基于人工蜂群算法优化的改进高斯过程模型

高斯过程(GP)的非线性特征导致其对大样本的训练时间复杂度过高,而且其超参数的选取是否适当直接影响高斯过程回归模型的预测精度。提出采用人工蜂群(ABC)算法优化改进GP以减小时间复杂度和提高预测精度。改进GP通过选取训练样本的子样本进行模型学习,以降低训练过程的时间复杂度。ABC通过优化改进GP的超参数,提升预测精度。选取训练样本的子样本构建改进GP回归(GPR)模型,采用ABC算法搜寻改进GPR的最优超参数,并用得到的超参数构建最优的改进GPR模型,输入测试样本进行预测并输出预测精度。将该模型应用于解决海上远程精确打击(LPSS)体系作战效能评估问题中,通过MATLAB仿真实验,与常见的多种优化方法相比较,验证了该模型的有效性。     

威胁环境生存突防优化策略分析

讨论了影响飞机作战生存性的主要因素,建立了生存概率模型。根据生存概率模型确立了威胁环境生存突防优化策略。最后,为了简化计算推导了实用危险性模型     

基于最优化模型的太阳影子定位方法

针对利用太阳影子实现目标的定位问题,分析得到影响影子长度的参数,确立了影长与太阳高度角、目标物长度、经纬度等的函数关系,并结合最小二乘法思想,建立了以理论影长与实际影长之差的平方和最小为目标的优化模型。以直杆为例,运用粒子群优化算法快速求解得到目标的可能位置,并与实际地点进行了比较。     

连续求解样本协方差矩阵迹的快速递推算法

为解决当样本数据不断增加时,利用传统方法反复计算样本协方差迹耗时多的缺点,提出了一种快速递推算法。理论分析和仿真试验都表明,算法的时间复杂度比传统的方法降低了一个数量级,从而大大减少了计算时间。     

Stochastic scheduling subject to machine breakdowns: The preemptive‐repeat model with discounted reward and other criteria

We consider the problem of scheduling a set of jobs on a single machine subject to random breakdowns. We focus on the preemptive‐repeat model, which addresses the situation where, if a machine breaks down during the processing of a job, the work done on the job prior to the breakdown is lost and the job will have to be started from the beginning again when the machine resumes its work. We allow that (i) the uptimes and downtimes of the machine follow general probability distributions, (ii) the breakdown process of the machine depends upon the job being processed, (iii) the processing times of the jobs are random variables following arbitrary distributions, and (iv) after a breakdown, the processing time of a job may either remain a same but unknown amount, or be resampled according to its probability distribution. We first derive the optimal policy for a class of problems under the criterion to maximize the expected discounted reward earned from completing all jobs. The result is then applied to further obtain the optimal policies for other due date‐related criteria. We also discuss a method to compute the moments and probability distributions of job completion times by using their Laplace transforms, which can convert a general stochastic scheduling problem to its deterministic equivalent. The weighted squared flowtime problem and the maintenance checkup and repair problem are analyzed as applications. © 2004 Wiley Periodicals, Inc. Naval Research Logistics, 2004     

A search game on a cyclic graph

There is a finite cyclic graph. The hider chooses one of all nodes except the specified one, and he hides an (immobile) object there. At the beginning the seeker is at the specified node. After the seeker chooses an ordering of the nodes except the specified one, he examines each nodes in that order until he finds the object, traveling along edges. It costs an amount when he moves from a node to an adjacent one and also when he checks a node. While the hider wishes to maximize the sum of the traveling costs and the examination costs which are required to find the object, the seeker wishes to minimize it. The problem is modeled as a two‐person zero‐sum game. We solve the game when unit costs (traveling cost + examination cost) have geometrical relations depending on nodes. Then we give properties of optimal strategies of both players. © 2004 Wiley Periodicals, Inc. Naval Research Logistics, 2004.     

Flow shop scheduling with earliness,tardiness, and intermediate inventory holding costs

We consider the problem of scheduling customer orders in a flow shop with the objective of minimizing the sum of tardiness, earliness (finished goods inventory holding), and intermediate (work‐in‐process) inventory holding costs. We formulate this problem as an integer program, and based on approximate solutions to two different, but closely related, Dantzig‐Wolfe reformulations, we develop heuristics to minimize the total cost. We exploit the duality between Dantzig‐Wolfe reformulation and Lagrangian relaxation to enhance our heuristics. This combined approach enables us to develop two different lower bounds on the optimal integer solution, together with intuitive approaches for obtaining near‐optimal feasible integer solutions. To the best of our knowledge, this is the first paper that applies column generation to a scheduling problem with different types of strongly ????‐hard pricing problems which are solved heuristically. The computational study demonstrates that our algorithms have a significant speed advantage over alternate methods, yield good lower bounds, and generate near‐optimal feasible integer solutions for problem instances with many machines and a realistically large number of jobs. © 2004 Wiley Periodicals, Inc. Naval Research Logistics, 2004.     

Warranty costs: An age‐dependent failure/repair model

An age‐dependent repair model is proposed. The notion of the “calendar age” of the product and the degree of repair are used to define the virtual age of the product. The virtual failure rate function and the virtual hazard function related to the lifetime of the product are discussed. Under a nonhomogeneous Poisson process scenario the expected warranty costs for repairable products associated with linear pro‐rata, nonrenewing free replacement and renewing free replacement warranties are evaluated. Illustration of the results is given by numerical and graphical examples. © 2004 Wiley Periodicals, Inc. Naval Research Logistics, 2004.     

On the uncapacitated K‐commodity network design problem with zero flow‐costs

Extending Sastry's result on the uncapacitated two‐commodity network design problem, we completely characterize the optimal solution of the uncapacitated K‐commodity network design problem with zero flow costs for the case when K = 3. By solving a set of shortest‐path problems on related graphs, we show that the optimal solutions can be found in O(n³) time when K = 3, where n is the number of nodes in the network. The algorithm depends on identifying a list of “basic patterns”; the number of basic patterns grows exponentially with K. We also show that the uncapacitated K‐commodity network design problem can be solved in O(n³) time for general K if K is fixed; otherwise, the time for solving the problem is exponential. © 2004 Wiley Periodicals, Inc. Naval Research Logistics, 2004     

A general approach to the shape of failure rate and MRL functions

Failure rate and mean residual life are two important characteristics for studying reliability of products. In literature, some work studied the shape of failure rate function based on the knowledge of the associated probability density function; some other work investigated the shape of mean residual life function based on the shape of the associated failure rate function separately for continuous case and discrete case. In this article, a general approach is developed which can be applied to the aforementioned studies. © 2004 Wiley Periodicals, Inc. Naval Research Logistics, 2004