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准最优增量搜索效率分析 总被引:1,自引:0,他引:1
在对极限搜索圆进行特殊分割的条件下,导出准最优增量搜索和准最优总量搜索发现目标概率的计算公式,并通过对搜索力变化时两种发现概率的比较,得出了准最优增量搜索优于准最优总量搜索的重要结论. 相似文献
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针对调运路径规划这一问题,采用栅格模型表示环境地图,通过设定路径搜索方向权重,剔除不必要的搜索区域,提高了搜索效率.仿真结果表明,该算法能有效地提高路径搜索效率,并能搜索到最优路径. 相似文献
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Modeling R&D as standard sequential search, we consider a monopolist who can implement a sequence of technological discoveries during the technology search process: he earns revenue on his installed technology while he engages in R&D to find improved technology. What is not standard is that he has a finite number of opportunities to introduce improved technology. We show that his optimal policy is characterized by thresholds ξi(x): introduce the newly found technology if and only if it exceeds ξi(x) when x is the state of the currently installed technology and i is the number of remaining introductions allowed. We also analyze a nonstationary learning‐by‐doing model in which the monopolist's experience in implementing new technologies imparts increased capability in generating new technologies. Because this nonstationary model is not in the class of monotone stopping problems, a number of surprising results hold and several seemingly obvious properties of the stationary model no longer hold. © 2011 Wiley Periodicals, Inc. Naval Research Logistics, 2011 相似文献
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The well‐known generalized assignment problem (GAP) involves the identification of a minimum‐cost assignment of tasks to agents when each agent is constrained by a resource in limited supply. The multi‐resource generalized assignment problem (MRGAP) is the generalization of the GAP in which there are a number of different potentially constraining resources associated with each agent. This paper explores heuristic procedures for the MRGAP. We first define a three‐phase heuristic which seeks to construct a feasible solution to MRGAP and then systematically attempts to improve the solution. We then propose a modification of the heuristic for the MRGAP defined previously by Gavish and Pirkul. The third procedure is a hybrid heuristic that combines the first two heuristics, thus capturing their relative strengths. We discuss extensive computational experience with the heuristics. The hybrid procedure is seen to be extremely effective in solving MRGAPs, generating feasible solutions to more than 99% of the test problems and consistently producing near‐optimal solutions. © 2001 John Wiley & Sons, Inc. Naval Research Logistics 48: 468–483, 2001 相似文献
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搜索力最优配置的求解与收敛性分析 总被引:1,自引:0,他引:1
讨论了搜索线上搜索力(密度)的最优配置问题,给出了求解的算法。并对其收敛性作了证明。 相似文献
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A mathematical model of portfolio optimization is usually represented as a bicriteria optimization problem where a reasonable tradeoff between expected rate of return and risk is sought. In a classical Markowitz model, the risk is measured by a variance, thus resulting in a quadratic programming model. As an alternative, the MAD model was developed by Konno and Yamazaki, where risk is measured by (mean) absolute deviation instead of a variance. The MAD model is computationally attractive, since it is easily transformed into a linear programming problem. An extension to the MAD model proposed in this paper allows us to measure risk using downside deviations, with the ability to penalize larger downside deviations. Hence, it provides for better modeling of risk averse preferences. The resulting m‐MAD model generates efficient solutions with respect to second degree stochastic dominance, while at the same time preserving the simplicity and linearity of the original MAD model. © 2001 John Wiley & Sons, Inc. Naval Research Logistics 48: 185–200, 2001 相似文献