An efficient metaheuristic for integrated scheduling and staffing IT projects based on a generalized minimum cost flow network

Scheduling IT projects and assigning the project work to human resources are an important and common tasks in almost any IT service company. It is particularly complex because human resources usually have multiple skills. Up to now only little work has considered IT‐specific properties of the project structure and human resources. In this article, we present an optimization model that simultaneously schedules the activities of multiple IT projects with serial network structures and assigns the project work to multiskilled internal and external human resources with different efficiencies. The goal is to minimize costs. We introduce a metaheuristic that decomposes the problem into a binary scheduling problem and a continuous staffing problem where the latter is solved efficiently by exploiting its underlying network structure. For comparison, we solve the mixed–binary linear program with a state–of–the–art commercial solver. The impacts of problem parameters on computation time and solution gaps between the metaheuristic and the solver are assessed in an experimental study. Our results show that the metaheuristic provides very favorable results in considerable less time than the solver for midsize problems. For larger problems, it shows a similar performance while the solver fails to return feasible solutions. © 2012 Wiley Periodicals, Inc. Naval Research Logistics 59: 111–127, 2012     

Adaptive importance sampling for extreme quantile estimation with stochastic black box computer models

Quantile is an important quantity in reliability analysis, as it is related to the resistance level for defining failure events. This study develops a computationally efficient sampling method for estimating extreme quantiles using stochastic black box computer models. Importance sampling has been widely employed as a powerful variance reduction technique to reduce estimation uncertainty and improve computational efficiency in many reliability studies. However, when applied to quantile estimation, importance sampling faces challenges, because a good choice of the importance sampling density relies on information about the unknown quantile. We propose an adaptive method that refines the importance sampling density parameter toward the unknown target quantile value along the iterations. The proposed adaptive scheme allows us to use the simulation outcomes obtained in previous iterations for steering the simulation process to focus on important input areas. We prove some convergence properties of the proposed method and show that our approach can achieve variance reduction over crude Monte Carlo sampling. We demonstrate its estimation efficiency through numerical examples and wind turbine case study.     

不同海拔地区发射药安定性试验数据差异分析

按照同一试验方法,同一发射药分别在高原地区和内陆地区两地进行安定性试验对比。结果表明：同海拔高差测得的CO2体积分数差别为36％左右。因此,在对不同海拔地区发射药安定性试验数据进行处理时,需考虑气压因素影响,进行气压校正。     

Duality in constrained multi‐facility location models

We consider the ??_p‐norm multi‐facility minisum location problem with linear and distance constraints, and develop the Lagrangian dual formulation for this problem. The model that we consider represents the most general location model in which the dual formulation is not found in the literature. We find that, because of its linear objective function and less number of variables, the Lagrangian dual is more useful. Additionally, the dual formulation eliminates the differentiability problem in the primal formulation. We also provide the Lagrangian dual formulation of the multi‐facility minisum location problem with the ??_pb‐norm. Finally, we provide a numerical example for solving the Lagrangian dual formulation and obtaining the optimum facility locations from the solution of the dual formulation. © 2002 Wiley Periodicals, Inc. Naval Research Logistics 49: 410–421, 2002; Published online in Wiley InterScience (www.interscience.wiley.com). DOI 10.1002/nav.10010     

光纤陀螺随机漂移分析与建模方法

随机漂移是影响光纤陀螺精度的重要因素。根据光纤陀螺静态漂移测试信号,利用Allan方差法对光纤陀螺随机漂移误差进行了分离和辨识,并分析了系数拟合过程中最小二乘法的病态矩阵问题。最后探讨了利用AIC准则和长自回归法建立光纤陀螺随机漂移ARMA模型的方法,为进一步对光纤陀螺输出信号进行滤波处理奠定了基础。     

小样本三维正态分布整体检验射击精度方法研究

讨论了小样本三维同方差正态分布整体检验射击精度问题.给出了n=3,4,5的不同显著水平α的检验OC曲线.计算出了与第一类错误和第二类错误相联系的有关重要物理参数.模拟表明该方法检验效果良好.     

A novel noise reduction technique for underwater acoustic signals based on complete ensemble empirical mode decomposition with adaptive noise,minimum mean square variance criterion and least mean square adaptive filter

Underwater acoustic signal processing is one of the research hotspots in underwater acoustics. Noise reduction of underwater acoustic signals is the key to underwater acoustic signal processing. Owing to the complexity of marine environment and the particularity of underwater acoustic channel, noise reduction of underwater acoustic signals has always been a difficult challenge in the field of underwater acoustic signal processing. In order to solve the dilemma, we proposed a novel noise reduction technique for underwater acoustic signals based on complete ensemble empirical mode decomposition with adaptive noise (CEEMDAN), minimum mean square variance criterion (MMSVC) and least mean square adaptive filter (LMSAF). This noise reduction technique, named CEEMDAN-MMSVC-LMSAF, has three main advantages: (i) as an improved algorithm of empirical mode decomposition (EMD) and ensemble EMD (EEMD), CEEMDAN can better suppress mode mixing, and can avoid selecting the number of decomposition in variational mode decomposition (VMD); (ii) MMSVC can identify noisy intrinsic mode function (IMF), and can avoid selecting thresholds of different permutation entropies; (iii) for noise reduction of noisy IMFs, LMSAF overcomes the selection of decomposition number and basis function for wavelet noise reduction. Firstly, CEEMDAN decomposes the original signal into IMFs, which can be divided into noisy IMFs and real IMFs. Then, MMSVC and LMSAF are used to detect identify noisy IMFs and remove noise components from noisy IMFs. Finally, both denoised noisy IMFs and real IMFs are reconstructed and the final denoised signal is obtained. Compared with other noise reduction techniques, the validity of CEEMDAN-MMSVC-LMSAF can be proved by the analysis of simulation signals and real underwater acoustic signals, which has the better noise reduction effect and has practical application value. CEEMDAN-MMSVC-LMSAF also provides a reliable basis for the detection, feature extraction, classification and recognition of underwater acoustic signals.     

模糊随机变量的模糊概率特征的性质

应用模糊数理论 ,给出了模糊随机变量的数学期望和模糊随机变量的方差的定义 ,并研究讨论了模糊随机变量的数学期望和模糊随机变量的方差的性质。研究结果进一步丰富和完善了模糊随机变量理论。     

Exact expected values of variance estimators for simulation

We formulate exact expressions for the expected values of selected estimators of the variance parameter (that is, the sum of covariances at all lags) of a steady‐state simulation output process. Given in terms of the autocovariance function of the process, these expressions are derived for variance estimators based on the simulation analysis methods of nonoverlapping batch means, overlapping batch means, and standardized time series. Comparing estimator performance in a first‐order autoregressive process and the M/M/1 queue‐waiting‐time process, we find that certain standardized time series estimators outperform their competitors as the sample size becomes large. © 2007 Wiley Periodicals, Inc. Naval Research Logistics, 2007     

基于集对-层次分析法的合成部队作战能力分析

为科学评估合成部队战斗力水平,在准确量化作战行动的基础上,设计定义了39个作战能力最小数据集,抽象出快速反应、情报侦察、指挥控制等11种专题作战能力评价体系。以该标准采集的数据为样本, 运用集对-层次分析法实现了合成部队作战能力的综合评估。最后以火力打击能力评估模型为例,验证了该方法的有效性实用性。