The LP/POMDP marriage: Optimization with imperfect information

A new technique for solving large‐scale allocation problems with partially observable states and constrained action and observation resources is introduced. The technique uses a master linear program (LP) to determine allocations among a set of control policies, and uses partially observable Markov decision processes (POMDPs) to determine improving policies using dual prices from the master LP. An application is made to a military problem where aircraft attack targets in a sequence of stages, with information acquired in one stage being used to plan attacks in the next. © 2000 John Wiley & Sons, Inc., Naval Research Logistics 47: 607–619, 2000     

海洋环境监测平行系统优化融合

多个海洋环境监测系统之间存在的功能冗余导致资源浪费和不必要的资金投入,因此应将各个系统优化融合成有机整体来节约海洋环境监测的资源和成本。将海洋环境监测系统按照功能划分为不同的模块,在线性规划融合的基础上引入熵方法,以成本和效能指标为主要对象,通过合理分配,在确保系统优化融合后监测能力不降低的同时,尽量减少建设成本。     

On the reduction of total‐cost and average‐cost MDPs to discounted MDPs

This article provides conditions under which total‐cost and average‐cost Markov decision processes (MDPs) can be reduced to discounted ones. Results are given for transient total‐cost MDPs with transition rates whose values may be greater than one, as well as for average‐cost MDPs with transition probabilities satisfying the condition that there is a state such that the expected time to reach it is uniformly bounded for all initial states and stationary policies. In particular, these reductions imply sufficient conditions for the validity of optimality equations and the existence of stationary optimal policies for MDPs with undiscounted total cost and average‐cost criteria. When the state and action sets are finite, these reductions lead to linear programming formulations and complexity estimates for MDPs under the aforementioned criteria.© 2017 Wiley Periodicals, Inc. Naval Research Logistics 66:38–56, 2019     

Optimizing barge utilization in hinterland container transportation

In hinterland container transportation the use of barges is getting more and more important. We propose a real‐life operational planning problem model from an inland terminal operating company, in which the number of containers shipped per barge is maximized and the number of terminals visited per barge is minimized. This problem is solved with an integer linear program (ILP), yielding strong cost reductions, about 20%, compared to the method used currently in practice. Besides, we develop a heuristic that solves the ILP in two stages. First, it decides for each barge which terminals to visit and second it assigns containers to the barges. This heuristic produces almost always optimal solutions and otherwise near‐optimal solutions. Moreover, the heuristic runs much faster than the ILP, especially for large‐sized instances.     

Mathematical formulation and heuristic algorithm for the block relocation and loading problem

This study considers the block relocation and loading problem in container terminals. The optimal loading sequence and relocation location are simultaneously decided on the basis of the desired ship‐bay and initial yard space configuration. An integer linear programming model is developed to minimize the number of relocations in the yard space on the basis of no shifts in the ship bay. The accuracy of the model is tested on small‐scale scenarios by using CPLEX. Considering the problem size in the real world, we present a rule‐based heuristic method that is combined with a mathematical model for the removal, loading, and relocation operations. The influence of rules on algorithm performance is also analyzed, and the heuristic algorithm is compared with different types of algorithms in the literature. The extensive numerical experiments show the efficiency of the proposed heuristic algorithm.     

交互式Pareto前沿可视化决策

针对现有高维多目标可视化技术不能有效显示决策偏好信息这一难题,提出一种基于径向轴图的交互式Pareto前沿可视化决策方法。进行标准化适应度函数处理,消除量纲差距;根据交互更新的轴向量矩阵建立最小二乘问题模型,通过Moore-Penrose广义逆矩阵方法求解投影点,从而获得Pareto前沿分布图。该方法能够有效显示目标各维度信息,直观呈现决策偏好,动态表现目标性能趋势。通过实验与传统可视化技术对比分析,验证了该方法的有效性和实用性。     

A refined deterministic linear program for the network revenue management problem with customer choice behavior

We present a new deterministic linear program for the network revenue management problem with customer choice behavior. The novel aspect of our linear program is that it naturally generates bid prices that depend on how much time is left until the time of departure. Similar to the earlier linear program used by van Ryzin and Liu (2004), the optimal objective value of our linear program provides an upper bound on the optimal total expected revenue over the planning horizon. In addition, the percent gap between the optimal objective value of our linear program and the optimal total expected revenue diminishes in an asymptotic regime where the leg capacities and the number of time periods in the planning horizon increase linearly with the same rate. Computational experiments indicate that when compared with the linear program that appears in the existing literature, our linear program can provide tighter upper bounds, and the control policies that are based on our linear program can obtain higher total expected revenues. © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008     

基于Fisher线性判别模型的文本特征选择算法

在采用向量空间模型表示方法的文本分类系统中,维数约简是必要的步骤,特征选择方法由于计算复杂度较低而被广泛采用.本文基于Fisher线性判别模型提出了一种新的文本特征选择算法,将其求解过程转换为一个特征项优化组合的问题,避免了复杂的矩阵变换运算.实验表明,该方法与信息增益、卡方统计方法比较,具有较明显的优势.     

基于预定作业周期的航母作战部署调度研究

为科学筹划航母作战部署调度,优化航母作战兵力的运用,对航母作战部署调度问题进行建模研究。介绍航母预定作业周期,重点阐述航母综合训练期、维修保障期和人员/作战节奏等相关内容;在此基础上,分析航母作战部署调度的约束条件,在满足对作战区域有效时间覆盖条件下,以最小化航母作战兵力数量为目标函数,构建航母作战部署调度优化模型,并通过实例进行验证。结果表明,该模型是有效、实用的,可为科学决策航母作战部署调度提供依据和方法。     

流动危险源泄漏事故应急疏散决策优化

在流动危险源泄漏事故中,如何根据流动危险源的危险特性,快速制定最优疏散决策,使应急疏散的成本最低是现场指挥人员急需解决的重要问题。在分析讨论疏散范围、疏散人员、疏散方式、疏散路径、避难场所等影响应急疏散决策因素的基础上,采用线性规划方法,建立了应急疏散的优化模型。以运输液氯槽车泄漏事故为例,研究危险区域的人员疏散,并利用Lingo软件对优化模型进行了求解,得到了应急疏散的最佳方案。研究结果对消防部队有效地指导疏散救人行动具有参考价值。