Probabilistic analysis of an asymptotically optimal solution for the completion time variance problem

Scheduling a set of n jobs on a single machine so as to minimize the completion time variance is a well‐known NP‐hard problem. In this paper, we propose a sequence, which can be constructed in O(n log n) time, as a solution for the problem. Our primary concern is to establish the asymptotical optimality of the sequence within the framework of probabilistic analysis. Our main result is that, when the processing times are randomly and independently drawn from the same uniform distribution, the sequence is asymptotically optimal in the sense that its relative error converges to zero in probability as n increases. Other theoretical results are also derived, including: (i) When the processing times follow a symmetric structure, the problem has 2^{⌊(n−1)/2⌋} optimal sequences, which include our proposed sequence and other heuristic sequences suggested in the literature; and (ii) when these 2^{⌊(n−1)/2⌋} sequences are used as approximate solutions for a general problem, our proposed sequence yields the best approximation (in an average sense) while another sequence, which is commonly believed to be a good approximation in the literature, is interestingly the worst. © 1999 John Wiley & Sons, Inc. Naval Research Logistics 46: 373–398, 1999     

A cover based competitive facility location model with continuous demand

In this paper we propose and solve a competitive facility location model when demand is continuously distributed in an area and each facility attracts customers within a given distance. This distance is a measure of the facility's attractiveness level which may be different for different facilities. The market share captured by each facility is calculated by two numerical integration methods. These approaches can be used for evaluating functional values in other operations research models as well. The single facility location problem is optimally solved by the big triangle small triangle global optimization algorithm and the multiple facility problem is heuristically solved by the Nelder‐Mead algorithm. Extensive computational experiments demonstrate the effectiveness of the solution approaches.     

On gamma estimation via matrix kriging

In financial engineering, sensitivities of derivative prices (also known as the Greeks) are important quantities in risk management, and stochastic gradient estimation methods are used to estimate them given the market parameters. In practice, the surface (function) of the Greeks with respect to the underlying parameters is much more desired, because it can be used in real‐time risk management. In this paper, we consider derivatives with multiple underlying assets, and propose three stochastic kriging‐based methods, the element‐by‐element, the importance mapping, and the Cholesky decomposition, to fit the surface of the gamma matrix that can fulfill the time constraint and the precision requirement in real‐time risk management. Numerical experiments are provided to illustrate the effectiveness of the proposed methods.     

面向多星观测调度的分层迭代算法

提出一种基于分治策略的多星观测分层调度框架,在该框架下,用蚁群优化算法把任务分配至各轨道圈次上,并利用自适应模拟退火算法求解各轨道圈次的调度问题。根据各轨道圈次调度结果的反馈情况,再调整任务分配方案,重复上述过程直到达到算法终止条件。为了提高算法的性能,在设计蚁群算法的启发式信息模型时,应充分考虑卫星调度问题的领域知识;在模拟退火算法中设计两个邻域结构,采用动态选择策略在优化过程中确定最佳邻域搜索结构。仿真实验表明,该方法有效地降低了问题求解的复杂度,尤其在求解大规模多星观测调度问题时表现出优异的性能。     

多输入多输出雷达恒模稳健波形联合优化算法

针对目标冲激响应及杂波冲激响应分布特性先验知识不准确导致的多输入多输出雷达检测性能下降的问题,提出恒模稳健波形与接收机滤波器联合优化算法。将目标冲激响应及杂波冲激响应分布特性先验知识不准确时的优化问题建模为一个极大极小化问题。运用迭代优化算法将联合优化问题分解为两个子优化步骤:将波形固定时的接收机滤波器权值优化问题建模为广义瑞利商模型,求解得到相应的接收机滤波器权值矢量;利用半正定松弛技术对权值固定时的波形优化问题进行求解,获得对应的波形矩阵,并根据得到的波形矩阵,通过高斯随机化的方法获得所需的恒模波形。对所提算法的收敛性进行了证明,仿真结果表明所提算法有效。     

