基于Gauss伪谱法的空空导弹最优中制导律设计

研究Gauss伪谱法在空空导弹最优中制导律设计中的应用。建立空空导弹中制导律设计问题最优控制模型,首次提出采用Gauss伪谱法求解最优中制导律设计问题的思路,详细阐述了求解流程,通过仿真算例验证了求解方法的有效性,并同比例导引、打靶法等传统方法进行了对比。仿真结果表明,综合考虑性能指标、计算精度、计算效率等因素,Gauss伪谱法具有明显优势,Gauss伪谱法求解结果和求解效率与配点个数密切相关。研究结果为空空导弹中制导律设计提供理论参考。     

UUV编队协同搜索静止目标的准最优方法

考虑到操作的简单性且实际执行搜索任务时搜索力不是无限可分,将连续空间的搜索问题转换为离散空间的最优搜索问题。通过划分网格,将连续的目标位置分布离散化。根据最优搜索理论,提出了单个无人水下航行器的准最优随机搜索方法,较好地逼近理论最优值。并以此为基础,分析了无人水下航行器编队的3种协同搜索方法:集中最优搜索、分散最大概率搜索和准最优搜索。最后通过实例仿真,得出了编队准最优搜索策略的有效性、优越性和可操作性。此方法将对无人水下航行器编队的战法研究具有参考借鉴意义。     

改进的二进制粒子群算法的传感器优化配置

传感器组合优化问题是设备状态检测系统设计的重要问题.在研究传感器与故障有向图的基础上,提出了传感器优化配置模型;根据传感器组合优化自身特点,从位改变率、惯性权重两个方面对BPSO算法进行了参数分析.结合免疫算法的“亲和度”思想以及非线性惯性权重递减公式,提出了改进的二进制粒子群算法.案例显示,改进的二进制PSO算法提高了算法在整个解空间的搜索能力,加快了收敛速度,能够很好地用于解决传感器优化问题.     

Joint pricing,assortment, and inventory decisions for a retailer's product line

Consider a set of product variants that are differentiated by some secondary attributes such as flavor, color, or size. The retailer's problem is to jointly determine the set of variants to include in her product line (“assortment”), together with their prices and inventory levels, so as to maximize her expected profit. We model the consumer choice process using a multinomial logit choice model and consider a newsvendor type inventory setting. We derive the structure of the optimal assortment for some important special cases, including the case of horizontally differentiated items, and propose a dominance relationship for the general case that simplifies the search for an optimal assortment. We also discuss structural properties of the optimal prices. Finally, motivated by our analytical results, we propose a heuristic solution procedure, which is shown to be quite effective through a numerical study. © 2007 Wiley Periodicals, Inc. Naval Research Logistics, 2007     

On optimal system designs in reliability‐economics frameworks

Reliability Economics is a field that can be defined as the collection of all problems in which there is tension between the performance of systems of interest and their cost. Given such a problem, the aim is to resolve the tension through an optimization process that identifies the system which maximizes some appropriate criterion function (e.g. expected lifetime per unit cost). In this paper, we focus on coherent systems of n independent and identically distributed (iid) components and mixtures thereof, and characterize both a system's performance and cost as functions of the system's signature vector (Samaniego, IEEE Trans Reliabil (1985) 69–72). For a given family of criterion functions, a variety of optimality results are obtained for systems of arbitrary order n. Approximations are developed and justified when the underlying component distribution is unknown. Assuming the availability of an auxiliary sample of N component failure times, the asymptotic theory of L‐estimators is adapted for the purpose of establishing the consistency and asymptotic normality of the proposed estimators of the expected ordered failure times of the n components of the systems under study. These results lead to the identification of ε‐optimal systems relative to the chosen criterion function. © 2007 Wiley Periodicals, Inc. Naval Research Logistics, 2007     

A nonlinear continuous time optimal control model of dynamic pricing and inventory control with no backorders

In this paper, we present a continuous time optimal control model for studying a dynamic pricing and inventory control problem for a make‐to‐stock manufacturing system. We consider a multiproduct capacitated, dynamic setting. We introduce a demand‐based model where the demand is a linear function of the price, the inventory cost is linear, the production cost is an increasing strictly convex function of the production rate, and all coefficients are time‐dependent. A key part of the model is that no backorders are allowed. We introduce and study an algorithm that computes the optimal production and pricing policy as a function of the time on a finite time horizon, and discuss some insights. Our results illustrate the role of capacity and the effects of the dynamic nature of demand in the model. © 2007 Wiley Periodicals, Inc. Naval Research Logistics, 2007     

Dynamic inventory control with limited capital and short‐term financing

For most firms, especially the small‐ and medium‐sized ones, the operational decisions are affected by their internal capital and ability to obtain external capital. However, the majority of the literature on dynamic inventory control ignores the firm's financial status and financing issues. An important question that arises is: what are the optimal inventory and financing policies for firms with limited internal capital and limited access to external capital? In this article, we study a dynamic inventory control problem where a capital‐constrained firm periodically purchases a product from a supplier and sells it to a market with random demands. In each period, the firm can use its own capital and/or borrow a short‐term loan to purchase the product, with the interest rate being nondecreasing in the loan size. The objective is to maximize the firm's expected terminal wealth at the end of the planning horizon. We show that the optimal inventory policy in each period is an equity‐level‐dependent base‐stock policy, where the equity level is the sum of the firm's capital level and the value of its on‐hand inventory evaluated at the purchasing cost; and the structure of the optimal policy can be characterized by four intervals of the equity level. Our results shed light on the dynamic inventory control for firms with limited capital and short‐term financing capabilities.Copyright © 2014 Wiley Periodicals, Inc. Naval Research Logistics 61: 184–201, 2014     

某自行火炮全弹道多学科优化设计

为提高某自行火炮弹丸的杀伤效能,寻求该火炮全弹道设计参数间更优的匹配关系,并缩短全弹道设计周期,根据其包含的内弹道、外弹道和终点效应3个分学科之间的耦合关系,建立自行火炮全弹道多学科优化设计模型。以射程最大、杀伤面积最大为优化目标,进行全弹道优化设计。与单目标优化方法对比,多目标优化有效提高了该火炮弹道的综合性能,避免了单个目标优化时其他目标劣化的现象。     

基于AP-DE算法动态迭代步长的研究

为了促进自适应滤波器的滤波性能,建立了一种变步长的基于直接迭代误差AP-DE算法。通过使得权值均方误差下降速度最大,获得了AP-DE算法的优化迭代步长,并分析了所建立算法权值均方误差的统计特性。     

Concavity and monotonicity properties in a groundwater management model

We consider a discrete‐time groundwater model in which the cost of pumping takes a slightly different form to that which has been traditional in the research literature to date. This enables us to prove that (a) the optimal pumping quantity is nondecreasing in the ground water stock, (b) the stock level remaining after each period's pumping is also nondecreasing in the groundwater stock, (c) the optimal decision is determined by maximizing a concave function, and finally (d) the optimal pumping quantity is nonincreasing in the number of periods to go. We show that (a)–(c), while intuitive, do not hold under traditional modeling assumptions. We also explain the connections between our results and similar ones for some classic problems of operations research. © 2011 Wiley Periodicals, Inc. Naval Research Logistics 00: 000–000, 2011