考虑寿命周期循环费用的预制混凝土结构可靠性优化设计

本文考虑建筑物从设计、生产、建造、使用、维修直到最终破坏整个寿命周期循环的费用变化过程,建立了一个基于可靠性的预制混凝土构件／结构的最小寿命周期费用优化设计决策模型。     

结合局部优化的蚁群优化算法的研究与实现

蚁群算法是一种成功的启发式算法,但在解决TSP问题时存在着收敛速度慢和易陷入局部最优解的问题。本文针对这两个问题,提出了定期交流和模范带头学习模型,前者是在蚂蚁每走过一定城市后,进行学习交流,选出所走路径相对较短的蚂蚁进行信息素影响,从而加快总体的收敛速度;后者是当所有蚂蚁都旅行一圈后,选出最优秀的蚂蚁,在其走过的路径上释放大量信息素,对下一周期蚂蚁的旅行进行引导,避免陷入局部最优解。实验结果表明新算法在求解质量上比传统蚁群算法有了明显提高。本文也通过实验分析了蚂蚁数量等参数对算法性能的影响。     

A statistical screening procedure for goal programming algorithm selection

Many of the linear goal programming algorithms that are available today are based on a simplex type solution method that begins with an initial simplex tableau whose solution set variables (i.e. basic variables) consist of all negative deviational variables or all positive deviational variables. Prior research has shown that computational solution effort can be reduced if the appropriate all negative or all positive deviational variable algorithm is selected. This paper presents a practical statistical screening procedure that can be used in conjunction with previously published selection criteria to reduce computational effort by selecting the appropriate algorithm for all types of applied goal programming models. Results of the study reveal the accuracy of the statistical screening procedure when it is applied to a large sample of goal programming problems.     

The flow-refueling location problem for alternative-fuel vehicles

Beginning with Hodgson (Geogr.Anal.22(1990) 270), several researchers have been developing a new kind of location-allocation model for “flow capturing.” Instead of locating central facilities to serve demand at fixed points in space, their models aim to serve demand consisting of origin-destination flows along their shortest paths. This paper extends flow-capturing models to optimal location of refueling facilities for alternative-fuel (alt-fuel) vehicles, such as hydrogen fuel cells or natural gas. Existing flow-capturing models assume that if a flow passes just one facility along its path, it is covered. This assumption does not carry over to vehicle refueling because of the limited range of vehicles. For refueling, it may be necessary to stop at more than one facility in order to successfully refuel the entire path, depending on the vehicle range, the path length, and the node spacing. The Flow Refueling Location Model (FRLM) optimally locates p refueling stations on a network so as to maximize the total flow volume refueled. This paper presents a mixed-integer programming formulation for the nodes-only version of the problem, as well as an algorithm for determining all combinations of nodes that can refuel a given path. A greedy-adding approach is demonstrated to be suboptimal, and the tradeoff curve between number of facilities and flow volume refueled is shown to be nonconvex.     

A latent class poisson regression model for heterogeneous count data

In this paper an approach is developed that accommodates heterogeneity in Poisson regression models for count data. The model developed assumes that heterogeneity arises from a distribution of both the intercept and the coefficients of the explanatory variables. We assume that the mixing distribution is discrete, resulting in a finite mixture model formulation. An EM algorithm for estimation is described, and the algorithm is applied to data on customer purchases of books offered through direct mail. Our model is compared empirically to a number of other approaches that deal with heterogeneity in Poisson regression models.     

岩土边坡稳定性的遗传算法分析

非线性优化方法主要缺陷在于当边坡土层为非均质复杂条件时,无法保证搜索到安全系数的全局最小解,而只能搜索到局部极小解。基于遗传算法,建立了搜索岩土边坡稳定性分析最小安全系数和滑移面中心坐标与半径的数值方法。问题的可行解在变量搜索区间内搜索,包括滑弧的圆心坐标和半径。数值模拟结果表明,遗传算法搜索到的边坡稳定最小安全系数与理论解是一致的。     

A university admissions system

This paper presents a mathematical programming model that will make admit/reject decisions for applicants to a university freshman class.The model is intended to aid (rather than replace) reviewers and will help produce better and more consistent decisions. It also provides a university administration with some control over “balance” in the composition of the student body and allows investigation of the consequences of alternative admission policies.The nature of the problem suggests an integer programming formulation, however it is shown that a linear programming formulation will provide an efficient and practical solution for all but a very small set of applicants (no more than 19).     

