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     

充分发展湍流管道内壁边界的红外定量识别

基于导热的管道内壁边界识别已发展成熟,但更贴合实际的湍流管道内壁边界的定量识别尚未见报道。通过关联COMSOL和MATLAB,利用有限元方法和Levenberg-Marquardt算法对二维轴对称充分发展的湍流管道内壁边界形状的稳态识别进行研究。数值实验证明了本方法的有效性。结果表明,在含内壁缺陷的湍流管道中,外壁最大温差和由缺陷引起的绝对温差并不是同步增加的;在进行内壁边界反问题识别时,由于绝对温差中负增长的出现,绝对温差越大,识别结果未必越好;识别精度在不规则内壁终点处略微变差。     

空陆攻防博弈的动态武器目标分配

大规模作战具有高动态、非完全信息和不确定性,在分析归纳目前解决动态武器目标分配问题的一系列方法的基础上,尝试构建基于双方动态博弈的攻防对抗综合数学模型,并利用纳什均衡和帕累托最优算法进行分阶段求解。结果表明,该数学模型和博弈论方法结合能够有效解决武器目标动态分配问题。     

Bi‐objective missile rescheduling for a naval task group with dynamic disruptions

This paper considers the rescheduling of surface‐to‐air missiles (SAMs) for a naval task group (TG), where a set of SAMs have already been scheduled to intercept a set of anti‐ship missiles (ASMs). In missile defense, the initial engagement schedule is developed according to the initial state of the defensive and attacking units. However, unforeseen events may arise during the engagement, creating a dynamic environment to be handled, and making the initial schedule infeasible or inefficient. In this study, the initial engagement schedule of a TG is assumed to be disrupted by the occurrence of a destroyed ASM, the breakdown of a SAM system, or an incoming new target ASM. To produce an updated schedule, a new biobjective mathematical model is formulated that maximizes the no‐leaker probability value for the TG and minimizes the total deviation from the initial schedule. With the problem shown to be NP‐hard, some special cases are presented that can be solved in polynomial time. We solve small size problems by the augmented ? ‐ constraint method and propose heuristic procedures to generate a set of nondominated solutions for larger problems. The results are presented for different size problems and the total effectiveness of the model is evaluated.     

Optimizing natural gas pipeline transmission with nonuniform elevation: A new initialization approach

In this paper, we develop an iterative piecewise linear approximation approach with a novel initialization method to solve natural gas pipeline transmission problems with the nonuniform network elevation. Previous approaches, such as energy minimization methods, cannot be applied to solve problems with the nonuniform network elevation because they exclude pressure range constraints, and thus provide solutions far from optimum. We propose a new initialization model that considers pressure range constraints and improves the optimality of the solutions and the computational efficiency. Furthermore, we extend the energy minimization methods and provide the necessary conditions under which the extended methods operate in networks with the nonuniform elevation. We test the performances of the methods with previously reported pipeline networks from the literature, with the open data set GasLib, and with our industrial collaborator. The initialization approach is shown to be more efficient than the method with fixed initial breakpoints. The newly proposed initialization approach generates solutions with a higher accuracy than the extended energy minimization methods, especially in large‐size networks. The proposed method has been applied to natural gas transmission planning by the China National Petroleum Corporation and has brought a direct profit increase of 330 million U.S. dollars in 2015‐2017.     

跳跃-滑翔弹道扰动引力自适应网格快速赋值方法

为实现高超声速跳跃-滑翔弹道扰动引力的快速赋值,提出自适应网格赋值模型,并根据反距离加权理论,优化广义延拓逼近算法,对模型的逼近误差进行分析。该赋值模型的网格划分为两级,第一级网格根据标准弹道空域进行划分,第二级网格根据滑翔导弹实际弹道在线生成。根据一级网格节点数据,通过优化广义延拓逼近算法计算二级网格节点数据,最后根据二级单元内插计算实际弹道点的扰动引力值。仿真结果表明:在同等大小的网格划分下,优化广义延拓自适应网格模型的逼近精度高于一般赋值方法;在同等精度要求下,该赋值模型的最大单元格边长大于一般赋值方法,从而减少了单元格划分数量,进而降低弹上数据存储量;针对不同滑翔方向以及不同滑翔距离的跳跃-滑翔弹道,该模型逼近误差对应的落点偏差小于5 m,具有较好的适应性。该赋值模型在满足计算速度的前提下,提高了传统赋值方法的逼近精度,降低了弹上存储量,具有一定的工程应用价值。     

求解不确定型车辆路径问题的弱鲁棒优化方法

为降低鲁棒优化模型最优解的保守性,以最小化违约车辆数和总惩罚成本为目标,建立针对旅行时间不确定的开放式车辆路径问题的弱鲁棒优化模型。对于不确定数据集的每个取值,该模型的最优解可以使其目标函数值始终不超过某数值,进而改善最优解的保守性。为提高启发式算法发现最优解的概率,提出一种自设计遗传算法对模型进行求解,其主要思想是利用粒子群算法搜索出可使遗传算法预期产生最好解的算法要素,并将其进行组合,从而产生新的遗传算法。采用新产生的遗传算法对模型继续求解,输出最好解。计算结果表明:与以往的鲁棒优化方法相比,弱鲁棒优化方法的最优解的保守性显著降低。     

某型飞机侧向通道EA/QFT鲁棒控制

提出了一种MIMO定量反馈理论与特征值配置相结合的鲁棒解耦控制方法,该方法首先利用特征值配置使系统达到性能指标要求,通过对特征向量的限制实现MIMO系统解耦,然后利用QFT方法使其具备鲁棒性.通过对某型飞机侧向通道的仿真表明:该方法不仅解耦效果良好,而且具有较强的鲁棒性.     

武器-目标分配(WTA)问题研究进展

对武器-目标分配(WTA)问题的研究现状与进展进行了总结与述评.介绍了WTA问题的概念、基本模型、数学性质以及WTA问题研究的基本内容.目前WTA问题的研究内容主要集中在模型研究与算法研究两个方面.模型研究以静态模型的研究为主,但动态模型的研究还不够深入;算法研究则主要采用智能算法对WTA问题进行求解.目前基本上已经解决了小规模的静态WTA问题,但尚未有效解决大规模的动态WTA问题.     

Solving generalized transportation problems via pure transportation problems

This paper investigates certain issues of coefficient sensitivity in generalized network problems when such problems have small gains or losses. In these instances, it might be computationally advantageous to temporarily ignore these gains or losses and solve the resultant “pure” network problem. Subsequently, the optimal solution to the pure problem could be used to derive the optimal solution to the original generalized network problem. In this paper we focus on generalized transportation problems and consider the following question: Given an optimal solution to the pure transportation problem, under what conditions will the optimal solution to the original generalized transportation problem have the same basic variables? We study special cases of the generalized transportation problem in terms of convexity with respect to a basis. For the special case when all gains or losses are identical, we show that convexity holds. We use this result to determine conditions on the magnitude of the gains or losses such that the optimal solutions to both the generalized transportation problem and the associated pure transportation problem have the same basic variables. For more general cases, we establish sufficient conditions for convexity and feasibility. © 2002 Wiley Periodicals, Inc. Naval Research Logistics 49: 666–685, 2002; Published online in Wiley InterScience (www.interscience.wiley.com). DOI 10.1002/nav.10034