Balancing and optimizing a portfolio of R&D projects

A mathematical formulation of an optimization model designed to select projects for inclusion in an R&D portfolio, subject to a wide variety of constraints (e.g., capital, headcount, strategic intent, etc.), is presented. The model is similar to others that have previously appeared in the literature and is in the form of a mixed integer programming (MIP) problem known as the multidimensional knapsack problem. Exact solution of such problems is generally difficult, but can be accomplished in reasonable time using specialized algorithms. The main contribution of this paper is an examination of two important issues related to formulation of project selection models such as the one presented here. If partial funding and implementation of projects is allowed, the resulting formulation is a linear programming (LP) problem which can be solved quite easily. Several plausible assumptions about how partial funding impacts project value are presented. In general, our examples suggest that the problem might best be formulated as a nonlinear programming (NLP) problem, but that there is a need for further research to determine an appropriate expression for the value of a partially funded project. In light of that gap in the current body of knowledge and for practical reasons, the LP relaxation of this model is preferred. The LP relaxation can be implemented in a spreadsheet (even for relatively large problems) and gives reasonable results when applied to a test problem based on GM's R&D project selection process. There has been much discussion in the literature on the topic of assigning a quantitative measure of value to each project. Although many alternatives are suggested, no one way is universally accepted as the preferred way. There does seem to be general agreement that all of the proposed methods are subject to considerable uncertainty. A systematic way to examine the sensitivity of project selection decisions to variations in the measure of value is developed. It is shown that the solution for the illustrative problem is reasonably robust to rather large variations in the measure of value. We cannot, however, conclude that this would be the case in general. © 2001 John Wiley & Sons, Inc. Naval Research Logistics 48: 18–40, 2001     

一类多目标模糊系数线性规划问题

讨论了一类所有系数均为模糊数的多目标线性规划问题 .通过对模糊数的比较 ,将模糊多目标线性规划模型转化为清晰的多目标模型 ,并应用一种基于线性隶属函数的模糊规划算法求其协调解 .最后给出了一个数值例子 .     

Response surface analysis of two‐stage stochastic linear programming with recourse

We apply the techniques of response surface methodology (RSM) to approximate the objective function of a two‐stage stochastic linear program with recourse. In particular, the objective function is estimated, in the region of optimality, by a quadratic function of the first‐stage decision variables. The resulting response surface can provide valuable modeling insight, such as directions of minimum and maximum sensitivity to changes in the first‐stage variables. Latin hypercube (LH) sampling is applied to reduce the variance of the recourse function point estimates that are used to construct the response surface. Empirical results show the value of the LH method by comparing it with strategies based on independent random numbers, common random numbers, and the Schruben‐Margolin assignment rule. In addition, variance reduction with LH sampling can be guaranteed for an important class of two‐stage problems which includes the classical capacity expansion model. © 1999 John Wiley & Sons, Inc. Naval Research Logistics 46: 753–776, 1999     

载体感应磁场的改进积分方程法

针对几何结构复杂的载体感应磁场计算问题,提出采用面单元和体单元分别对铁磁物体薄壳体结构、非薄壳体结构剖分,并实现了感应磁场的积分方程法计算。球-球体模型解析算例表明,所提方法数值精度可靠,其平均相对误差不超过0.27%;船舶模型仿真算例表明,该方法在单元量规模较小时计算精度较好,体现了方法在载体感应磁场建模方面的优势。将该方法分别应用于潜艇主舱段-设备模型和潜艇主舱段模型磁场计算时,数值结果与实验结果平均相对误差均小于2%,数值和实验结果比较表明,铁磁设备对模型磁场影响显著。仿真和实验算例均表明所提方法可有效应用于载体的感应磁场计算,具有一定的工程实用价值。     

Hook 技术及其在软件研发中的应用

介绍了Hook技术的基本概念和方法 ,对常用的几类Hook技术重点进行了分析 ,并举例说明了在进行软件研发时 ,这些Hook技术可以应用的场合 ,最后介绍了在电子字典 ,带滚轮的鼠标驱动程序等实际软件开发项目过程中 ,如何应用Hook技术的详细方法和步骤     

Balancing a one‐way corridor capacity and safety‐oriented reliability: A stochastic optimization approach for metro train timetabling

