New product introduction against a predator: A bilevel mixed‐integer programming approach

We consider a scenario with two firms determining which products to develop and introduce to the market. In this problem, there exists a finite set of potential products and market segments. Each market segment has a preference list of products and will buy its most preferred product among those available. The firms play a Stackelberg game in which the leader firm first introduces a set of products, and the follower responds with its own set of products. The leader's goal is to maximize its profit subject to a product introduction budget, assuming that the follower will attempt to minimize the leader's profit using a budget of its own. We formulate this problem as a multistage integer program amenable to decomposition techniques. Using this formulation, we develop three variations of an exact mathematical programming method for solving the multistage problem, along with a family of heuristic procedures for estimating the follower solution. The efficacy of our approaches is demonstrated on randomly generated test instances. This article contributes to the operations research literature a multistage algorithm that directly addresses difficulties posed by degeneracy, and contributes to the product variety literature an exact optimization algorithm for a novel competitive product introduction problem. © 2009 Wiley Periodicals, Inc. Naval Research Logistics, 2009     

Two‐machine flow shop scheduling with common due window to minimize weighted number of early and tardy jobs

This article studies two due window scheduling problems to minimize the weighted number of early and tardy jobs in a two‐machine flow shop, where the window size is externally determined. These new scheduling models have many practical applications in real life. However, results on these problems have rarely appeared in the literature because of a lack of structural and optimality properties for solving them. In this article, we derive several dominance properties and theorems, including elimination rules and sequencing rules based on Johnsos order, lower bounds on the penalty, and upper bounds on the window location, which help to significantly trim the search space for the problems. We further show that the problems are NP‐hard in the ordinary sense only. We finally develop efficient pseudopolynomial dynamic programming algorithms for solving the problems. © 2009 Wiley Periodicals, Inc. Naval Research Logistics, 2009     

What you should know about approximate dynamic programming

Approximate dynamic programming (ADP) is a broad umbrella for a modeling and algorithmic strategy for solving problems that are sometimes large and complex, and are usually (but not always) stochastic. It is most often presented as a method for overcoming the classic curse of dimensionality that is well‐known to plague the use of Bellman's equation. For many problems, there are actually up to three curses of dimensionality. But the richer message of approximate dynamic programming is learning what to learn, and how to learn it, to make better decisions over time. This article provides a brief review of approximate dynamic programming, without intending to be a complete tutorial. Instead, our goal is to provide a broader perspective of ADP and how it should be approached from the perspective of different problem classes. © 2009 Wiley Periodicals, Inc. Naval Research Logistics 2009     

Making defense planning meaningful: the evolution of strategic guidance in the Hungarian Ministry of Defense

Hungary, a former communist state, adapted a Western-style defense planning system during the 1990s and 2000s. Although on the surface the elements of this planning system were similar to the planning programming budgeting system (PPBS) developed by the US Department of Defense, strategic guidance for defense planning has not been properly developed until recently. Thus, albeit PPBS-based defense plans were developed in the Hungarian Ministry of Defense (Hungarian MoD) regularly, they lacked both an expression of clear priorities and strategic focus. This article delineates the evolution of strategic guidance in the Hungarian MoD concentrating on current developments, and introduces the newly elaborated analytical concepts and tools, which helped to create needed strategic guidance in Hungary.     

基于协方差矩阵估计的稳健Capon波束形成算法

常规Capon波束形成器性能对模型误差或失配非常敏感,尤其是当期望信号包含在训练数据中,导向矢量失配将引起性能急剧下降。为解决这一问题,提出了一种采用干扰噪声协方差矩阵和导向矢量联合估计的稳健波束形成算法。该方法通过对Capon空间谱在非目标信号的方位区域内的积分,实现对干扰噪声协方差矩阵的估计,解决数据协方差矩阵包含有目标信号时引起信号自相消问题;其次为了克服导向矢量失配的影响,通过最大化输出功率,并增加二次型约束防止估计的导向矢量接近于干扰导向矢量,实现对导向矢量的估计。仿真实验表明:该算法能获得近似最优的输出信干噪比,与现有算法相比稳健性更强。     

