Averaging frameworks for simulation optimization with applications to simulated annealing

We present two frameworks for designing random search methods for discrete simulation optimization. One of our frameworks is very broad (in that it includes many random search methods), whereas the other one considers a special class of random search methods called point‐based methods, that move iteratively between points within the feasible region. Our frameworks involve averaging, in that all decisions that require estimates of the objective function values at various feasible solutions are based on the averages of all observations collected at these solutions so far. Also, the methods are adaptive in that they can use information gathered in previous iterations to decide how simulation effort is expended in the current iteration. We show that the methods within our frameworks are almost surely globally convergent under mild conditions. Thus, the generality of our frameworks and associated convergence guarantees makes the frameworks useful to algorithm developers wishing to design efficient and rigorous procedures for simulation optimization. We also present two variants of the simulated annealing (SA) algorithm and provide their convergence analysis as example application of our point‐based framework. Finally, we provide numerical results that demonstrate the empirical effectiveness of averaging and adaptivity in the context of SA. © 2012 Wiley Periodicals, Inc. Naval Research Logistics, 2012     

舰船航渡过程中的松弛时间与航渡策略问题

针对舰船特点和任务要求,提出了舰船航渡中的松弛时间问题。在对问题分析的基础上,给出了松弛时间的定义并对其进行了建模,讨论了航渡失败的判断准则,给出了松弛时间的上下限以及航渡中实际的松弛时间的计算方法,并采用仿真的方法进行了典型航渡过程的松弛时间和成功概率的计算。在大量计算的基础上,初步探讨了航渡成功概率与各类航渡参数之间的关系,并对舰船最优航渡策略问题进行了初步分析,最后对于优化目标、计算初值、结果的表达方式等提出了一个可行的解决方案。     

Vondrak-Cepek组合滤波在北斗共视和卫星双向时间比对融合中的应用

为减小卫星双向时间比对(Two-Way Satellite Time and Frequency Transfer, TWSTFT)中的周日效应,利用北斗共视链路没有周日效应的特点,通过Vondrak-Cepek组合滤波方法对中国科学院国家授时中心(National Time Service Center, NTSC)、德国物理技术研究院(Physikalisch-Technische Bundesanstalt, PTB)以及中国计量科学研究院(National Institute of Metrology, NIM)间的北斗共视时间比对结果分别与硬件卫星时间和距离测量设备(SAtellite Time and Ranging Equipment, SATRE) TWSTFT和软件接收机(Software-Defined Radio, SDR)TWSTFT结果进行了融合处理。采用时间偏差和幅值频谱两个指标以及GPS精密单点定位(Precise Point Positioning, PPP)时间比对分别对融合结果进行内外符合评估。结果表明,经过Vondrak-Cepek滤波的融合结果中周日效应基本消失,其与GPS PPP链路差值结果的绝对值保持在链路校准的不确定度范围内。对于长基线NTSC-PTB链路,融合结果1 d的时间偏差稳定度对SATRE和SDR TWSTFT的增益因子分别为1.85和1.81;对于短基线NTSC-NIM链路,融合结果对SATRE和SDR TWSTFT的增益因子分别为1.69和1.59。融合结果的短期稳定度显著提高。