In urban rail transit systems of large cities, the headway and following distance of successive trains have been compressed as much as possible to enhance the corridor capacity to satisfy extremely high passenger demand during peak hours. To prevent train collisions and ensure the safety of trains, a safe following distance of trains must be maintained. However, this requirement is subject to a series of complex factors, such as the uncertain train braking performance, train communication delay, and driver reaction time. In this paper, we propose a unified mathematical framework to analyze the safety‐oriented reliability of metro train timetables with different corridor capacities, that is, the train traffic density, and determine the most reliable train timetable for metro lines in an uncertain environment. By employing a space‐time network representation in the formulations, the reliability‐based train timetabling problem is formulated as a nonlinear stochastic programming model, in which we use 0‐1 variables to denote the time‐dependent velocity and position of all involved trains. Several reformulation techniques are developed to obtain an equivalent mixed integer programming model with quadratic constraints (MIQCP) that can be solved to optimality by some commercial solvers. To improve the computational efficiency of the MIQCP model, we develop a dual decomposition solution framework that decomposes the primal problem into several sets of subproblems by dualizing the coupling constraints across different samples. An exact dynamic programming combined with search space reduction strategies is also developed to solve the exact optimal solutions of these subproblems. Two sets of numerical experiments, which involve a relatively small‐scale case and a real‐world instance based on the operation data of the Beijing subway Changping Line are implemented to verify the effectiveness of the proposed approaches.     

基于前景理论和证据推理的混合型多属性决策方法

针对属性权重完全未知的混合型多属性决策问题,提出一种基于前景理论和证据推理的决策方法。通过直觉模糊数对精确数、区间数和语言变量3种混合型属性的决策信息进行统一,根据前景理论对决策信息进行转化;提出基于直觉模糊熵与相似度的属性可靠性评估方法,结合属性重要度确定属性权重;采用证据推理算法集结属性信息,得到方案的综合前景值,并以此进行方案排序。算例分析结果表明,所提方法具有较强的区分能力,能够有效降低决策结果的不确定性,对混合型多属性决策问题具有较好的适用性。     

War,vagueness and hybrid war

It has frequently been observed in the literature on hybrid wars that there is a grey zone between peace and war, and that hybrid wars are conflicts which are not clear cases of war. In this paper, I attempt to illuminate this grey zone and the concept and nature of war from the philosophical discussions of vagueness and institutional facts. Vague terms are characterized by the fact that there is no non-arbitrary boundary between entities which lie in their extension, and entities which do not lie in their extension. I apply a theory of vagueness to notions such as “war” and “peace” and go on to suggest that the exact boundary for what counts as a war or not is arbitrary. However, the context in which the conflict occurs determines a range of possible locations for this boundary. The most important contextual parameter is in this respect how the parties to the conflict themselves conceptualize the conflict. I suggest that this can in various ways help us understand grey-zone conflicts.     

基于最坏情况下的稳健波束形成自适应方向图副瓣控制方法

针对最坏情况下性能优化的稳健自适应波束形成,提出一种自适应方向图的副瓣控制方法。该方法通过在副瓣任意区域设置多个二次不等式约束,对副瓣增益进行控制,从而可将方向图副瓣电平严格控制在期望值以下。该方法的优化模型可转化为凸二阶锥规划问题,利用内点法可有效求解实现。计算机仿真结果表明存在波束指向误差情况下,该方法既能获得指定的较低副瓣电平,又不带来干扰抑制性能的损失。     

The one‐warehouse multiretailer problem with an order‐up‐to level inventory policy

We consider a two‐level system in which a warehouse manages the inventories of multiple retailers. Each retailer employs an order‐up‐to level inventory policy over T periods and faces an external demand which is dynamic and known. A retailer's inventory should be raised to its maximum limit when replenished. The problem is to jointly decide on replenishment times and quantities of warehouse and retailers so as to minimize the total costs in the system. Unlike the case in the single level lot‐sizing problem, we cannot assume that the initial inventory will be zero without loss of generality. We propose a strong mixed integer program formulation for the problem with zero and nonzero initial inventories at the warehouse. The strong formulation for the zero initial inventory case has only T binary variables and represents the convex hull of the feasible region of the problem when there is only one retailer. Computational results with a state‐of‐the art solver reveal that our formulations are very effective in solving large‐size instances to optimality. © 2010 Wiley Periodicals, Inc. Naval Research Logistics, 2010