Appointment scheduling at a multidisciplinary outpatient clinic using stochastic programming

The purpose of this paper is to investigate the problem of constructing an appointment template for scheduling patients at a specific type of multidisciplinary outpatient clinic called an integrated practice unit (IPU). The focus is on developing and solving a stochastic optimization model for a back pain IPU in the face of random arrivals, an uncertain patient mix, and variable service times. The deterministic version of the problem is modeled as a mixed integer program with the objective of minimizing a weighted combination of clinic closing time (duration) and total patient waiting time (length of stay). A two‐stage stochastic program is then derived to account for the randomness and the sequential nature of the decisions. Although it was not possible to solve the two‐stage problem for even a limited number of scenarios, the wait‐and‐see (WS) problem was sufficiently tractable to provide a lower bound on the stochastic solution. The introduction of valid inequalities, limiting indices, and the use of special ordered sets helped to speed up the computations. A greedy heuristic was also developed to obtain solutions much more quickly. Out of practical considerations, it was necessary to develop appointment templates with time slots at fixed intervals, which are not available from the WS solution. The first to be derived was the expected value (EV) template that is used to find the expected value of the EV solution (EEV). This solution provides an upper bound on the objective function value of the two‐stage stochastic program. The average gap between the EEV and WS solutions was 18%. Results from extensive computational testing are presented for the EV template and for our adaptation of three other templates found in the literature. Depending on the relative importance of the two objective function metrics, the results demonstrate the trade‐off that exists between them. For the templates investigated, the “closing time” ranged from an average of 235 to 275 minutes for a 300‐minute session, while the corresponding “total patient time in clinic” ranged from 80 to 71 minutes.     

防御矩阵满足乘法交换律的证明

在使用马尔柯夫链分析多层防御系统的防御效用值时,发现防御矩阵是否满足乘法交换律将关系到多层防御系统变换部署后的防御效用值,因此有必要对防御矩阵是否满足乘法交换律进行证明。首先介绍了防御矩阵的概念、物理意义、重要性质及计算方法,分析了防御矩阵满足乘法交换律的重要意义,最后综合运用数学归纳法和随机矩阵性质证明了防御矩阵满足乘法交换律的事实,此结论无论对于多层防御系统的防御效用值研究还是矩阵理论研究都有一定的指导作用。     

海水声速快速高精度测量方法

为实现对海水声速快速、高精度的测量,采用一种系统结构简单的声速测量方案。通过连续波信号参数估计的方法实现了对声传播时间和声速值的测量。采用伪随机序列对连续波进行调制处理,解决了单频连续波信号在测量中存在的整周期模糊与回波干扰问题。通过构建声速试验平台,进行了系统校准与测量试验。试验结果表明该方法具有测量精度高、响应快速的优点,适合于在水下机动平台上对海洋声速剖面进行快速、高精度的测量。     

中继镜系统作用效果与上行链路望远镜口径关系分析

建立了中继镜系统模型,计算了30km高度中继镜系统作用效果与上行链路望远镜口径的关系,结果显示:当望远镜口径低于0.42m时,系统作用效果随着望远镜口径增大而显著提升;在0.42～0.54m范围内,系统作用效果随着上行链路望远镜口径增大而显著降低;当望远镜口径大于0.54m时,系统作用效果随着上行链路望远镜口径的增加而增加,但增加的幅度逐步降低,当望远镜口径增加到一定大小后,系统作用效果趋向于稳定值,望远镜口径的增加对系统作用效果不具有提升作用.分析了系统作用效果在0.42～0.54m范围内出现突降的原因,计算结果显示:上行接收光束强度不均匀性导致二次光源光束质量的急剧下降,进而降低了系统作用效果.文章的计算结果为中继镜系统参数设置提供参考.     

Optimal FCFS allocation rules for periodic‐review assemble‐to‐order systems

In Assemble‐To‐Order (ATO) systems, situations may arise in which customer demand must be backlogged due to a shortage of some components, leaving available stock of other components unused. Such unused component stock is called remnant stock. Remnant stock is a consequence of both component ordering decisions and decisions regarding allocation of components to end‐product demand. In this article, we examine periodic‐review ATO systems under linear holding and backlogging costs with a component installation stock policy and a First‐Come‐First‐Served (FCFS) allocation policy. We show that the FCFS allocation policy decouples the problem of optimal component allocation over time into deterministic period‐by‐period optimal component allocation problems. We denote the optimal allocation of components to end‐product demand as multimatching. We solve the multi‐matching problem by an iterative algorithm. In addition, an approximation scheme for the joint replenishment and allocation optimization problem with both upper and lower bounds is proposed. Numerical experiments for base‐stock component replenishment policies show that under optimal base‐stock policies and optimal allocation, remnant stock holding costs must be taken into account. Finally, joint optimization incorporating optimal FCFS component allocation is valuable because it provides a benchmark against which heuristic methods can be compared. © 2015 Wiley Periodicals, Inc. Naval Research Logistics 62: 158–169, 2015     

间接边界元法模拟含裂纹介质中弹性波的传播

介绍了间接边界元法的基本理论,利用二维弹性动力边界积分方程解决了地震波在含裂纹介质中的散射问题。编写了地震波在二维非均匀介质中传播的数值模拟程序,模拟了爆炸点源在含裂纹介质中的传播情况,分析了裂纹的分布及填充物对波传播的影响。结果表明,边界元法是研究含裂纹介质中弹性波传播的有效工具。     

Averaging frameworks for simulation optimization with applications to simulated annealing

We present two frameworks for designing random search methods for discrete simulation optimization. One of our frameworks is very broad (in that it includes many random search methods), whereas the other one considers a special class of random search methods called point‐based methods, that move iteratively between points within the feasible region. Our frameworks involve averaging, in that all decisions that require estimates of the objective function values at various feasible solutions are based on the averages of all observations collected at these solutions so far. Also, the methods are adaptive in that they can use information gathered in previous iterations to decide how simulation effort is expended in the current iteration. We show that the methods within our frameworks are almost surely globally convergent under mild conditions. Thus, the generality of our frameworks and associated convergence guarantees makes the frameworks useful to algorithm developers wishing to design efficient and rigorous procedures for simulation optimization. We also present two variants of the simulated annealing (SA) algorithm and provide their convergence analysis as example application of our point‐based framework. Finally, we provide numerical results that demonstrate the empirical effectiveness of averaging and adaptivity in the context of SA. © 2012 Wiley Periodicals, Inc. Naval Research Logistics, 2012     

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.     

Inventory models with nonlinear shortage costs and stochastic lead times; applications of shape properties of randomly stopped counting processes

In this article, we study generalizations of some of the inventory models with nonlinear costs considered by Rosling in (Oper. Res. 50 (2002) 797–809). In particular, we extend the study of both the periodic review and the compound renewal demand processes from a constant lead time to a random lead time. We find that the quasiconvexity properties of the cost function (and therefore the existence of optimal (s, S) policies), holds true when the lead time has suitable log‐concavity properties. The results are derived by structural properties of renewal delayed processes stopped at an independent random time and by the study of log‐concavity properties of compound distributions. © 2015 Wiley Periodicals, Inc. Naval Research Logistics 62: 345–356, 2015     

随机理论雷达探测地面目标模型

雷达对地面目标的搜索效能是直升机对地作战效能评估的基础,建立雷达对地面目标搜索的数学模型,并分析几个因素对发现目标概率的影响,以及提高目标发现概率的方法,进而提高直升机的作战效能.模型有效地提高了雷达探测地面目标效能评估的准确性,对于指挥决策部门和设计单位有一定的参考意义.