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     

基于截断函数的有限时间滑模控制方法

针对一类二阶不确定非线性系统的鲁棒控制问题,提出一种基于截断函数的有限时间滑模控制算法。该算法具有以下特点:系统状态可在期望的有限时刻收敛为零;受控系统对外部扰动和参数不确定性具有全局鲁棒特性;系统状态的动态响应可解析预测;通过选择不同的截断函数可以实现对控制器性能的调节。仿真结果验证了所提算法的有效性。     

制氢过程中一氧化碳氧化反应速率控制的平滑切换方法

铂族金属催化剂CO氧化过程呈现较为复杂的本质非线性属性,如反应速率突变、双稳定性和迟滞,这些本质非线性属性取决于化学反应内在的稳定性和自组织机制,所产生的一个外在结果是CO氧化反应速率与控制参数之间呈现出路径依赖的输入输出关系。对这类系统采用传统的线性控制方法具有固有的不稳定机制,可以导致化学反应速率的震荡以及控制系统的失稳;而采用常规非线性切换控制则面临在切换初始时刻所具有的大干扰问题,较大地影响控制系统的动态性能甚至稳定性。针对研究所面临的这种大干扰问题,提出基于积分初值重置的平滑切换控制方法予以解决。结果表明,所提出的方法能够从原理上解决CO氧化反应控制过程的平滑切换问题,较好地提高控制系统的动态性能。     

反恐兵力分配运筹方法辅助决策研究

将影响兵力分配决策的各主要因素及其相互关系抽象为线性规划数学模型,通过数学模型的求解,可确定最佳兵力分配方案。模型的建立过程可灵活地体现所有主要的现实需要和考虑因素,因而具有广泛的适用性。计算机软件的引入,可瞬问求得最优解,满足实际作战需要。     

Replacing nonidentical vital components to extend system life

We consider a system that depends on a single vital component. If this component fails, the system life will terminate. If the component is replaced before its failure then the system life may be extended; however, there are only a finite number of spare components. In addition, the lifetimes of these spare components are not necessarily identically distributed. We propose a model for scheduling component replacements so as to maximize the expected system survival. We find the counterintuitive result that when comparing components' general lifetime distributions based on stochastic orderings, not even the strongest ordering provides an a priori guarantee of the optimal sequencing of components. © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008     

Investment in production resource flexibility: An empirical investigation of methods for planning under uncertainty

We examine several methods for evaluating resource acquisition decisions under uncertainty. Traditional methods may underestimate equipment benefit when part of this benefit comes from decision flexibility. We develop a new, practical method for resource planning under uncertainty, and show that this approach is more accurate than several commonly used methods. We successfully applied our approach to an investment problem faced by a major firm in the aviation information industry. Our recommendations were accepted and resulted in estimated annual savings in excess of $1 million (US). © 2003 Wiley Periodicals, Inc. Naval Research Logistics, 2003     

The stochastic single resource service‐provision problem

The service‐provision problem described in this paper comes from an application of distributed processing in telecommunications networks. The objective is to maximize a service provider's profit from offering computational‐based services to customers. The service provider has limited capacity and must choose which of a set of software applications he would like to offer. This can be done dynamically, taking into consideration that demand for the different services is uncertain. The problem is examined in the framework of stochastic integer programming. Approximations and complexity are examined for the case when demand is described by a discrete probability distribution. For the deterministic counterpart, a fully polynomial approximation scheme is known 2 . We show that introduction of stochasticity makes the problem strongly NP‐hard, implying that the existence of such a scheme for the stochastic problem is highly unlikely. For the general case a heuristic with a worst‐case performance ratio that increases in the number of scenarios is presented. Restricting the class of problem instances in a way that many reasonable practical problem instances satisfy allows for the derivation of a heuristic with a constant worst‐case performance ratio. Worst‐case performance analysis of approximation algorithms is classical in the field of combinatorial optimization, but in stochastic programming the authors are not aware of any previous results in this direction. © 2003 Wiley Periodicals, Inc. Naval Research Logistics, 2003     

A parallel machine replacement model

This paper considers a finite horizon parallel machine replacement problem where a fixed number of machines is in operation at all times. The operating cost for a machine goes up as the machine gets older. An older machine may have to be replaced by a new one when its operating cost becomes too high. There is a fixed order cost associated with the purchase of new machines. Machine purchase prices and salvage values may depend on the period in which they were purchased. The objective is to find a replacement plan that minimizes the total discounted cost over the problem horizon. We believe that the costs in our model are more commonly observed in practice than those previously used in the literature. The paper develops properties of optimal solutions and an efficient forward‐time algorithm to find an optimal replacement plan. A dominance property is developed that further limits the options to be considered, and a simple forecast horizon result is also presented. Future research possibilities are mentioned. © 2002 Wiley Periodicals, Inc. Naval Research Logistics 49: 275–287, 2002; Published online in Wiley InterScience (http://www.interscience.wiley.com). DOI 10.1002/nav.10012     

液体火箭发动机非线性燃烧不稳定过程的并行仿真

采用计算燃烧学方法对火箭发动机非线性燃烧不稳定工作过程进行了并行数值模拟。气相控制方程组用欧拉坐标系下的Navier Stokes方程组描述 ,液相控制方程组在Lagrangian坐标系下进行描述。气、液两相作用通过方程组的源项互相耦合。编制了串行和并行程序 ,并在并行计算环境下进行了测试。从计算结果可以看出并行计算的效率较高。