A specially structured nonlinear integer resource allocation problem

We present an algorithm for solving a specially structured nonlinear integer resource allocation problem. This problem was motivated by a capacity planning study done at a large Health Maintenance Organization in Texas. Specifically, we focus on a class of nonlinear resource allocation problems that involve the minimization of a convex function over one general convex constraint, a set of block diagonal convex constraints, and bounds on the integer variables. The continuous variable problem is also considered. The continuous problem is solved by taking advantage of the structure of the Karush‐Kuhn‐Tucker (KKT) conditions. This method for solving the continuous problem is then incorporated in a branch and bound algorithm to solve the integer problem. Various reoptimization results, multiplier bounding results, and heuristics are used to improve the efficiency of the algorithms. We show how the algorithms can be extended to obtain a globally optimal solution to the nonconvex version of the problem. We further show that the methods can be applied to problems in production planning and financial optimization. Extensive computational testing of the algorithms is reported for a variety of applications on continuous problems with up to 1,000,000 variables and integer problems with up to 1000 variables. © 2003 Wiley Periodicals, Inc. Naval Research Logistics 50: 770–792, 2003.     

基于红外图像的小目标检测与跟踪方法

为了能在强杂波、低信噪比的情况下检测小目标,人们提出了许多针对小目标检测与跟踪的方法。介绍了基于红外图像的小目标检测和跟踪的各种方法和最新进展,重点讨论了灰度形态法、小波变换法、最优时空非线性滤波法用于小目标检测与跟踪的原理,并指出了今后的发展和研究方向。     

新型BFRP筋增强混凝土受弯构件挠度控制

玄武岩纤维塑料增强筋（BFRP筋）的特性导致以其为增强筋的受弯构件出现裂缝后刚度降低非常明显,变形发展过快。因此,对BFRP筋混凝土梁的设计主要应根据其变形性能标准的要求来进行。为方便设计人员进行BFRP筋受弯构件设计,结合试验研究,通过对比国内外有关FRP筋混凝土梁开裂截面有限惯性矩计算模型的研究,探索出适合BFRP筋混凝土梁开裂截面有效惯性矩计算模型;通过建模分析,表明有限元计算模型和其他几种计算模型一起可以应用于BFRP筋混凝土梁直接挠度控制。推导出FRP筋受弯构件配筋率计算公式,结合直接挠度控制研究,提出通过控制跨高比限值来进行梁尺寸初选的间接挠度控制计算公式。     

多操纵面战斗机飞行控制系统设计

现代多操纵面战斗机飞行控制系统多采用非线性控制方法进行设计,其中逆系统方法具有物理概念清晰、参数对应明确、无不确定性算法、容易结合传统经验等优点,易于工程实现.将该方法应用于多操纵面战斗机的基本控制律设计,使用多层简化设计,改进了多操纵面的控制分配策略,并针对某型多操纵面战斗机六自由度模型进行数字仿真,效果良好.     

基于灰色非线性回归模型的故障预测

为克服传统灰色模型的局限性,通过对一阶累加生成序列规律性的分析,将灰色模型和非线性回归模型相结合,构造了一种灰色非线性回归模型。实例仿真结果表明,该模型既拓展了传统灰色模型的适用条件,又比传统灰色模型和非线性回归模型具有更高的预测精度,且适用性广。     

基于高斯和-容积Kalman滤波的高轨双星辐射源跟踪

高轨双星系统可通过测量辐射源信号的到达时差、频差和到达高轨卫星的多普勒频移,跟踪沿地球表面巡航且载频固定、已知的运动辐射源。针对辐射源运动方程和观测方程的强非线性,提出了基于高斯和框架与5阶容积Kalman滤波的运动辐射源跟踪算法GS-5CKF。算法将起始时刻的时差观测量所确定的处于地球表面的时差线按辐射源经度等间隔划分,初始化多个并行的5阶容积Kalman滤波器,线性组合各滤波器每个时刻的输出以获得辐射源运动状态的估计。针对5阶容积Kalman滤波器,提出了相应的非线性测度并引入滤波器分裂与合并,以提高跟踪精度并保持GS-5CKF算法计算复杂度基本不变。仿真表明,相对仅使用单个5阶容积Kalman滤波器和基于高斯和框架但使用3阶容积Kalman滤波器的GS-3CKF等算法,提出的跟踪算法具有更高的估计精度。     

Nonlinear pricing with consumer satiation

In various scenarios, consumers may become satiated with products, and the degree of satiation is directly associated with their prior experiences. Confronted with consumer satiation, the seller is unable to either identify consumers who have a higher likelihood of being satiated ex ante or distinguish satiated from non‐satiated consumers ex post. Therefore, the seller should address dynamic selling, valuation uncertainty, and quantity decisions, all of which are important operational issues. We consider a two‐period problem in which consumer types are influenced by their prior consumption experiences. Faced with these consumers, the seller intends to optimize quantities and adjust the prices of the products in each period to maximize revenue. We find that the seller may reduce ex ante production quantity as some consumers become satiated. Moreover, the ex ante quantity is first decreasing and then increasing with regard to the satiation rate. Furthermore, two‐period information asymmetries may provide a rationale for upward distortion in quantity when consumer preferences are highly sensitive to first‐period consumption. © 2016 Wiley Periodicals, Inc. Naval Research Logistics 63: 386–400, 2016     

非线性系统的神经网络广义预测控制

研究了神经网络广义预测控制方法在非线性系统中的应用,基于BP网络构造神经网络预测器,利用非线性系统的开环输入输出数据离线训练神经网络,根据拟牛顿BFGS优化算法使得二次型性能指标函数达到最小,得到了最优的控制序列。同时给出了神经网络广义预测控制算法的步骤,讨论了提高系统鲁棒性的措施。仿真结果表明,这种神经网络预测控制算法具有响应速度快、控制效果好和跟踪精度高等特点。     

Lipschitz非线性系统状态观测器设计新方法

针对Lipschitz非线性系统状态观测器,提出了一种以极小化条件数为目标准则的新的设计方法。运用梯度下降法和Slyvester方程,计算极小化条件数,优化增益矩阵和最大允许Lipschitz常数,完成观测器设计。通过同其它文献的算例比较,结果发现按文中方法设计的观测器具有迭代次数少、优化结果好的特点。     

采用终端滑模控制实现交会对接逼近段姿态跟踪

针对交会对接逼近段追踪器的姿态控制问题,采用反馈线性化理论推导了非线性姿态动力学方程的相变量模型.基于导出的姿控模型,引入模型误差和随机噪声,结合终端滑模控制理论,给出了能够在有限时间内完成姿态跟踪,并使状态跟踪误差收敛的控制律的设计方法.对具有扰动项的系统,仿真结果仍能满足交会任务对时间的要求,且姿态角跟踪误差趋于0,说明控制律对相变量系统的姿态跟踪控制具有较好的鲁棒性.