming‐based approaches to finding all the nondominated solutions. Different and more complex models are discussed, including the binary multiple criteria knapsack problem, problems with more than one constraint, and multiperiod as well as time‐dependent models. © 2000 John Wiley & Sons, Inc. Naval Research Logistics 47: 57–76, 2000     

Multiperiod allocation of limited resources: A minimax approach

We consider a multiperiod model in which limited resources are allocated among competing activities in each period. The objective is to minimize the maximum weighted deviation of the cumulative activity levels from the cumulative demands among all activities at all periods. All resources are assumed to be storable; that is, surpluses at one period can be used later on. This model is useful, for example, in multiperiod production planning for high-technology industries that assemble a large variety of circuit boards using numerous electronic components. The model is formulated with a minimax objective. We develop an efficient algorithm that can solve large-scale problems very quickly. At each iteration, the algorithm makes use of the solution to a relaxed problem to identify activities that should be permanently set to zero, as well as groups of activities that should have the same value.     

Unbalanced production line scheduling with partial job specialization

This article presents a mathematical model for manpower scheduling for unbalanced production lines in order to minimize in-process inventory cost. The model extends prior work by adding workers' skill limitations to the system. The model is formulated for a one-period schedule and then extended for multiperiod schedules. An example problem is solved for both single and multiperiods. A heuristic algorithm is also presented for multiperiod and large-scale problems, and computational experiences are reported.     

An asymptotically optimal greedy heuristic for the multiperiod single‐sourcing problem: The cyclic case

The dynamics of the environment in which supply chains evolve requires that companies frequently redesign their logistics distribution networks. In this paper we address a multiperiod single‐sourcing problem that can be used as a strategic tool for evaluating the costs of logistics network designs in a dynamic environment. The distribution networks that we consider consist of a set of production and storage facilities, and a set of customers who do not hold inventories. The facilities face production capacities, and each customer's demand needs to be delivered by a single facility in each period. We deal with the assignment of customers to facilities, as well as the location, timing, and size of inventories. In addition, to mitigate start and end‐of‐study effects, we view the planning period as a typical future one, which will repeat itself. This leads to a cyclic model, in which starting and ending inventories are equal. Based on an assignment formulation of the problem, we propose a greedy heuristic, and prove that this greedy heuristic is asymptotically feasible and optimal in a probabilistic sense. We illustrate the behavior of the greedy heuristic, as well as some improvements where the greedy heuristic is used as the starting point of a local interchange procedure, on a set of randomly generated test problems. © 2003 Wiley Periodicals, Inc. Naval Research Logistics 50: 412–437, 2003     

随机动态规划的混合算法研究

针对随机条件下动态规划模型的主要特点,运用智能算法混合编程理论,设计了一种探索多阶段决策问题的智能混合算法.该算法首先将问题转化成一族同类型的一步决策子问题,然后利用随机模拟和遗传算法,依据训练样本形成的训练神经元网络,在单步决策中寻求最优策略和最优目标值,逐个求解,再据初始状态逆序求出最优策略序列和最优目标值.仿真结果表明,该算法具有一定的通用性,初始设计点可以随机产生,其计算精度不因函数的非线性强弱而受影响,对目标和约束的限制较少,可应用于多种形式的随机多阶段决策优化问题,较好地满足了随机动态规划模型求解和优化的要求.     

动态威胁环境下单无人机测向定位航迹优化算法

为解决单架无人机在动态战场环境下的测向定位问题,提出了一种基于动态窗口法的单机测向定位航迹优化算法。以最大化Fisher信息矩阵行列式为测向定位评价准则,在由动态探测雷达和静/动障碍构成的动态战场环境中,基于动态窗口法思想,将测向定位航迹优化评价准则由传统的单步最优原则扩展到对多步预测航迹的评价,同时考虑雷达探测和静/动障碍环境对预测航迹的影响,通过滚动时域方法控制无人机最优航向。仿真结果表明,所提方法能够使无人机在有效逃避雷达探测威胁以及规避环境中静/动障碍的条件下保证对目标的高精度测向定位,为解决动态战场环境下的单架无人机测向定位问题提供了新思路。     

