Natural gas storage valuation and optimization: A real options application

In this article, we present an algorithm for the valuation and optimal operation of natural gas storage facilities. Real options theory is used to derive nonlinear partial‐integro‐differential equations (PIDEs), the solution of which give both valuation and optimal operating strategies for these facilities. The equations are designed to incorporate a wide class of spot price models that can exhibit the same time‐dependent, mean‐reverting dynamics, and price spikes as those observed in most energy markets. Particular attention is paid to the operational characteristics of real storage units. These characteristics include working gas capacities, variable deliverability and injection rates, and cycling limitations. We illustrate the model with a numerical example of a salt cavern storage facility that clearly shows how a gas storage facility is like a financial straddle with both put and call properties. Depending on the amount of gas in storage the relative influence of the put and call components vary. © 2009 Wiley Periodicals, Inc. Naval Research Logistics 2009     

Approximating the nondominated frontiers of multi‐objective combinatorial optimization problems

Finding all nondominated vectors for multi‐objective combinatorial optimization (MOCO) problems is computationally very hard in general. We approximate the nondominated frontiers of MOCO problems by fitting smooth hypersurfaces. For a given problem, we fit the hypersurface using a single nondominated reference vector. We experiment with different types of MOCO problems and demonstrate that in all cases the fitted hypersurfaces approximate all nondominated vectors well. We discuss that such an approximation is useful to find the neighborhood of preferred regions of the nondominated vectors with very little computational effort. Further computational effort can then be spent in the identified region to find the actual nondominated vectors the decision maker will prefer. © 2009 Wiley Periodicals, Inc. Naval Research Logistics, 2009     

基于混合优化的前馈—反馈复合控制器最优设计

为了解决传统PID控制器在电动舵机系统设计中难以满足控制要求的问题,首先设计了一种规范化前馈-反馈控制系统,然后利用混沌优化算法和共轭梯度方法相结合的混合优化算法对前馈-反馈控制器参数进行了优化.仿真结果表明:基于混合优化算法的前馈-反馈控制器具有很好的动态和静态性能,增强了系统的稳定性和鲁棒性,降低了学习参数选择的盲目性和对经验的高度依赖性.     

大型相控阵雷达系统安全性综合评价

针对大型相控阵雷达系统安全性因素多、评价困难的特点,分析并建立了大型相控阵雷达系统安全评价指标体系。提出了一种基于改进模糊层次分析法、熵权法和拉格朗日算法确定综合权重的方法,并建立了雷达系统安全性模糊综合评价模型。以某型大型相控阵雷达系统的安全性评价为例,运用所提方法确定该雷达系统的安全性指标综合权重,并进行安全性综合评价。将该方法与传统AHP评价法进行对比分析,验证了该方法的科学性和合理性。     

片上trace：嵌入式处理器的有效调试和优化技术

片上trace技术弥补了传统调试方法的不足,可以实现对嵌入式软件的非入侵调试.首先分析了当前主流调试方法的不足,论述了trace与断点调试方法互为补充的关系,而后介绍了YHFT系列DSP的片上trace系统TraceDo的功能与结构,并解释了路径trace的原理和工作过程,最后讨论了片上trace的应用.     

Optimum step‐stress accelerated life test plans for log‐location‐scale distributions

This article presents new tools and methods for finding optimum step‐stress accelerated life test plans. First, we present an approach to calculate the large‐sample approximate variance of the maximum likelihood estimator of a quantile of the failure time distribution at use conditions from a step‐stress accelerated life test. The approach allows for multistep stress changes and censoring for general log‐location‐scale distributions based on a cumulative exposure model. As an application of this approach, the optimum variance is studied as a function of shape parameter for both Weibull and lognormal distributions. Graphical comparisons among test plans using step‐up, step‐down, and constant‐stress patterns are also presented. The results show that depending on the values of the model parameters and quantile of interest, each of the three test plans can be preferable in terms of optimum variance. © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008     

基于学科间差异信息的协同优化改进算法

分析了MDO(Multidisciplinary Design Optimization)中广泛应用的协同优化算法的特点和存在的问题,提出了一种基于学科间差异信息的协同优化改进算法COMI(Collaborative Optimization based on Multidisciplinary Inconsistency).利用学科间差异信息构造了系统级松弛约束和系统级罚函数,利用遗传算法作为系统级优化算法,并采用标准算例比较了标准CO(Collaborative Optimization)算法、松弛CO算法与COMI算法的性能.结果表明COMI算法在设计结果可行性和最优值上平衡性较好.     

装备物资供应保障中的装卸优化方法

装备物资装卸作为供应保障的一个重要环节 ,对装备物资保障效能的发挥有着极大的影响。综述了装备物资装卸过程中应遵循的原则和装卸搬运作业方法 ,提出了装备物资装卸的优化方法。     

通气管暴露率检查曲线及使用对策

在建立蓄电池充放电模型的基础上,计算了常规潜艇的通气管暴露率,绘制了暴露率检查曲线,并给出了检查曲线的使用功能.     

基于尺度空间理论的多门限化技术

本文基于尺度空间理论提出了两种多门限化方法：第一种新方法先由精到粗求直方图在不同尺度下的表征,再由粗到精校正定位,最后由生命期长短来确定门限;第二种方法首先在一粗尺度上找特征结构,再由粗到精“聚焦”到最精尺度上获取门限。两方法克服了以往一般门限法的若干缺陷,不仅定位准确,而且普适性强。实验证明新方法是令人满意的。