Adaptive random search for continuous simulation optimization

We present, analyze, and compare three random search methods for solving stochastic optimization problems with uncountable feasible regions. Our adaptive search with resampling (ASR) approach is a framework for designing provably convergent algorithms that are adaptive and may consequently involve local search. The deterministic and stochastic shrinking ball (DSB and SSB) approaches are also convergent, but they are based on pure random search with the only difference being the estimator of the optimal solution [the DSB method was originally proposed and analyzed by Baumert and Smith]. The three methods use different techniques to reduce the effects of noise in the estimated objective function values. Our ASR method achieves this goal through resampling of already sampled points, whereas the DSB and SSB approaches address it by averaging observations in balls that shrink with time. We present conditions under which the three methods are convergent, both in probability and almost surely, and provide a limited computational study aimed at comparing the methods. Although further investigation is needed, our numerical results suggest that the ASR approach is promising, especially for difficult problems where the probability of identifying good solutions using pure random search is small. © 2010 Wiley Periodicals, Inc. Naval Research Logistics, 2010     

A stochastic gradual cover location problem

Covering models assume that a point is covered if it is within a certain distance from a facility and not covered beyond that distance. In gradual cover models it is assumed that a point is fully covered within a given distance from a facility, then cover gradually declines, and the point is not covered beyond a larger distance. Gradual cover models address the discontinuity in cover which may not be the correct approach in many situations. In the stochastic gradual cover model presented in this article it is assumed that the short and long distances employed in gradual cover models are random variables. This refinement of gradual cover models provides yet a more realistic depiction of actual behavior in many situations. The maximal cover model based on the new concept is analyzed and the single facility location cover problem in the plane is solved. Computational results illustrating the effectiveness of the solution procedures are presented. © 2010 Wiley Periodicals, Inc. Naval Research Logistics, 2010     

Dynamic signatures and their use in comparing the reliability of new and used systems

The signature of a system with independent and identically distributed (i.i.d.) component lifetimes is a vector whose ith element is the probability that the ith component failure is fatal to the system. System signatures have been found to be quite useful tools in the study and comparison of engineered systems. In this article, the theory of system signatures is extended to versions of signatures applicable in dynamic reliability settings. It is shown that, when a working used system is inspected at time t and it is noted that precisely k failures have occurred, the vector s [0,1]^n‐k whose jth element is the probability that the (k + j)th component failure is fatal to the system, for j = 1,2,2026;,n ‐ k, is a distribution‐free measure of the design of the residual system. Next, known representation and preservation theorems for system signatures are generalized to dynamic versions. Two additional applications of dynamic signatures are studied in detail. The well‐known “new better than used” (NBU) property of aging systems is extended to a uniform (UNBU) version, which compares systems when new and when used, conditional on the known number of failures. Sufficient conditions are given for a system to have the UNBU property. The application of dynamic signatures to the engineering practice of “burn‐in” is also treated. Specifically, we consider the comparison of new systems with working used systems burned‐in to a given ordered component failure time. In a reliability economics framework, we illustrate how one might compare a new system to one successfully burned‐in to the kth component failure, and we identify circumstances in which burn‐in is inferior (or is superior) to the fielding of a new system. © 2009 Wiley Periodicals, Inc. Naval Research Logistics, 2009     

考虑随机回放的卫星数传调度问题的一种求解方法

针对考虑随机回放的卫星数传调度问题,从置换空间到调度解空间的映射方法和置换空间的搜索算法两方面进行了研究.提出了一种时间窗优先的置换序列映射算法,并证明该映射算法可以将置换序列映射到调度解空间上的最优解.提出了一种遗传随机搜索算法,基于有记忆功能的随机邻域搜索,在置换空间上搜索产生优化调度的置换序列.仿真计算表明,遗传随机搜索算法可以增强遗传算法的局部搜索能力,在搜索结果上平均获得了2.72%的改进.     

一类多对二随机格斗中的最优射击策略

射击策略的选择在随机格斗中是一重要战术问题,当一方武器面临多个武器目标时,如何确定射击目标顺序的研究,显然是具有实际意义的。依据发射间隔服从负指数分布的多对一随机格斗中最优策略应满足的条件,推出求解此类多对一格斗最优策略的方法。进而研究了射击间隔服从此类分布的多对二随机格斗中处于劣势一方的射击策略选择问题,得出寻求最优射击策略的一般方法。     

A guarantee rate optimization model for wastewater treatment system design under uncertainty

We consider a design problem for wastewater treatment systems that considers uncertainty in pollutant concentration levels at water sources. The goal is to optimize the selection of treatment technologies and pipeline connections, so that treated wastewater can achieve specified effluents discharge limits as well as possible. We propose a new two-stage model to optimize a set of guarantee levels, that is, the maximum concentration level of source pollutants for which treated wastewater can be compliant with discharge limits. In the first stage, treatment technologies and pipeline connections are selected. In the second stage, when pollutant concentration levels are revealed, wastewater distribution and mixing are determined. A key attractiveness of the proposed guarantee rate optimization model is that it can be simplified into a single-stage mixed-integer linear program. In our numerical experiments based on real-world pollutants data, the guarantee rate model demonstrates its advantages in terms of computational efficiency, scalability and solution quality, compared with the standard probability maximization model. Finally, the methodology proposed in this paper can also be applied to other two-stage problems under uncertainty with similar uncertainty characteristics.     

超声速二元机翼随机混沌运动分析

以考虑随机扰动的超声速二元机翼为研究对象,采用Kapitaniak方法对超声速二元机翼的随机混沌特性进行研究.采用三阶活塞理论推导超声速二元机翼的非线性气动力和气动力矩,建立考虑随机扰动、具有俯仰立方非线性的机翼2自由度运动微分方程,并将其写成4维状态方程的形式;采用中心流形方法对系统进行降维,将系统状态方程从4维降为...     

一种基于元胞自动机的故障样本选取方法

故障样本选取是测试性验证中的关键环节,直接影响测试性验证试验的效率和结果的正确性。在板级电路的故障样本选取过程中,运用传染病思想中的元胞自动机模型分析了电路故障的传播行为,提出了一种基于元胞自动机的故障样本选取方法,实现了故障样本的等效选取。以某型装备关键部件为例,建立了故障传播模型,计算并改进了元胞自动机状态计算方法,通过注入易操作的故障样本,简化了故障注入的流程,提高了故障注入效率。     

基于混响室的雷达回波传输环境模拟

为检验雷达回波传输质量,完成基于莱斯因子K的混响室电磁环境分级,提出混响室条件下雷达回波传输环境模拟评价参数信杂比S,对比分析莱斯因子K和信杂比S的测量原理．实验结果表明：混响室可用于雷达回波传输环境模拟．     

天波超视距雷达路径传播损耗仿真计算与分析

为研究天波超视距雷达路径传播损耗规律特性,针对天波超视距雷达电波传播特点,利用现有理论成果,建立了路径传播损耗的计算机仿真模型,设计了一种简洁的路径传播损耗仿真计算流程,仿真分析了各种因素对路径传播损耗的影响,得出了降低路径传播损耗的有效措施,为天波雷达的作战使用提供了理论依据.