二供应商经济批量问题的多项式时间算法

为了从采购费用结构不同的供应商中找到最佳补货策略,考虑一个零售商从两个供应商补货的二供应商经济批量问题.零售商在两个供应商处的采购费用结构分别为复合安装费用和全单位数量折扣费用结构.通过对问题结构性质的分析论证,将问题的可行解转化为一个有向网络,降低问题求解的计算复杂性.综合动态规划和Dijkstra最短路算法证明了该问题是多项式时间可解的.     

基于部件等级更新和组重要度的维修策略

针对多部件系统,提出一种基于部件等级更新和组重要度并考虑备件订购的维修策略.首先定义部件等级来确定系统结构,引入生存signature来更新随部件等级更新的系统结构,基于系统可靠度和维修成本建立一个组重要度,并基于当前的系统结构、部件平均故障时间和订购成本设计一个备件订购规则.基于以上,提出适应性故障维修规则和两层面预防维修规则并建立相应的维修模型,使用遗传算法对其优化.最后,以变电站自动化系统为例验证了该策略既可改善系统可靠度,又可降低维修费用,对维修的理论和实践有较大价值.     

最小费用最大双流

本文根据一个实例建立了在容量－费用双流网络中求最小费用最大双流的模型，提出了最小费用最大双流和双流增量网络的概念，找出并证明了最小费用双流的充要条件，最后给出该模型的一个算法并估计了算杂性。     

工作有到达时间且拒绝工件总个数受限的单机平行分批排序问题的近似算法

考虑了工件有到达时间且拒绝工件总个数不超过某个给定值的单机平行分批排序问题.在该问题中,给定一个工件集和一台可以进行批处理加工的机器.每个工件有它的到达时间和加工时间;对于每个工件来说要么被拒绝要么被接受安排在机器的某一个批次里进行加工;一个工件如果被拒绝,则需支付该工件对应的拒绝费用.为了保证一定的服务水平,要求拒绝工件的总个数不超过给定值.目标是如何安排被接受工件的加工批次和加工次序使得其最大完工时间与被拒绝工件的总拒绝费用之和最小.该问题是NP-难的,对此给出了伪多项式时间动态规划精确算法,2-近似算法和完全多项式时间近似方案.     

钢管的订购和运输解答模型

首先通过最短路算法简化了供需距离网络 ,去掉了铁路、公路等边的性质 ,使供需距离网络简化为一个供需运输价格表 .在此基础上构造了三个模型 :线性费用的网络流模型、改进的线性费用的网络流模型和具有非线性费用的网络流模型 .通过改进传统的最小费用最大流算法 ,解决了本题的非线性费用网络流模型 ,并给出了算法的正确性证明与复杂度分析     

基于退化效应的两台机器流水作业可拒绝排序

考虑了工件具有退化效应的两台机器流水作业可拒绝排序问题,其中工件的加工时间是其开工时间的简单线性增加函数.每个工件或者被接收,依次在两台流水作业机器上被加工,或者被拒绝但需要支付一个确定的费用.考虑的目标是被接收工件的最大完工时间加上被拒绝工件的总拒绝费用之和.证明了问题是NP-难的,并提出了一个动态规划算法.最后对一种特殊情况设计了多项式时间最优算法.     

工件有到达时间且拒绝工件总个数受限的单机平行分批排序问题的近似算法

考虑了工件有到达时间且拒绝工件总个数不超过某个给定值的单机平行分批排序问题.在该问题中,给定一个工件集和一台可以进行批处理加工的机器.每个工件有它的到达时间和加工时间;对于每个工件来说要么被拒绝要么被接受安排在机器的某一个批次里进行加工;一个工件如果被拒绝,则需支付该工件对应的拒绝费用.为了保证一定的服务水平,要求拒绝工件的总个数不超过给定值.目标是如何安排被接受工件的加工批次和加工次序使得其最大完工时间与被拒绝工件的总拒绝费用之和最小.该问题是NP-难的,对此给出了伪多项式时间动态规划精确算法,2-近似算法和完全多项式时间近似方案.     

同时最小化最大费用和最大完工时间的双代理无界平行分批排序

有两个代理A和B, 每个代理都各自有一个工件集. 同一个代理的工件可以在同一批中加工, 而且每一个代理都有一个需要最小化的函数. 研究在无界平行分批处理机上同时最小化代理A的最大费用和代理B的最大完工时间问题, 并给出一个算法, 它可在多项式时间内找到关于这个问题的所有Pareto最优点.     

