利用动态规划原理实现多冲量最优交会问题

多冲量最优交会问题是航天领域非常重要的一个研究方向,从运筹学角度将此问题转化为一个多阶段多维动态规划问题,并着重对多阶段二维动态规划进行分析研究。在给出状态方程及指标函数递推公式的基础上,得到了两冲量和三冲量交会问题最优解的求解算法,之后分别通过实例验证了算法的有效性。对于以地心角等参数为决策变量的更高维问题,讨论了利用进化算法等降维方法实现多维动态规划的思想。     

非高斯噪声下的滤波方法

干扰条件下的机动目标跟踪在一些文献[1][2]中已有讨论,但利用多传感器,尤其是被动传感器进行非高斯观测噪声条件下的目标跟踪仍需要研究。本文讨论了被动传感器在随机干扰条件下进行机动目标跟踪的方法,其观测量包含非高斯噪声,也可能包含影响观测值的随机干扰。与基于卡尔曼滤波的常见方法不同,采用动态规划算法进行多假设检验,从而估计目标的状态。仿真试验表明,本文方法能有效地处理非高斯噪声情况下的目标跟踪问题,而基于卡尔曼滤波的跟踪方法,比如EKF,则效果较差。     

A guarantee rate optimization model for wastewater treatment system design under uncertainty

We consider a design problem for wastewater treatment systems that considers uncertainty in pollutant concentration levels at water sources. The goal is to optimize the selection of treatment technologies and pipeline connections, so that treated wastewater can achieve specified effluents discharge limits as well as possible. We propose a new two-stage model to optimize a set of guarantee levels, that is, the maximum concentration level of source pollutants for which treated wastewater can be compliant with discharge limits. In the first stage, treatment technologies and pipeline connections are selected. In the second stage, when pollutant concentration levels are revealed, wastewater distribution and mixing are determined. A key attractiveness of the proposed guarantee rate optimization model is that it can be simplified into a single-stage mixed-integer linear program. In our numerical experiments based on real-world pollutants data, the guarantee rate model demonstrates its advantages in terms of computational efficiency, scalability and solution quality, compared with the standard probability maximization model. Finally, the methodology proposed in this paper can also be applied to other two-stage problems under uncertainty with similar uncertainty characteristics.     

测试性增长中资源优化配置模型及求解

良好的测试性设计对系统维修性具有重要意义,测试性增长试验通过一系列测试性设计缺陷发现和纠正措施,可保证系统测试性指标达到设计要求。针对基于延缓纠正的测试性增长过程中的资源配置问题进行研究,基于增长试验目标是否明确和试验资源是否受限制问题构建资源优化配置模型,并提出一种基于拉格朗日松弛和本地搜索的快速优化算法。仿真结果表明:该模型能够有效指导测试性增长中的资源优化配置问题,所提混合优化方法能够高效、准确地求解整数规划问题。     

不确定条件下装备器材供应网规划模型

装备器材供应网是装备器材供应保障工作的重要基石,其规划问题是我军装备器材保障过程的重要战略决策之一。针对节点、边和需求的不确定性,对不确定条件下由多个区域供应子网构成的装备器材供应网的规划问题展开研究。针对问题的特点,用区间分析理论对供应网规划中的不确定性因素进行度量和运算,得到不确定性规划模型,通过区间运算转化,将不确定性模型转化为确定性混合整数规划模型,并设计采用基于禁忌搜索算法的两阶段算法进行求解,分别得到了不同参数设置下的模型求解结果,并将所用算法与模糊规划和随机规划算法的求解结果进行了比较分析。实例分析结果表明所建立的模型和算法具有较强的实用性。     

基于有限条件的多波束雷达干扰系统目标分配算法

针对多波束干扰系统同时干扰多个目标的资源分配问题,通过分析目标分配算法的一般流程及涉及到的关键问题和技术难题,提出了基于实战化和有限条件的针对多波束干扰系统的非线性0-1整数规划数学模型。针对该模型采取开源软件SCIP进行求解,最后给出数值仿真来说明模型和算法的有效性。     

随队支援干扰目标选择辅助决策方法

随队支援干扰是现代空袭作战中重要的电子对抗手段,随队飞行过程中对干扰目标的选择是随队支援干扰飞机作战运用研究的重点和难点问题,详细分析了随队支援干扰飞机的作战阶段划分及主要作战行动,针对雷达网的探测距离和综合发现概率指标,建立了随队支援干扰下的计算模型,并主要尽可能地降低雷达网的综合发现概率,提出了基于动态规划的干扰目标选择辅助决策模型。最后,以某种作战背景为基础,进行了作战过程仿真和辅助决策结果分析,验证了该方法的可行性和有效性,该方法求得的结论也支持随队支援干扰飞机其他方面的作战运用研究。     

大学自习教室优化设置研究

针对目前大学自习教室资源浪费普遍存在的现象,将学生上自习与否视为独立同分布随机变量,从自习教室的管理与维护成本、电费成本以及学生的满意度3个方面出发,建立了双目标随机规划模型,并在模型基础上提出了大学自习教室设置的一般方法。通过实例分析,对模型的正确性和有效性进行了论证。结果表明:在各种情况下,该模型都能很好地解决自习教室设置这一问题,并且能在学生满意度较高的条件下,节约能源13%以上。该模型可以有效地对自习教室进行优化设置,不仅提高了资源利用水平,而且节约了能源。     

Generalized orienteering problem with resource dependent rewards

We introduce a generalized orienteering problem (OP) where, as usual, a vehicle is routed from a prescribed start node, through a directed network, to a prescribed destination node, collecting rewards at each node visited, to maximize the total reward along the path. In our generalization, transit on arcs in the network and reward collection at nodes both consume a variable amount of the same limited resource. We exploit this resource trade‐off through a specialized branch‐and‐bound algorithm that relies on partial path relaxation problems that often yield tight bounds and lead to substantial pruning in the enumeration tree. We present the smuggler search problem (SSP) as an important real‐world application of our generalized OP. Numerical results show that our algorithm applied to the SSP outperforms standard mixed‐integer nonlinear programming solvers for moderate to large problem instances. We demonstrate model enhancements that allow practitioners to represent realistic search planning scenarios by accounting for multiple heterogeneous searchers and complex smuggler motion. © 2013 Wiley Periodicals, Inc. Naval Research Logistics, 2013     

Bayesian selling problem with partial information

We introduce an optimal stopping problem for selling an asset when the fixed but unknown distribution of successive offers is from one of n possible distributions. The initial probabilities as to which is the true distribution are given and updated in a Bayesian manner as the successive offers are observed. After receiving an offer, the seller has to decide whether to accept the offer or continue to observe the next offer. Each time an offer is observed a fixed cost is incurred. We consider both the cases where recalling a past offer is allowed and where it is not allowed. For each case, a dynamic programming model and some heuristic policies are presented. Using simulation, the performances of the heuristic methods are evaluated and upper bounds on the optimal expected return are obtained. © 2013 Wiley Periodicals, Inc. Naval Research Logistics, 2013