Averaging frameworks for simulation optimization with applications to simulated annealing

We present two frameworks for designing random search methods for discrete simulation optimization. One of our frameworks is very broad (in that it includes many random search methods), whereas the other one considers a special class of random search methods called point‐based methods, that move iteratively between points within the feasible region. Our frameworks involve averaging, in that all decisions that require estimates of the objective function values at various feasible solutions are based on the averages of all observations collected at these solutions so far. Also, the methods are adaptive in that they can use information gathered in previous iterations to decide how simulation effort is expended in the current iteration. We show that the methods within our frameworks are almost surely globally convergent under mild conditions. Thus, the generality of our frameworks and associated convergence guarantees makes the frameworks useful to algorithm developers wishing to design efficient and rigorous procedures for simulation optimization. We also present two variants of the simulated annealing (SA) algorithm and provide their convergence analysis as example application of our point‐based framework. Finally, we provide numerical results that demonstrate the empirical effectiveness of averaging and adaptivity in the context of SA. © 2012 Wiley Periodicals, Inc. Naval Research Logistics, 2012     

Newsvendor problems with sequentially revealed demand information

This article analyzes a capacity/inventory planning problem with a one‐time uncertain demand. There is a long procurement leadtime, but as some partial demand information is revealed, the firm is allowed to cancel some of the original capacity reservation at a certain fee or sell off some inventory at a lower price. The problem can be viewed as a generalization of the classic newsvendor problem and can be found in many applications. One key observation of the analysis is that the dynamic programming formulation of the problem is closely related to a recursion that arises in the study of a far more complex system, a series inventory system with stochastic demand over an infinite horizon. Using this equivalence, we characterize the optimal policy and assess the value of the additional demand information. We also extend the analysis to a richer model of information. Here, demand is driven by an underlying Markov process, representing economic conditions, weather, market competition, and other environmental factors. Interestingly, under this more general model, the connection to the series inventory system is different. © 2012 Wiley Periodicals, Inc. Naval Research Logistics 2012     

飞越北极航行时间模型的研究

对飞越北极,缩短航线,节省航行时间问题进行了研究。采用了多种算法,对其有效性、适用性和复杂性进行分析讨论。假设"在旋转椭球体中,以通过球心和该椭球体上任意两点所构成的平面截此椭球体所得轨迹弧长作为曲面上两点间最短距离的近似值",在此基础上,通过运用数学软件计算得出结论:从北京出发,飞越北极抵达底特律的飞行时间可节省4.079 6h,从而使问题得到了进一步的验证。     

基于锁相环的GNSS授时接收机钟差校准算法

GNSS(全球卫星导航系统)授时接收机利用卫星导航信号获取钟差并校准本地时钟,从而与GNSS系统时间同步。提出了全新的基于锁相环的GNSS授时接收机钟差校准算法,将钟差校准过程等效为传统的锁相环模型,鉴相器的功能由PVT(位置、速度与时间)解算实现,压控振荡器的功能由本地时间调整接口实现,环路将本地秒相位与GNSS系统的秒相位锁定。分析了环路总误差的组成,以及环路参数与各误差项的关系,给出了误差最小的环路优化设计准则。在北斗二号卫星导航接收机平台上进行了对比实验,验证了算法的有效性。     

距离伪量测的空基平台单站无源定位算法

针对空中观测单站平台对海面、地面目标的测向定位问题,提出一种基于距离伪量测的最小二乘-不敏卡尔曼滤波(LSE-UKF)两阶段滤波算法。首先利用单次的测角信息以及目标离地高度的约束条件计算出目标的距离,采用最小二乘法对距离量进行滤波,得到较为准确的距离量。进一步将滤波所得距离量视为伪量测信息,结合观测所得的角度信息进行不敏卡尔曼滤波。仿真实验表明该算法提高了定位精度并且具有较快收敛速度。     

海水声速快速高精度测量方法

为实现对海水声速快速、高精度的测量,采用一种系统结构简单的声速测量方案。通过连续波信号参数估计的方法实现了对声传播时间和声速值的测量。采用伪随机序列对连续波进行调制处理,解决了单频连续波信号在测量中存在的整周期模糊与回波干扰问题。通过构建声速试验平台,进行了系统校准与测量试验。试验结果表明该方法具有测量精度高、响应快速的优点,适合于在水下机动平台上对海洋声速剖面进行快速、高精度的测量。     

切伦科夫辐射的强流电子束均匀性光学诊断

透明介质中带电粒子的运动速度大于介质中的光速时就会产生切伦科夫辐射光。搭建了基于切伦科夫辐射光的强流电子束均匀性诊断系统,实现了时间和空间分辨的纳秒级电子束均匀性光学诊断。利用程序对诊断系统进行设计。在此基础上对两种天鹅绒阴极发射均匀性进行光学诊断测量。结果表明:在相同电参数下,碳纤维天鹅绒较化纤天鹅绒具有更好的发射性能,与之对应的切伦科夫辐射光斑面积更大,其亮度扫描曲线不但中心增强区域较化纤天鹅绒宽,在其边缘附近也有较强的亮度分布;通过分析切伦科夫辐射光斑的分布和强弱的时间分辨图像,可以得到阴极在电脉冲过程中的运行状态,具有10ns~100ns级时间分辨特性。     

Inventory models with nonlinear shortage costs and stochastic lead times; applications of shape properties of randomly stopped counting processes

In this article, we study generalizations of some of the inventory models with nonlinear costs considered by Rosling in (Oper. Res. 50 (2002) 797–809). In particular, we extend the study of both the periodic review and the compound renewal demand processes from a constant lead time to a random lead time. We find that the quasiconvexity properties of the cost function (and therefore the existence of optimal (s, S) policies), holds true when the lead time has suitable log‐concavity properties. The results are derived by structural properties of renewal delayed processes stopped at an independent random time and by the study of log‐concavity properties of compound distributions. © 2015 Wiley Periodicals, Inc. Naval Research Logistics 62: 345–356, 2015     

地球静止轨道粗定位的北斗系统接收机快速定位方法

传统全球导航卫星系统信号发射时间的整毫秒恢复算法,在接收机概略位置未知时存在计算量剧增而无法应用的问题。利用北斗系统混合星座中GEO卫星电文速率高的这一特点,提出一种基于GEO粗定位的北斗接收机快速定位的方法。在接收机概略位置完全未知的情况下,使用已获取完整信号发射时刻的纯GEO星座进行粗定位,根据解算获得的概略位置对非GEO卫星发射时刻毫秒整数时间进行恢复,利用所有可见卫星进行精确定位。使用国际全球连续监测评估系统测站观测伪距对算法进行验证,国内测站可100%实现伪距恢复,完成快速定位。仿真遍历中国区域用户,在仿真伪距增加均值为0,标准差为6m噪声,截止仰角为0°时,中国附近区域实现快速定位概率均大于98.68%,其中约80%的中国附近区域可以100%实现卫星信号传输时间恢复并完成快速定位。     

采用时序多属性评价方法的空战威胁排序

鉴于空战中威胁目标的多属性及动态变化特点,提出采用时序多属性评价方法来解决空战目标动态威胁排序问题。在建立空战威胁指标体系基础上,采用熵权法确定目标属性权重,并通过指数分布法确定各时刻权重,最后综合依据威胁目标多时刻的属性信息,实现了空战动态威胁排序。仿真结果说明该方法的合理性。