Maximizing the ratio of two convex functions over a convex set

The purpose of this article is to present an algorithm for globally maximizing the ratio of two convex functions f and g over a convex set X. To our knowledge, this is the first algorithm to be proposed for globally solving this problem. The algorithm uses a branch and bound search to guarantee that a global optimal solution is found. While it does not require the functions f and g to be differentiable, it does require that subgradients of g can be calculated efficiently. The main computational effort of the algorithm involves solving a sequence of subproblems that can be solved by convex programming methods. When X is polyhedral, these subproblems can be solved by linear programming procedures. Because of these properties, the algorithm offers a potentially attractive means for globally maximizing ratios of convex functions over convex sets. © 2006 Wiley Periodicals, Inc. Naval Research Logistics, 2006     

Modeling the operation of multireservoir systems using decomposition and stochastic dynamic programming

Stochastic dynamic programming models are attractive for multireservoir control problems because they allow non‐linear features to be incorporated and changes in hydrological conditions to be modeled as Markov processes. However, with the exception of the simplest cases, these models are computationally intractable because of the high dimension of the state and action spaces involved. This paper proposes a new method of determining an operating policy for a multireservoir control problem that uses stochastic dynamic programming, but is practical for systems with many reservoirs. Decomposition is first used to reduce the problem to a number of independent subproblems. Each subproblem is formulated as a low‐dimensional stochastic dynamic program and solved to determine the operating policy for one of the reservoirs in the system. © 2006 Wiley Periodicals, Inc. Naval Research Logistics, 2006     

A mathematical programming approach for improving the robustness of least sum of absolute deviations regression

This paper discusses a novel application of mathematical programming techniques to a regression problem. While least squares regression techniques have been used for a long time, it is known that their robustness properties are not desirable. Specifically, the estimators are known to be too sensitive to data contamination. In this paper we examine regressions based on Least‐sum of Absolute Deviations (LAD) and show that the robustness of the estimator can be improved significantly through a judicious choice of weights. The problem of finding optimum weights is formulated as a nonlinear mixed integer program, which is too difficult to solve exactly in general. We demonstrate that our problem is equivalent to a mathematical program with a single functional constraint resembling the knapsack problem and then solve it for a special case. We then generalize this solution to general regression designs. Furthermore, we provide an efficient algorithm to solve the general nonlinear, mixed integer programming problem when the number of predictors is small. We show the efficacy of the weighted LAD estimator using numerical examples. © 2006 Wiley Periodicals, Inc. Naval Research Logistics, 2006     

任务规划系统研究综述

任务规划系统作为举世瞩目的高科技技术,已经引起了广泛的关注和应用.目前世界上一些主要国家都在研制任务规划系统,且进展很快.为了更好地推进我国学者对于任务规划系统的研究,对任务规划系统的研究进行了全面综述.主要内容包括任务规划系统的发展、应用、主要实现方法及未来发展方向.在应用中,综述了任务规划系统在战场态势评估、无人飞行器、机器人领域的应用.在主要实现方法中,主要描述了数学规划、D*优化算法、Agent方法和遗传算法四种方法.最后给出了任务规划系统未来发展方向:现代技术的融合、发展战略级任务规划系统及未来社会任务规划系统预研.     

基于DEA系统下的武器装备采办理论及运用

数据包络分析DEA(data envelopment analysis)系统主要是针对武器装备性能的论证和武器装备采办提供相应的分析工具。介绍了该系统组成及DEA模型算法的基本思路,分析了武器装备采购费用的相对有效性,并简要阐述了该系统在军事领域的应用前景。     

Coordinated replenishments from multiple suppliers with price discounts

In this study we present an integer programming model for determining an optimal inbound consolidation strategy for a purchasing manager who receives items from several suppliers. The model considers multiple suppliers with limited capacity, transportation economies, and quantity discounts. We propose an integrated branch and bound procedure for solving the model. This procedure, applied to a Lagrangean dual at every node of the search tree, combines the subgradient method with a primal heuristic that interact to change the Lagrangean multipliers and tighten the upper and lower bounds. An enhancement to the branch and bound procedure is developed using surrogate constraints, which is found to be beneficial for solving large problems. We report computational results for a variety of problems, with as many as 70,200 variables and 3665 constraints. Computational testing indicates that our procedure is significantly faster than the general purpose integer programming code OSL. A regression analysis is performed to determine the most significant parameters of our model. © 1998 John Wiley & Sons, Inc. Naval Research Logistics 45: 579–598, 1998     

Scheduling deteriorating jobs to minimize makespan

We consider a single-machine problem of scheduling n independent jobs to minimize makespan, in which the processing time of job J_j grows by w_j with each time unit its start is delayed beyond a given common critical date d. This processing time is p_j if J_j starts by d. We show that this problem is NP-hard, give a pseudopolynomial algorithm that runs in time and O(nd) space, and develop a branch-and-bound algorithm that solves instances with up to 100 jobs in a reasonable amount of time. We also introduce the case of bounded deterioration, where the processing time of a job grows no further if the job starts after a common maximum deterioration date D > d. For this case, we give two pseudopolynomial time algorithms: one runs in O(n²d(D − d) time and O(nd(D − d)) space, the other runs in p_j)²) time and p_j) space. © 1998 John Wiley & Sons, Inc. Naval Research Logistics 45: 511–523, 1998     

Robust shortest path planning and semicontractive dynamic programming

In this article, we consider shortest path problems in a directed graph where the transitions between nodes are subject to uncertainty. We use a minimax formulation, where the objective is to guarantee that a special destination state is reached with a minimum cost path under the worst possible instance of the uncertainty. Problems of this type arise, among others, in planning and pursuit‐evasion contexts, and in model predictive control. Our analysis makes use of the recently developed theory of abstract semicontractive dynamic programming models. We investigate questions of existence and uniqueness of solution of the optimality equation, existence of optimal paths, and the validity of various algorithms patterned after the classical methods of value and policy iteration, as well as a Dijkstra‐like algorithm for problems with nonnegative arc lengths.© 2016 Wiley Periodicals, Inc. Naval Research Logistics 66:15–37, 2019     

流体系结构技术发展探讨

以流计算模型为基础的流体系结构,是面向未来的单片上集成超10亿只晶体管和上千ALU时代的新型体系结构,正成为微处理器体系结构研究关注的前沿焦点之一.首先分析流计算的背景;总结现有的具有代表性的流体系结构,并对它们的结构、执行模式、并行性、片上存储使用方式和应用目标等方面进行了比较;然后归纳流程序设计及其环境,讨论当前流编译研究的热点方向;最后探讨流处理器设计的发展趋势.     

基于序列二次规划算法的控制律寻优设计

针对某型无人机设计的纵向控制系统,运用经典控制器设计,然后通过参数优化而进行时域自动调节控制律参数的方法设计控制律,优化算法采用序列二次规划法.自动调参的过程是直观可视的.仿真结果表明运用该方法所设计出的控制律满足飞行品质要求,比传统的人工调节控制器参数效果更好,并提高了工作效率.这种方法可以应用于其他控制对象.