Optimal FCFS allocation rules for periodic‐review assemble‐to‐order systems

In Assemble‐To‐Order (ATO) systems, situations may arise in which customer demand must be backlogged due to a shortage of some components, leaving available stock of other components unused. Such unused component stock is called remnant stock. Remnant stock is a consequence of both component ordering decisions and decisions regarding allocation of components to end‐product demand. In this article, we examine periodic‐review ATO systems under linear holding and backlogging costs with a component installation stock policy and a First‐Come‐First‐Served (FCFS) allocation policy. We show that the FCFS allocation policy decouples the problem of optimal component allocation over time into deterministic period‐by‐period optimal component allocation problems. We denote the optimal allocation of components to end‐product demand as multimatching. We solve the multi‐matching problem by an iterative algorithm. In addition, an approximation scheme for the joint replenishment and allocation optimization problem with both upper and lower bounds is proposed. Numerical experiments for base‐stock component replenishment policies show that under optimal base‐stock policies and optimal allocation, remnant stock holding costs must be taken into account. Finally, joint optimization incorporating optimal FCFS component allocation is valuable because it provides a benchmark against which heuristic methods can be compared. © 2015 Wiley Periodicals, Inc. Naval Research Logistics 62: 158–169, 2015     

Periodic-review inventory models with inventory-level-dependent demand

Demand for some items can depend on the inventory level on display, a phenomenon often exploited by marketing researchers and practitioners. The implications of this phenomenon have received scant attention in the context of periodic-review inventory control models. We develop an approach to model periodic-review production/inventory problems where the demand in any period depends randomly, in a very general form, on the starting inventory level. We first obtain a complete analytical solution for a single-period model. We then investigate two multiperiod models, one with lost sales and the other with backlogging, whose optimal policies turn out to be myopic. Some extensions are also discussed. © 1994 John Wiley & Sons, Inc.     

Path optimization for the resource‐constrained searcher

We formulate and solve a discrete‐time path‐optimization problem where a single searcher, operating in a discretized three‐dimensional airspace, looks for a moving target in a finite set of cells. The searcher is constrained by maximum limits on the consumption of one or more resources such as time, fuel, and risk along any path. We develop a specialized branch‐and‐bound algorithm for this problem that uses several network reduction procedures as well as a new bounding technique based on Lagrangian relaxation and network expansion. The resulting algorithm outperforms a state‐of‐the‐art algorithm for solving time‐constrained problems and also is the first algorithm to solve multi‐constrained problems. © 2010 Wiley Periodicals, Inc. Naval Research Logistics, 2010     

基于改进人工蜂群算法的漏磁缺陷轮廓重构

漏磁缺陷重构是指由检测到的漏磁信号重构缺陷轮廓及参数,是实现漏磁反演的关键。将局部最优解和全局最优解引入到人工蜂群算法(Artificial Bee Colony Algorithm,ABC)中,提出了一种基于改进人工蜂群算法的缺陷重构模型。在该模型中,径向基函数神经网络作为前向模型求解漏磁信号,改进人工蜂群算法用于求解反演问题中的优化问题。将改进人工蜂群算法和基本人工蜂群算法作为反演算法进行了比较,实验结果表明,改进人工蜂群反演算法精度较高,速度较快,同时对实测信号具有鲁棒性,是一种有效可行的漏磁反演新方法。     

Dynamic inventory management with cash flow constraints

In this article, we consider a classic dynamic inventory control problem of a self‐financing retailer who periodically replenishes its stock from a supplier and sells it to the market. The replenishment decisions of the retailer are constrained by cash flow, which is updated periodically following purchasing and sales in each period. Excess demand in each period is lost when insufficient inventory is in stock. The retailer's objective is to maximize its expected terminal wealth at the end of the planning horizon. We characterize the optimal inventory control policy and present a simple algorithm for computing the optimal policies for each period. Conditions are identified under which the optimal control policies are identical across periods. We also present comparative statics results on the optimal control policy. © 2008 Wiley Periodicals, Inc. Naval Research Logistics 2008     

Multiperiod resource allocation with a smoothing objective

We consider a multiperiod resource allocation problem, where a single resource is allocated over a finite planning horizon of T periods. Resource allocated to one period can be used to satisfy demand of that period or of future periods, but backordering of demand is not allowed. The objective is to allocate the resource as smoothly as possible throughout the planning horizon. We present two models: the first assumes that the allocation decision variables are continuous, whereas the second considers only integer allocations. Applications for such models are found, for example, in subassembly production planning for complex products in a multistage production environment. Efficient algorithms are presented to find optimal allocations for these models at an effort of O(T²). Among all optimal policies for each model, these algorithms find the one that carries the least excess resources throughout the planning horizon. © 1995 John Wiley & Sons, Inc.