Analysis of artillery shoot‐and‐scoot tactics

Firing multiple artillery rounds from the same location has two main benefits: a high rate of fire at the enemy and improved accuracy as the shooter's aim adjusts to previous rounds. However, firing repeatedly from the same location carries significant risk that the enemy will detect the artillery's location. Therefore, the shooter may periodically move locations to avoid counter‐battery fire. This maneuver is known as the shoot‐and‐scoot tactic. This article analyzes the shoot‐and‐scoot tactic for a time‐critical mission using Markov models. We compute optimal move policies and develop heuristics for more complex and realistic settings. Spending a reasonable amount of time firing multiple shots from the same location is often preferable to moving immediately after firing an initial salvo. Moving frequently reduces risk to the artillery, but also limits the artillery's ability to inflict damage on the enemy.     

火箭-双燃烧室冲压组合循环发动机概念研究

临近空间高超声速飞行器近年来获得了广泛关注,本文提出一种以基于火箭发动机和双燃烧室冲压发动机的多模态火箭-双燃烧室冲压组合循环发动机作为飞行器的动力系统,并进行了性能分析研究。该飞行器在海拔10 km左右高度以0.8马赫的速度投放,在重力和发动机推力的联合作用下,能够在海拔5～8 km处加速到2马赫;然后加速爬升进入临近空间,发动机工作在引射亚燃或者双燃烧室亚燃模态下。可以根据实际选择高推重比、较低推进剂比冲效率的引射亚燃模态,或是较低推重比、高推进剂比冲效率的双燃烧室亚燃模态。最终飞行器加速到6马赫(26 km),进入双燃室超燃模态。针对空中发射模式和地面发射模式进行了轨道优化,仿真结果表明:在加速爬升到6马赫(26 km)的过程中,空中发射模式相比较地面发射模式可以节省37%的推进剂;空中发射模式存在一个负的最优初始飞行角度使得剩余质量与初始质量的比值达到最大。     

采用遗传算法的弹托迎风窝结构设计

针对一体化弹丸弹托易分离性和轻质化的设计要求,构建弹托迎风窝参数化外形模型,基于激波和膨胀波理论建立弹托气动力计算模型;以弹托分离加速度和弹托质量综合最优为目标函数,采用遗传算法对弹托迎风窝的外形参数进行优化设计,从而得到弹托迎风窝的优化外形。以中口径尾翼稳定脱壳穿甲弹的弹托设计为例,采用提出的优化设计模型对其迎风窝结构进行优化设计,并采用基于动网格技术的弹托分离仿真模型验证其最优性。仿真结果表明：所提优化模型能够得到最优的弹托迎风窝结构;针对现有的中口径尾翼稳定脱壳穿甲弹,可进一步对其弹托结构进行优化,以提高其分离快速性。     

航天器编队飞行构形保持与重构的继电型控制

研究小偏心参考轨道航天器编队飞行构形保持与重构控制的工程实现技术。首先给出相对运动状态转移矩阵,并推导出常推力控制情况下相对运动状态递推的解析表达式;进而给出脉冲推力、连续变推力和继电型推力三种发动机的推力模型和示意图。分别将等速度冲量的三种推力模型代入相对运动状态转移矩阵中,比较相同条件下相对运动控制作用效果的差异,理论推导结果表明:在一阶意义上,三种推力模型对相对运动控制作用等效,因而航天器编队构形保持与重构控制可以基于继电型推力模型来实现。     

多UCAV协同控制中的任务分配模型及算法

任务分配是多UCAV协同控制的核心和有效保证。分析了影响目标价值毁伤、UCAV损耗、任务消耗时间等三项关键战技指标的因素,综合考虑实战中多UCAV同时攻击同一目标和使用软杀伤武器这两种典型情况对UCAV执行任务的影响,建立了针对攻击任务的多UCAV协同任务分配模型,并应用粒子群算法求解。仿真结果验证了模型的合理性和算法的有效性。