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.     

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     

基于专家系统的消磁电流决策

分析了建立消磁电流决策的专家系统的可行性 ,从基本概念和实际应用等方面介绍了基于专家系统的消磁电流决策的状态描述、数据库的建立以及推理机的确立等     

城市环境下单无人机测向定位航迹优化算法

为解决单架无人机在城市环境中对辐射源目标的定位问题,提出了一种基于环境预测法的单无人机测向定位航迹优化算法。使用交互多模型-扩展卡尔曼滤波进行视距和非视距信号混合环境下的目标估计。结合估计的目标位置和城市地理信息模型,基于视线追踪法求解信号遮挡区域和多径信号干扰区域。在滚动时域控制算法框架下生成无人机预测轨迹,以最大化Fisher信息矩阵行列式为测向定位评价准则,考虑建筑物障碍以及其对信号的遮挡和反射效应对无人机测向定位航迹的影响,控制无人机选择最优航向飞行。仿真结果表明,该方法能够使无人机在存在障碍、信号遮挡和多径干扰的环境下实现对目标的高精度测向定位,为解决城市环境下的单架无人机测向定位问题提供了新思路。     

模糊综合评判在指挥信息优势评估中的应用

如何准确地对军队作战行动中获得信息优势的潜在能力进行综合考查和分析具有重要意义,为更好地指导我军信息化建设,分析了现行指挥信息优势评估中的方法的不足.在现有评估方法基础上,基于模糊综合评判,提出了一种更优的隶属度函数来建立模糊评判矩阵中的元素值,并论证确定该隶属度函数的合理性,给出用该隶属度函数确定的模糊评判矩阵的一个实例.用提出的模糊综合评判方法来评估指挥信息优势评估指标体系,在一定程度上提高了对指挥信息优势评估的合理性.     

弹炮结合武器系统作战效能评估

弹炮结合系统是一种有效的防空武器系统,但以往对该武器系统的作战效能评估存在两方面不足:一是较少考虑攻防双方的对抗以及环境对作战效能的影响,使得出的指标可信度降低;二是不同国度、类别、型号的武器系统没有构建统一的价值可比空间,使获得的指标缺乏横向可比性.为此利用灰色关联综合优化法有关原理,给出弹炮结合防空系统作战效能的评价指标体系,确立了相关的隶属函数,进而通过六种弹炮结合防空系统作战效能的优劣排序,验证了该方法有效可行,初步解决了上述问题.     

尾流自导鱼雷射击弹道优化模型

为实现尾流自导鱼雷整个弹道过程的优化,采用几何分析法。首先分析了尾流自导鱼雷射击弹道需满足的约束条件,然后建立了尾流自导鱼雷一次转角射击和二次转角射击两种射击模式下的射击诸元解算模型,最后建立了尾流自导鱼雷射击弹道优化解算模型,并给出了具体的解算流程图。该模型基于尾流自导鱼雷射击的数学原理,兼顾工程实现时的弹道约束,也充分考虑了其作战使用时的实现流程,能够为尾流自导鱼雷有关问题深入研究提供理论支撑。     

飞行器低空突防威胁建模与航迹优化算法

提出了一种飞行器在给定地形和威胁分布的威胁场进行低空突防的航迹优化算法。该方法首先对地形的高程栅格数据进行了图形简化预处理,将各种威胁叠加到地形图上,构成一个包含各种威胁的特定威胁场,再对其建立合理的有向图数学建模,用Dijkstra最短路算法进行航迹优化。航迹优化的过程中考虑了飞行器的过载限制,使优化航迹能够较好地满足飞行器各项性能指标及任务规划的要求,仿真结果显示,该算法简单快速,能很好地进行地形、威胁、障碍物的回避。