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911.
Stochastic dynamic programming models are attractive for multireservoir control problems because they allow non‐linear features to be incorporated and changes in hydrological conditions to be modeled as Markov processes. However, with the exception of the simplest cases, these models are computationally intractable because of the high dimension of the state and action spaces involved. This paper proposes a new method of determining an operating policy for a multireservoir control problem that uses stochastic dynamic programming, but is practical for systems with many reservoirs. Decomposition is first used to reduce the problem to a number of independent subproblems. Each subproblem is formulated as a low‐dimensional stochastic dynamic program and solved to determine the operating policy for one of the reservoirs in the system. © 2006 Wiley Periodicals, Inc. Naval Research Logistics, 2006 相似文献
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This paper discusses a novel application of mathematical programming techniques to a regression problem. While least squares regression techniques have been used for a long time, it is known that their robustness properties are not desirable. Specifically, the estimators are known to be too sensitive to data contamination. In this paper we examine regressions based on Least‐sum of Absolute Deviations (LAD) and show that the robustness of the estimator can be improved significantly through a judicious choice of weights. The problem of finding optimum weights is formulated as a nonlinear mixed integer program, which is too difficult to solve exactly in general. We demonstrate that our problem is equivalent to a mathematical program with a single functional constraint resembling the knapsack problem and then solve it for a special case. We then generalize this solution to general regression designs. Furthermore, we provide an efficient algorithm to solve the general nonlinear, mixed integer programming problem when the number of predictors is small. We show the efficacy of the weighted LAD estimator using numerical examples. © 2006 Wiley Periodicals, Inc. Naval Research Logistics, 2006 相似文献
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This paper presents a branch‐and‐price algorithm for scheduling n jobs on m nonhomogeneous parallel machines with multiple time windows. An additional feature of the problem is that each job falls into one of ρ priority classes and may require two operations. The objective is to maximize the weighted number of jobs scheduled, where a job in a higher priority class has “infinitely” more weight or value than a job in a lower priority class. The methodology makes use of a greedy randomized adaptive search procedure (GRASP) to find feasible solutions during implicit enumeration and a two‐cycle elimination heuristic when solving the pricing subproblems. Extensive computational results are presented based on data from an application involving the use of communications relay satellites. Many 100‐job instances that were believed to be beyond the capability of exact methods, were solved within minutes. © 2005 Wiley Periodicals, Inc. Naval Research Logistics, 2006 相似文献
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R. R. Read 《海军后勤学研究》1995,42(7):1099-1108
The article is a case study. It describes the initialization and subsequent modifications of the selection process used for the annual Award for Excellence in Teaching at the Naval Postgraduate School (NPS). The method treats highly unbalanced data and utilizes some exploratory data analysis techniques in interesting ways. It leads to a defensible choice for a winner in a very messy setting. The award designates a faculty member as “teacher of the year” and includes a stipend of substantial value. The recipient is chosen by a committee which reviews objective information summarized from ballots submitted by franchised voters. The issues encountered have some general content and the handling of a number of them may have broader interest. ©John Wiley & Sons, Inc. 1 This article is a US Government work and, as such, is in the public domain in the United States of America. 相似文献
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较为详细地推导了鱼雷转角射击公式,根据分鱼雷转向的不同总结出两类求解公式(各种态好都能用两类公式之一来解算).最后还讨论了所导出的非线性方程的数值解算方法,该算法具有工程应用价值。 相似文献
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