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91.
Subspace dynamic‐simplex linear interpolation search for mixed‐integer black‐box optimization problems
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Honggang Wang 《海军后勤学研究》2017,64(4):305-322
Design and management of complex systems with both integer and continuous decision variables can be guided using mixed‐integer optimization models and analysis. We propose a new mixed‐integer black‐box optimization (MIBO) method, subspace dynamic‐simplex linear interpolation search (SD‐SLIS), for decision making problems in which system performance can only be evaluated with a computer black‐box model. Through a sequence of gradient‐type local searches in subspaces of solution space, SD‐SLIS is particularly efficient for such MIBO problems with scaling issues. We discuss the convergence conditions and properties of SD‐SLIS algorithms for a class of MIBO problems. Under mild conditions, SD‐SLIS is proved to converge to a stationary solution asymptotically. We apply SD‐SLIS to six example problems including two MIBO problems associated with petroleum field development projects. The algorithm performance of SD‐SLIS is compared with that of a state‐of‐the‐art direct‐search method, NOMAD, and that of a full space simplex interpolation search, Full‐SLIS. The numerical results suggest that SD‐SLIS solves the example problems efficiently and outperforms the compared methods for most of the example cases. © 2017 Wiley Periodicals, Inc. Naval Research Logistics 64: 305–322, 2017 相似文献
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Under quasi‐hyperbolic discounting, the valuation of a payoff falls relatively rapidly for earlier delay periods, but then falls more slowly for longer delay periods. When the salespersons with quasi‐hyperbolic discounting consider the product sale problem, they would exert less effort than their early plan, thus resulting in losses of future profit. We propose a winner‐takes‐all competition to alleviate the above time inconsistent behaviors of the salespersons, and allow the company to maximize its revenue by choosing an optimal bonus. To evaluate the effects of the competition scheme, we define the group time inconsistency degree of the salespersons, which measures the consequence of time inconsistent behaviors, and two welfare measures, the group welfare of the salespersons and the company revenue. We show that the competition always improves the group welfare and the company revenue as long as the company chooses to run the competition in the first place. However, the effect on group time inconsistency degree is mixed. When the optimal bonus is moderate (extreme high), the competition motivates (over‐motivates) the salesperson to work hard, thus alleviates (worsens) the time inconsistent behaviors. © 2017 Wiley Periodicals, Inc. Naval Research Logistics 64: 357–372, 2017 相似文献
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We study a setting with a single type of resource and with several players, each associated with a single resource (of this type). Unavailability of these resources comes unexpectedly and with player‐specific costs. Players can cooperate by reallocating the available resources to the ones that need the resources most and let those who suffer the least absorb all the costs. We address the cost savings allocation problem with concepts of cooperative game theory. In particular, we formulate a probabilistic resource pooling game and study them on various properties. We show that these games are not necessarily convex, do have non‐empty cores, and are totally balanced. The latter two are shown via an interesting relationship with Böhm‐Bawerk horse market games. Next, we present an intuitive class of allocation rules for which the resulting allocations are core members and study an allocation rule within this class of allocation rules with an appealing fairness property. Finally, we show that our results can be applied to a spare parts pooling situation. 相似文献
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针对网络攻防环境中防御方以提高系统生存能力为目的所进行的最优生存防御策略的选取问题,提出了一种基于完全信息动态博弈理论的生存防御策略优化配置算法。将恶意攻击方、故障意外事件及防御方作为博弈的参与人,提出了一种混合战略模式下的三方动态博弈模型,对博弈的主要信息要素进行了说明,以混合战略纳什均衡理论为基础,将原纳什均衡条件式的表达式转化为可计算数值结果的表达式,并据此增加了近似的概念,最后,将提出的模型和近似纳什均衡求解算法应用到一个网络实例中,结果证明了模型和算法的可行性和有效性。 相似文献
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Jordan Becker 《Defense & Security Analysis》2017,33(2):131-157
While recent work has attempted to update the research agenda for transatiantic defense burden-sharing, there remain significant gaps between the public choice defense economics literature and the security studies literature. The presence of such a gap is unfortunate, because defense spending choices are likely shaped by factors identified by the public choice literature, as well as the strategic and cultural variables that the security studies literature tends to focus on, as well as domestic macroeconomic factors. The independent variables identified in recent qualitative literature are extremely useful analytically, and, fortunately, they have reasonable proxies in available quantitative data, which enables scholars to study them across large groups of countries and many years. This article builds upon such work to synthesize the most notable of the factors identified in the current literature, and offers some common analytical ground that will benefit both scholars and practitioners.. 相似文献
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国防科技和武器装备领域是军民融合发展的重点,也是衡量军民融合发展水平的重要标志。加快国防科技和武器装备军民融合发展,是保军强军的重要支撑,更关乎国家安全和发展一系列重大问题,必须从战略高度深刻领会其全局意义,以清醒头脑研判国防科技和武器装备军民融合发展形势,用务实举措推动国防科技和武器装备军民融合创新发展。 相似文献
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