Subspace dynamic‐simplex linear interpolation search for mixed‐integer black‐box optimization problems

Design and management of complex systems with both integer and continuous decision variables can be guided using mixed‐integer optimization models and analysis. We propose a new mixed‐integer black‐box optimization (MIBO) method, subspace dynamic‐simplex linear interpolation search (SD‐SLIS), for decision making problems in which system performance can only be evaluated with a computer black‐box model. Through a sequence of gradient‐type local searches in subspaces of solution space, SD‐SLIS is particularly efficient for such MIBO problems with scaling issues. We discuss the convergence conditions and properties of SD‐SLIS algorithms for a class of MIBO problems. Under mild conditions, SD‐SLIS is proved to converge to a stationary solution asymptotically. We apply SD‐SLIS to six example problems including two MIBO problems associated with petroleum field development projects. The algorithm performance of SD‐SLIS is compared with that of a state‐of‐the‐art direct‐search method, NOMAD, and that of a full space simplex interpolation search, Full‐SLIS. The numerical results suggest that SD‐SLIS solves the example problems efficiently and outperforms the compared methods for most of the example cases. © 2017 Wiley Periodicals, Inc. Naval Research Logistics 64: 305–322, 2017     

Optimal maintenance policies for a safety‐critical system and its deteriorating sensor

We consider the integrated problem of optimally maintaining an imperfect, deteriorating sensor and the safety‐critical system it monitors. The sensor's costless observations of the binary state of the system become less informative over time. A costly full inspection may be conducted to perfectly discern the state of the system, after which the system is replaced if it is in the out‐of‐control state. In addition, a full inspection provides the opportunity to replace the sensor. We formulate the problem of adaptively scheduling full inspections and sensor replacements using a partially observable Markov decision process (POMDP) model. The objective is to minimize the total expected discounted costs associated with system operation, full inspection, system replacement, and sensor replacement. We show that the optimal policy has a threshold structure and demonstrate the value of coordinating system and sensor maintenance via numerical examples. © 2017 Wiley Periodicals, Inc. Naval Research Logistics 64: 399–417, 2017     

基于族群机制的花朵授粉算法

针对花朵授粉算法易陷入局部极值、收敛速度慢等不足,提出一种具有族群机制的花朵授粉算法。该算法把种群分成多个族群,各族群的最优个体再组成新的种群,进而促进种群间的信息交流,有效地协调种群进化过程中的全局搜索和局部搜索能力,避免个体的早熟收敛,提高算法的全局寻优能力及收敛速度。通过8个CEC2005benchmark测试函数进行测试比较,仿真结果表明,改进算法的寻优性能明显优于基本的花朵授粉算法、粒子群算法和蝙蝠算法,其收敛精度、收敛速度、鲁棒性均较对比算法有较大提高。     

多属性融合的坦克分队作战效能评估

现代条件下战场情况复杂,影响作战效能的因素众多且具有不确定性,为了获得对作战效能更为准确,可靠的评价,构建了一种新的基于多属性融合的坦克分队作战效能评估模型。结合已有的证据理论改进算法,给出了一种新的解决冲突证据的组合规则,并提出了一种新的组合策略,将其应用于评估模型中定性指标的融合;通过线性与非线性综合加权的方法求得评价的综合分值,得出了最终的评估结果。通过实例表明,该模型符合评估实际,对多属性模型的评估具有一定的借鉴意义。     

基于改进人工鱼群算法的WNN优化设计

针对人工鱼群算法优化设计小波神经网络(WNN)的缺陷,引入了视野范围与步长的自调整策略,以提高搜索效率和收敛速度。改进后的人工鱼群算法可在WNN的搜索空间中同时确定参数初始值和隐节点数。仿真实例验证了其有效性。     

融合可修性度量和双线学习的反导预案修正

对反导预案应用中基于预案推理的预案修正技术进行了研究,提出了一种新的反导预案修正方法。首先,在定义预案属性否决权和修正裕度的基础上,设计了一种考虑预案可修性的相似度计算方法;然后,以其为预案检索和修正规则学习的导向,融合离线预案库学习和在线实时学习策略,给出了预案修正规则的双线学习方法;建立了融合预案可修性度量和双线学习的反导预案修正模型,并对规则的归纳学习策略进行了研究;最后,进行了实例验证,结果证明了新修正方法的可行性和有效性。     

分组坐标轮换法与机械优化设计

minimax 问题是工程优化设计中普遍存在的问题。本文首次采用分组坐标轮换法求解该问题,通过分析获得了该算法收敛的充分条件(如果收敛,还可计算最大轮换次数)。一些数值计算验证了文中的结论,本文还把该算法用于四连杆实现函数机构的优化设计.     

Using stochastic programming to solve an outpatient appointment scheduling problem with random service and arrival times

We study a stochastic outpatient appointment scheduling problem (SOASP) in which we need to design a schedule and an adaptive rescheduling (i.e., resequencing or declining) policy for a set of patients. Each patient has a known type and associated probability distributions of random service duration and random arrival time. Finding a provably optimal solution to this problem requires solving a multistage stochastic mixed‐integer program (MSMIP) with a schedule optimization problem solved at each stage, determining the optimal rescheduling policy over the various random service durations and arrival times. In recognition that this MSMIP is intractable, we first consider a two‐stage model (TSM) that relaxes the nonanticipativity constraints of MSMIP and so yields a lower bound. Second, we derive a set of valid inequalities to strengthen and improve the solvability of the TSM formulation. Third, we obtain an upper bound for the MSMIP by solving the TSM under the feasible (and easily implementable) appointment order (AO) policy, which requires that patients are served in the order of their scheduled appointments, independent of their actual arrival times. Fourth, we propose a Monte Carlo approach to evaluate the relative gap between the MSMIP upper and lower bounds. Finally, in a series of numerical experiments, we show that these two bounds are very close in a wide range of SOASP instances, demonstrating the near‐optimality of the AO policy. We also identify parameter settings that result in a large gap in between these two bounds. Accordingly, we propose an alternative policy based on neighbor‐swapping. We demonstrate that this alternative policy leads to a much tighter upper bound and significantly shrinks the gap.     

基于SDP松弛的干扰资源优化分配技术研究

提出一种基于semidefinite programming(简称SDP)松弛的干扰资源优化分配算法。在问题优化过程中首先对模型中非凸的约束条件进行松弛,变为凸约束,将原来的数学模型转化成SDP求解形式,利用内点算法对松弛后的模型求解。该算法利用解析的手段使得干扰资源优化分配问题中的NP难问题在多项式时间内得以解决,并且有较高的可靠性。仿真结果验证了算法的有效性。     

面向需求变化的军队自动化立体仓库货位优化

为提高军队自动化立体仓库的出库能力,提出应根据需求变化对在库物资货位进行动态调整,从而最大限度地保障军队物资需求。综合考虑堆垛机总行程、货物离散度和出库频率等评价指标,采用遗传算法对该多目标优化问题进行求解,并运用Matalab仿真。结果表明,该方法能较好地提高军队自动化立体仓库在需求动态变化时的出库能力。同时,该研究对一般仓库的货位优化也有一定的借鉴意义。