一种新的顾客满意度指数测评模型

顾客满意度指数是近年来许多国家和地区积极开展研究和采用的一种新的经济指标。本文在已有研究的基础上,结合我国消费者行为的特点,构建了一种新的顾客满意度指数测评模型。该模型在期望不一致模式的基础上,同时考虑了公平模式和需要不一致模式,引入感知公平和感知价格变量,并为这些结构变量设计了相应的观测变量和路径关系,建立了由顾客满意、企业形象、感知价格到顾客忠诚三条路径关系,改变了传统模型中从顾客满意到顾客忠诚路径过于单一的情况。     

JIT环境下多工序订单生产排序模型及改进蚁群算法应用研究

订单排序问题是一类典型的组合优化问题,采用改进蚁群算法对一种具有多生产工序和JIT交货的订单模型进行建模求解,给出了详细的算法步骤,通过仿真计算和结果分析,与模拟退火算法和基本蚁群算法进行对比,证明了本算法的有效性。     

用混合蚁群算法求解多工序订单生产计划

多工序订单生产排序问题,是一类典型的组合优化问题。采用混合蚁群算法,对一种多工序订单模型进行建模求解,并给出了详细的算法步骤。通过用不同数量的订单、工序组合的数据进行模拟计算与结果比较,证明了混合蚁群算法在求解此类的问题的有效性以及良好的鲁棒性。     

基于GA算法的舰载机舰面移动路径规划

本文为了对舰载面的移动路径规划问题进行更加深入的研究,从而提出了基于GA的解决方法。首先,此方法建立了一个舰载机舰面移动路径规划的数学模型;其次,此法在求解问题的时候不仅建立了航母舰面的环境模型、舰载机凸壳模型以及碰撞检测模型,同时还利用了GA算法;最后,通过编制程序实现此方法的求解。我们通过方针结果可以看出,利用GA解决此问题不仅能够得到较为精确的结果,并且计算效率也十分符合实际要求。因此,我们可以肯定的是,针对舰载机舰面的移动路径规划问题,采用基于GA算法的求解方式具有一定的可行性。     

Automated Model Selection in Finance: General‐to‐Specific Modelling of the Mean and Volatility Specifications*

General‐to‐Specific (GETS) modelling has witnessed major advances thanks to the automation of multi‐path GETS specification search. However, the estimation complexity associated with financial models constitutes an obstacle to automated multi‐path GETS modelling in finance. Making use of a recent result we provide and study simple but general and flexible methods that automate financial multi‐path GETS modelling. Starting from a general model where the mean specification can contain autoregressive terms and explanatory variables, and where the exponential volatility specification can include log‐ARCH terms, asymmetry terms, volatility proxies and other explanatory variables, the algorithm we propose returns parsimonious mean and volatility specifications.     

Using announcement options in the bid construction phase for disaster relief procurement

This paper presents an analysis of the bid construction phase of procurement auctions in disaster relief and humanitarian logistics. Substitution and partial fulfillment options are presented in formulations to allow bidders with fewer inventories to offer substitute item types and partial bids in auctions. During the auction announcement phase, a coordinating platform for disaster locations (i.e., auctioneer) allows substitution and partial fulfillment options to the relief suppliers (i.e., bidders) when acceptable. Thus, suppliers with fewer inventories can offer substitute item types and participate in more auctions by partially bidding. A genetic algorithm, a simulated annealing algorithm and an integer program are used for the analysis of the bid construction phase with different announcement options. Heuristic solution techniques and an IP formulation help understand the dynamics of the bid construction problem. It is shown that the addition of substitution and partial fulfillment options is essential to diversify and increase the usable capacity of the supplier base. Additionally, the partial fulfillment option enables better usage of supplier inventories in an environment with scarce supplies.     

运输商选择与配送中心选址联合优化研究——基于供应链系统观念

系统观念是供应链管理的一个重要思想,它要求将供应链做为一个各环节相互联系的有机整体,而不是孤立的阶段.本文基于供应链管理的系统观念,将传统上孤立研究的运输商选择问题与配送中心选址问题结合起来,考虑供应链核心企业管理多个运输商的成本（文中称为C成本）,建立运输商--配送中心联合优化模型[TDJOM],以实现供应链中这两个问题领域的联合优化,实现整体最优,同时设计了一种启发式算法,将非线性规划转为线性规划求解,避免了现有的各种非线性规划求解算法往往只能求得近似最优解的缺陷.本文用算例证明了模型和算法的有效性.     

