A partial characterization of the optimal ordering/rationing policy for a periodic review system with two demand classes and backordering

We consider a finite horizon periodic review, single product inventory system with a fixed setup cost and two stochastic demand classes that differ in their backordering costs. In each period, one must decide whether and how much to order, and how much demand of the lower class should be satisfied. We show that the optimal ordering policy can be characterized as a state dependent (s,S) policy, and the rationing structure is partially obtained based on the subconvexity of the cost function. We then propose a simple heuristic rationing policy, which is easy to implement and close to optimal for intensive numerical examples. We further study the case when the first demand class is deterministic and must be satisfied immediately. We show the optimality of the state dependent (s,S) ordering policy, and obtain additional rationing structural properties. Based on these properties, the optimal ordering and rationing policy for any state can be generated by finding the optimal policy of only a finite set of states, and for each state in this set, the optimal policy is obtained simply by choosing a policy from at most two alternatives. An efficient algorithm is then proposed. © 2010 Wiley Periodicals, Inc. Naval Research Logistics, 2010     

求解非线性规划的小生境遗传模拟退火算法

提出了用小生境遗传模拟退火算法求解带复杂约束的非线性规划问题。首先分析了遗传算法＂早熟＂收敛以及局部搜索能力弱的不足,由此引入小生境以增加种群多样性,并抑制＂早熟＂收敛现象,同时引入模拟退火算法以增强局部搜索能力,改进进化后期收敛速度慢的不足,最后结合典型非线性规划算例验证了混合算法的效率、精度和可靠性。     

重型鱼雷的机动搜索及机动搜索弹道架构

针对潜射重型鱼雷在技术性能上的大幅提高和智能化作战的需要,在提出并分析鱼雷机动搜索概念和机动搜索时机的基础上,研究了远程重型鱼雷实现机动搜索在弥补发射平台目标定位误差、鱼雷发射后目标的有意机动和适应点对域攻击战法转变等作战环节中的必要性,构建了重型鱼雷机动搜索弹道的技术框架.     

基于匈牙利算法求解的火力分配问题

匈牙利算法是求解指派问题的一个很好的算法,但一般情况下,火力分配问题的数学模型不具备指派问题的模型形式.针对目标函数是线性或非线性的一类火力分配问题,提出了虚拟火力单位或目标的方法,将问题转化为能够用匈牙利算法求解的指派问题,该方法简单、易于计算,有很高的应用价值.     

用线性规划法设计复系数FIR滤波器

讨论了在复Chebyshev逼近意义下设计复系数FIR滤波器问题。直接把复Chebyshev逼近问题离散化成有限维线性规划问题 ,再用单纯形法求解这种方法一直被认为只能设计实系数滤波器 ,而且计算量大、收敛速度慢。本文从直接离散化出发 ,推导出一种求解此问题的改进的单纯形算法 ,适用于设计复系数滤波器 ,极大地减小了计算量 ,提高了收敛速度。并证明了它与通过求解半无限线性规划的对偶问题而得到的改进的单纯形法是等价的。最后给出了算法的仿真结果     

燃气轮机仿真软件构造方法综述

从方法论的角度综述了燃气轮机仿真软件的研究现状,分析了过程式方法和过程式模块化方法的不足,阐明采用面向对象方法的必要性,并对未来的发展方向作了初步探讨.     

New heuristic methods for the capacitated multi‐facility Weber problem

In this paper we consider the capacitated multi‐facility Weber problem with the Euclidean, squared Euclidean, and ?_p‐distances. This problem is concerned with locating m capacitated facilities in the Euclidean plane to satisfy the demand of n customers with the minimum total transportation cost. The demand and location of each customer are known a priori and the transportation cost between customers and facilities is proportional to the distance between them. We first present a mixed integer linear programming approximation of the problem. We then propose new heuristic solution methods based on this approximation. Computational results on benchmark instances indicate that the new methods are both accurate and efficient. © 2006 Wiley Periodicals, Inc. Naval Research Logistics 2006     

球约束凸二次规划的一个算法

针对球约束凸二次规划问题,利用Lagrange对偶将其转化为无约束优化问题,然后运用单纯形法对其求解,获得原问题的最优解。最后,对文中给出的算法给出了论证。     

进化规划中的变异与收敛

进化规划算法中变异是唯一的操作,因此变异算子对进化规划算法的性能有决定性的影响。文中以高斯变异算子为例,研究了变异算子在进化进程的作用,分析了进化规划算法不收敛的原因以及变异算子与进化代数、收敛精度间的关系。对传统进化规划算法和多群进化规划算法的性能进行了仿真研究,仿真结果表明了分析结果的正确性。     

区域防空导弹反导火力分配研究

分析了传统防空导弹火力分配模型的不足,考虑到编队内各舰艇近程防空作战能力的不同,结合装备性能特点,建立了基于机会约束规划的区域防空导弹火力分配优化模型。给出了基于遗传算法和BP神经网络的混合智能算法,该算法在精度和速度上均能满足防空作战的要求。