基于离散与连续选址相结合的平面选址问题研究——以华北石油局大牛地气田污水处理厂选址为例

选址问题的研究中,大多考虑的是理论距离(例如欧式距离等);但在实际问题中,真实的公路运输距离和理论距离有较大差异,并且修建公路的成本较高.在尽量利用当前的公路交通网络同时,又能得到最优选址,在现实中具有重要意义.以华北石油局大牛地气田第一采气厂污水处理厂选址为例,分别采用重心法选址、最大值最小化选址、多目标选址等选址的方法得到污水处理厂的备选点,并结合实际距离模拟出了各个备选点的运输费用,再综合考虑当地政策和交通状况等因素,最终得到了使得运输费用最低的新的污水处理厂的位置坐标P(9.33,11.79),在该位置建立污水处理厂比之前的运输方案每年大约可节约511万元的运输费用.方法最大的优点是减小了在选址过程中理论距离与实际距离的误差,在现实中具有一定的指导意义.     

转包费用有限的两机流水作业排序问题（英文）

考虑工件可以转包的两机流水作业排序问题,假设转包费用有一个上限,极小化未转包工件最大完工时间或未转包工件总完工时间与转包费用之和,分析问题的复杂性并设计拟多项式时间算法.     

考虑云安全风险的个人云存储服务最优定价策略

针对现有个人云存储服务纷纷关闭的现象,如何根据不同市场时期和云用户特征,制定合理的定价策略已成为个人云存储服务商面临的挑战性问题。本文在考虑云安全风险,云用户感知价值及弹性成本对个人云存储服务定价的影响,建立了基于云安全风险的两阶段定价模型,给出了免费试用时长确定下的最优决策及免费试用时长不确定下的最优免费试用时长及最优价格。借助数值分析,进一步研究了云安全风险系数,云用户感知价值,云安全运营成本系数对最优免费时长,最优利润的影响,结果表明,当云安全风险系数适中时,个人云存储供应商(PCSP)采取两阶段定价策略。另外,最优利润随着云安全风险系数,免费试用时长,单位安全运营成本的增加先增加后减少。     

考虑路径风险的需求不确定应急物流定位-路径问题

针对自然灾害对路网造成的破坏性和受灾点物资需求量的不确定性,综合考虑应急物流路径风险和物资分配的时间公平性,将路径风险定量化为路径通行能力风险、路径损毁风险和路径复杂性,基于鲁棒优化理论,以最小化车辆最长配送时间和应急物流系统总成本为目标,建立了双目标多物资定位-路径优化模型,采用遗传算法对其求解,以汶川地震应急救援相关数据为例进行了数据仿真实验。实验结果的对比分析表明:在考虑路径风险下,随着控制系数的增加,系统总成本和最长配送时间目标值均呈现增大的趋势;受灾点的物资需求扰动越大,构建应急物流系统的总成本越高。算例结果也验证了鲁棒优化方法在处理不确定需求方面的有效性,为解决自然灾害后应急设施点的开设和救援物资的安全及时准确配送提供了有效的方法。     

危险品物流中的多目标定位-路径问题

随着经济的增长,危险化学品需求呈日益增长的趋势,其安全储运问题已成为政府和企业关注的焦点。本文通过建立危险品物流中多配送中心、多目标定位—路径问题优化模型,并设计混合遗传算法对模型进行求解,最后通过算例验证该模型和算法的可行性和有效性。结果表明:与只考虑系统总成本的结果相比,考虑运输风险的结果能够以较小的风险和成本、较少的人力资源配备实现危险品的储运;所设计混合遗传算法具有良好的性能。     

Usability aware secret protection with minimum cost

In this paper we study a cybersecurity problem of protecting system’s secrets with multiple protections and a required security level, while minimizing the associated cost due to implementation/maintenance of these protections as well as the affected system usability. The target system is modeled as a discrete-event system (DES) in which there are a subset of marker states denoting the services/functions provided to regular users, a subset of secret states, and multiple subsets of protectable events with different security levels. We first introduce usability-aware cost levels for the protectable events, and then formulate the security problem as to ensure that every system trajectory that reaches a secret state contains a specified number of protectable events with at least a certain security level, and the highest usability-aware cost level of these events is minimum. We first provide a necessary and sufficient condition under which this security problem is solvable, and when this condition holds we propose an algorithm to solve the problem based on the supervisory control theory of DES. Moreover, we extend the problem to the case of heterogeneous secrets with different levels of importance, and develop an algorithm to solve this extended problem. Finally, we demonstrate the effectiveness of our solutions with a network security example.     

