改进预测协方差门限法的采样周期自适应选择算法

传感器采样周期是影响目标跟踪的一个重要参数。现有自适应采样周期策略中,一些算法运算量比较大,计算效率低,不具有一般性。为此提出了一种改进的预测协方差门限法。该算法改进传统采样周期的全遍历寻优策略。最后与几种自适应采样周期算法与固定采样周期算法通过交互式多模型(IMM)滤波算法进行仿真比较。仿真结果表明该算法在目标跟踪过程中能满足跟踪需求,具有较少的计算量,较高的运行效率,比固定采样周期算法更能节约资源。     

Two‐agent scheduling on a single sequential and compatible batching machine

We study two‐agent scheduling on a single sequential and compatible batching machine in which jobs in each batch are processed sequentially and compatibility means that jobs of distinct agents can be processed in a common batch. A fixed setup time is required before each batch is started. Each agent seeks to optimize some scheduling criterion that depends on the completion times of its own jobs only. We consider several scheduling problems arising from different combinations of some regular scheduling criteria, including the maximum cost (embracing lateness and makespan as its special cases), the total completion time, and the (weighted) number of tardy jobs. Our goal is to find an optimal schedule that minimizes the objective value of one agent, subject to an upper bound on the objective value of the other agent. For each problem under consideration, we provide either a polynomial‐time or a pseudo‐polynomial‐time algorithm to solve it. We also devise a fully polynomial‐time approximation scheme when both agents’ scheduling criteria are the weighted number of tardy jobs.     

数据并行程序设计语言中分布数组的地址计算

本文讨论了在大规模并行计算机上实现数据并行程序设计语言的关键问题──分布数组的地址计算问题。文中详细给出了维分布数组的下标地址计算公式,分布数组的内情向量结构以及分布数组映射函数算法,并对有关编译实现技术进行了探讨。     

载人登月着陆窗口与定点返回轨道耦合设计

对于月面中高纬度着陆且定点返回地球中高纬度着陆场的载人登月任务而言,月面着陆窗口与定点返回轨道设计存在耦合关系,这是工程任务面对的关键技术之一。针对任务背景及约束条件,建立月面着陆窗口与定点返回轨道求解数学模型;通过数值求解着陆窗口与返回轨道参数规律,并从空间几何关系分析耦合机理;以2025年载人月面虹湾探测为例,给出了着陆窗口与定点返回轨道求解流程及验证算例。计算结果经商业软件STK校验正确,表明该方法是一种简捷精确的载人登月任务规划方法,可在未来载人登月工程任务规划时直接使用。     

测试点的选取问题

在故障检测的过程中 ,每个测试点检测需要的时间可能不同。本文研究了如何选取一些测试点 ,使得这些测试点可以检测所有故障 ,而所需时间最少的问题。我们将其转化成整数规划问题 ,并给出一个求解算法 .最后给出一个实例对算法加以说明。     

Heuristics for the multi‐resource generalized assignment problem

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     

Bayesian inference based on partial monitoring of components with applications to preventive system maintenance

Consider a binary, monotone system of n components. The assessment of the parameter vector, θ, of the joint distribution of the lifetimes of the components and hence of the reliability of the system is often difficult due to scarcity of data. It is therefore important to make use of all information in an efficient way. For instance, prior knowledge is often of importance and can indeed conveniently be incorporated by the Bayesian approach. It may also be important to continuously extract information from a system currently in operation. This may be useful both for decisions concerning the system in operation as well as for decisions improving the components or changing the design of similar new systems. As in Meilijson [12], life‐monitoring of some components and conditional life‐monitoring of some others is considered. In addition to data arising from this monitoring scheme, so‐called autopsy data are observed, if not censored. The probabilistic structure underlying this kind of data is described, and basic likelihood formulae are arrived at. A thorough discussion of an important aspect of this probabilistic structure, the inspection strategy, is given. Based on a version of this strategy a procedure for preventive system maintenance is developed and a detailed application to a network system presented. All the way a Bayesian approach to estimation of θ is applied. For the special case where components are conditionally independent given θ with exponentially distributed lifetimes it is shown that the weighted sum of products of generalized gamma distributions, as introduced in Gåsemyr and Natvig [7], is the conjugate prior for θ. © 2001 John Wiley & Sons, Inc. Naval Research Logistics 48: 551–577, 2001.     

An integer programming model for the weekly tour scheduling problem

We study a workforce planning and scheduling problem in which weekly tours of agents must be designed. Our motivation for this study comes from a call center application where agents serve customers in response to incoming phone calls. Similar to many other applications in the services industry, the demand for service in call centers varies significantly within a day and among days of the week. In our model, a weekly tour of an agent consists of five daily shifts and two days off, where daily shifts within a tour may be different from each other. The starting times of any two consecutive shifts, however, may not differ by more than a specified bound. Furthermore, a tour must also satisfy constraints regarding the days off, for example, it may be required that one of the days off is on a weekend day. The objective is to determine a collection of weekly tours that satisfy the demand for agents' services, while minimizing the total labor cost of the workforce. We describe an integer programming model where a weekly tour is obtained by combining seven daily shift scheduling models and days‐off constraints in a network flow framework. The model is flexible and can accommodate different daily models with varying levels of detail. It readily handles different days‐off rules and constraints regarding start time differentials in consecutive days. Computational results are also presented. © 2001 John Wiley & Sons, Inc. Naval Research Logistics 48: 607–624, 2001.     

A risk function for the stochastic modeling of electric capacity expansion

We present a stochastic optimization model for planning capacity expansion under capacity deterioration and demand uncertainty. The paper focuses on the electric sector, although the methodology can be used in other applications. The goals of the model are deciding which energy types must be installed, and when. Another goal is providing an initial generation plan for short periods of the planning horizon that might be adequately modified in real time assuming penalties in the operation cost. Uncertainty is modeled under the assumption that the demand is a random vector. The cost of the risk associated with decisions that may need some tuning in the future is included in the objective function. The proposed scheme to solve the nonlinear stochastic optimization model is Generalized Benders' decomposition. We also exploit the Benders' subproblem structure to solve it efficiently. Computational results for moderate‐size problems are presented along with comparison to a general‐purpose nonlinear optimization package. © 2001 John Wiley & Sons, Inc. Naval Research Logistics 48:662–683, 2001     

Extending the MAD portfolio optimization model to incorporate downside risk aversion

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