Expansion planning for waste‐to‐energy systems using waste forecast prediction sets

We consider an expansion planning problem for Waste‐to‐Energy (WtE) systems facing uncertainty in future waste supplies. The WtE expansion plans are regarded as strategic, long term decisions, while the waste distribution and treatment are medium to short term operational decisions which can adapt to the actual waste collected. We propose a prediction set uncertainty model which integrates a set of waste generation forecasts and is constructed based on user‐specified levels of forecasting errors. Next, we use the prediction sets for WtE expansion scenario analysis. More specifically, for a given WtE expansion plan, the guaranteed net present value (NPV) is evaluated by computing an extreme value forecast trajectory of future waste generation from the prediction set that minimizes the maximum NPV of the WtE project. This problem is essentially a multiple stage min‐max dynamic optimization problem. By exploiting the structure of the WtE problem, we show this is equivalent to a simpler min‐max optimization problem, which can be further transformed into a single mixed‐integer linear program. Furthermore, we extend the model to optimize the guaranteed NPV by searching over the set of all feasible expansion scenarios, and show that this can be solved by an exact cutting plane approach. We also propose a heuristic based on a constant proportion distribution rule for the WtE expansion optimization model, which reduces the problem into a moderate size mixed‐integer program. Finally, our computational studies demonstrate that our proposed expansion model solutions are very stable and competitive in performance compared to scenario tree approaches. © 2016 Wiley Periodicals, Inc. Naval Research Logistics 63: 47–70, 2016     

配套装备器材的库存与运输集成优化研究

针对我军配套装备器材订货的特点,在考虑库存容量空间限制与整套装备的最低期望满足率两种约束条件下,建立了配套装备器材的库存与运输优化模型,并应用改进的动态规划方法进行求解。结果表明：应用库存与运输的优化模型,在保障军事目标实现的前提下,有效地降低了物流成本。     

流编程模型下的存储一致性模型

在流编程模型下建立了一个新的存储一致性模型--流一致性模型,它比传统的释放一致性模型更加松弛.讨论了流一致性模型对程序设计和系统设计的要求,给出了一个正确的系统实现,并且指出流一致性模型的编程和实现并不比现有的一致性模型复杂.     

Optimal capacity in a coordinated supply chain

We consider a supply chain in which a retailer faces a stochastic demand, incurs backorder and inventory holding costs and uses a periodic review system to place orders from a manufacturer. The manufacturer must fill the entire order. The manufacturer incurs costs of overtime and undertime if the order deviates from the planned production capacity. We determine the optimal capacity for the manufacturer in case there is no coordination with the retailer as well as in case there is full coordination with the retailer. When there is no coordination the optimal capacity for the manufacturer is found by solving a newsvendor problem. When there is coordination, we present a dynamic programming formulation and establish that the optimal ordering policy for the retailer is characterized by two parameters. The optimal coordinated capacity for the manufacturer can then be obtained by solving a nonlinear programming problem. We present an efficient exact algorithm and a heuristic algorithm for computing the manufacturer's capacity. We discuss the impact of coordination on the supply chain cost as well as on the manufacturer's capacity. We also identify the situations in which coordination is most beneficial. © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008     

双频去相关单历元动态解算整周模糊度研究

针对GPS实时动态精密相对定位应用背景,提出一种整周模糊度实时求解方法。采用宽巷组合载波相位双差、伪距双差观测信息建立观测模型;对浮点模糊度协方差阵进行一次Cholesky分解,构造了浮点转换矩阵,使浮点模糊度完全去相关;推导确定整周模糊度的搜索空间;利用最小残差平方和搜索准则,确定单历元整周模糊度,并用OVT检验方法,对不同历元得到的整周模糊度进行一致性检验。结果表明,观测量误差均方差取值对整周模糊度搜索空间和成功率有较大影响,附加OVT检验的双频去相关单历元动态解算整周模糊度方法正确可行。