A fuzzy algorithm for continuous capacitated location allocation model with risk consideration

This paper presents a continuous capacitated location-allocation model with fixed cost as a risk management model. In the presented model, the fixed cost consists of production and installation costs. The model considers risk as percent of unsatisfied demands. The fixed cost is assigned to a zone with a predetermined radius from its center. Because of uncertain environment, demand in each zone is investigated as a fuzzy number. The model is solved by a fuzzy algorithm based on α-cut method. After solving the model based on different α-values, the zones with the largest possibilities are determined for locating new facilities and the best locations are calculated based on the obtained possibilities. Then, the model is solved based on different α-values to determine best allocation values. Also, this paper proposes a Cross Entropy (CE) algorithm considering multivariate normal and multinomial density functions for solving large scale instances and is compared with GAMS. Finally, a numerical example is expressed to illustrate the proposed model.     

Perishable inventory management system with a minimum volume constraint

The federal government maintains large quantities of medical supplies in stock as part of its Strategic National Stockpile (SNS) to protect the American public in case of a public health emergency. Managing these large perishable inventories effectively can help reduce the cost of the SNS and improves national security. In this paper, we propose a modified Economic Manufacturing Quantity (EMQ) model for perishable inventory with a minimum volume constraint, which is applicable to managing the inventory of medicines for the Strategic National Stockpile. We demonstrate that minimizing the cost of maintaining such a system can be formulated as a non-convex non-smooth unconstrained optimization problem. The property of this model is analysed and an efficient exact algorithm is presented to solve this problem. In the numerical experiment part, we perform sensitivity analysis on several government-controlled system parameters to illustrate how the government can obtain lower costs or a larger stockpile at the same cost by allowing more freedom in the management of the stocks.     

A dynamic unreliability assessment and optimal maintenance strategies for multistate weighted k‐out‐of‐n:F systems

In this paper, a dynamic evaluation of the multistate weighted k‐out‐of‐n:F system is presented in an unreliability viewpoint. The expected failure cost of components is used as an unreliability index. Using failure cost provides an opportunity to employ financial concepts in system unreliability estimation. Hence, system unreliability and system cost can be compared easily in order to making decision. The components' probabilities are computed over time to model the dynamic behavior of the system. The whole system has been assessed by recursive algorithm approach. As a result, a bi‐objective optimization model can be developed to find optimal decisions on maintenance strategies. Finally, the application of the proposed model is investigated via a transportation system case. Matlab programming is developed for the case, and genetic algorithm is used to solve the optimization model. Copyright © 2016 John Wiley & Sons, Ltd.     

风险应对视角下不确定需求定位-路径鲁棒优化研究

及时准确地配送应急救援物资是突发公共事件救援过程中的关键环节,综合考虑应急救援过程中出现的需求随机性,路网的连通能力下降和设施点失灵等情况,采用车辆与直升机联合运输方式进行配送,以应急系统中各物资需求点的救援时间满意度之和最大、系统总成本最小及物资到达需求点的救援时间之和最小为目标,对多式联运三级网络应急物流系统定位—路径优化问题进行研究,建立了多目标定位—路径模型,并改进了遗传算法。最后,以汶川地震应急救援相关数据为例,对模型和算法的有效性进行了数据仿真验证,通过实验结果的对比分析,证明了鲁棒优化方法在处理不确定需求和设施失灵风险方面的有效性,进而为抵御突发公共事件发生后出现的风险,为解决突发公共事件发生后救援物资的安全及时准确配送提供了有效的方法。     

A decisional framework system for computer network intrusion detection

This paper presents a multi-attribute decisional framework for computer network intrusion detection. First, a cost model that allows to estimate accurately the damage resulting from a security incident is described. Then, a multi-attribute optimization algorithm is applied to select the optimal decision based on alternatives to remedy such incidents.     

目标规划法在证券组合投资中的应用

证券投资是目前我国经济中的一大热点。本以Markowitz证券组合投资理论为基础，运用目标规划的方法建立一种新的证券组合投资决策模型。在本模型中综合考虑了证券组合的收益，风险，交易费用等因素，对投资选择有效证券组合有一定的实用价值。