Exploring Nonlinearities in Path Models

In causal analysis, path models are an appropriate tool for studying relationships between social phenomena. However, they assume linear linkages between variables, and hence they are not always suitable for describing the complexity and richness of relationships in social phenomena. The aim of this work is to propose an exploratory graphical method to evaluate if the phenomena under analysis are actually characterized by non-linear linkages. In particular, the method is well suited to discovering interactions between the observed variables in path models. The proposed approach, which does not depend on any hypothesis on the error distribution, is based on a series of plots that can be easily interpreted and drawn using standard statistical software. As an additional feature, the plots – which we call joint effect plots – support qualitative interpretation of the non-linear linkages after the path model has been specified. Finally, the proposed method is applied within a case study. Non-linearities are explored in a casual model aiming to find the determinants of remittances of a group of Tunisian migrants in Italy.     

具有同时送货和取货特点的单车辆配送路径优化算法

在分析具有同时送货和取货特点的单车辆配送路径问题的基础上,建立OV-VRPSDP数学模型,提出一种新的求解OV-VRPSDP问题的比值法优化算法,并通过实例验证该算法的有效性和可行性。新算法首先对配送树图的顶点和边做适当处理,计算各树枝的份量,使配送车辆优先沿着份量较大的树枝前进,选择一条最优路径。实例表明,比值法能够快速解决OV-VRPSDP问题,并且具有较好的优化效果。     

Simultaneous determination of product attributes and prices, and production processes in product-line design

Global competition, rapid changes in technology, and market fragmentation have resulted in shorter product life cycles. In order to remain viable, it is increasingly important for firms to introduce new products frequently. Product design is a complex process that involves coordination of activities among several functional disciplines within the company as well as the customers and the suppliers. Traditionally, the information flow among the various product development stages has been sequential. However, there is increasing evidence to suggest that an integrated approach that considers several stages simultaneously may be superior.This paper provides a decision support tool for implementing such an integrated approach. On the basis of given customer preferences, the paper presents a model for determining the number of new products to be introduced, the exact specifications of these products, and the production processes for efficiently delivering these specifications. These decisions are made in an integrated manner by simultaneously considering the interaction among the various choice variables. A decomposition-based solution procedure is developed that iterates between the product design and process selection decisions while maintaining an effective link between them.In addition to understanding the economic value of adopting the integrated approach to product design, the paper discusses how the proposed model can be used effectively to perform sensitivity analysis with respect to some of the important decision variables.     

How should a local regime-switching model be calibrated?

Local regime-switching models are a natural consequence of combining the concept of a local volatility model with that of a regime-switching model. However, even though Elliott et al. (2015) have derived a Dupire formula for a local regime-switching model, its calibration still remains a challenge, primarily due to the fact that the derived volatility function for each state involves all the state price variables whereas only one market price is available for model calibration, and a direct implementation of Elliott et al.’s formula may not yield stable results. In this paper, a closed system for option pricing and data extraction under the classical regime-switching model is proposed with a special approach, splitting one market price into two “market-implied state prices”. The success of our approach hinges on the recovery of the two local volatility functions being transformed into an optimal control problem, which is solved through the Tikhonov regularization. In addition, an efficient algorithm is proposed to obtain the optimal solution by iteration. Our numerical experiments show that different shapes of local volatility functions can be accurately and stably recovered with the newly-proposed algorithm, and this algorithm also works quite well with real market data.     

Floyd算法求解最短路径的简明方法

最短路问题属于求优问题的一种,Floyd算法能够很方便地求出某网络上任意两点间的最短路长,但要去确定两点间具体的最短路径,算法本身的表述就显得比较含糊,相关文献对此问题有过相应的探讨,文章紧密联系Floyd算法思想,在算法的基础上揭示了最短路径确定的简洁方式。     

企业物资采购与存储优化模型及应用

从如何控制企业成本,提高其竞争力的意义出发,考虑在各个时期企业对物资的需求量、采购量及存储费用的不同,提出了一种企业物资采购与存储的优化模型,并将其转化为最短路问题,利用蚁群算法对其求解。最后,利用实例验证了该模型和算法的可靠性和有效性。