安全质量费用工期在网络计划中的系统优化研究

施工网络计划中安全、质量、费用、工期达到综合优化是工程管理决策追求的目标,在工程项目管理中对这4个指标进行全面系统分析,并且进行综合均衡优化,对于提高工程项目的综合效益至关重要.采取在网络计划所有可行的施工方案中寻求最优的方案组合,从而达到总目标的优化.并且通过一个实例来说明本方法的应用.     

A locally computed suboptimal control strategy for a class of interconnected systems

In this paper, a locally computed suboptimal control strategy for a class of interconnected systems is introduced. First, optimal statefeedback control equations are derived for a finite-horizon quadratic cost. Then, the control for each subsystem is separated into two portions. The first portion stabilizes the isolated subsystem, and the second portion corresponds to the interactions. To achieve a locally calculable control, an approximation to the optimal control equations is introduced, and two iterative suboptimal control algorithms are developed. In the first algorithm, the initial conditions of subsystems are assumed to be known; in the second algorithm, this information is replaced by statistical distributions. The orders of errors in the iterations of the algorithm and in the suboptimality are given in terms of interconnections. An example with comparisons is also included to show the performance of the approach.     

“Optimization of aircraft maintenance/support infrastructure using genetic algorithms—level of repair analysis”

Level of repair analysis (LORA) is an approach used during the design stage of complex equipment for analysis of the cost effectiveness of competing maintenance strategies. LORA is carried as a part of the life cycle cost and cost of ownership analysis and plays a significant role in minimizing the life cycle cost and cost of ownership of the capital equipment. Since many purchasing decisions of complex equipment are based on cost of ownership, it has become essential to carry out LORA to compete in the market. In this paper, we develop a mathematical model for LORA and propose a solution methodology based on genetic algorithms. The concept is illustrated using a hypothetical aircraft engine.     

一种有交易费用的交互式组合证券投资方法

本基于乘积最大化准则，提出一种新的交互式组合证券投资方法，即将不可微的双目标规划问题转化为可微的单目标规划问题。该方法可以充分考虑投资的要求，在考虑交易费用的前提下，在整个投资方案达到投资要求底限的同时，实现收益和风险的权衡。     

最小费用k度限制树对策

本在Glover—Klingman算法及最小费用支撑树对策的基础上，讨论了最小费用k度限制树对策问题．利用威胁、旁支付理论制订了两种规则，并利用优超、策略等价理论分别给出了在这两种规则下最小费用k度限制树对策核心中的解，从而证明了在这两种规则下其核心非空．     

SINGLE MACHINE SCHEDULING WITH CONTROLLABLE PROCESSING TIMES AND COMPRESSION COSTS （PART I：EQUAL TIMES AND COSTS）

Most papers in scheduling research have treated individual job processing times as fixed parameters. However, in many practical situations, a manager may control processing time by realloeating resources. In this paper, authors consider a machine scheduling problemwith controllable processing times. In the first part of this paper, a special case where the pro-cessing times and compression costs are uniform among jobs is discussed. Theoretical results are derived that aid in developing an O（n^2) algorithm to slove the problem optimally. In the second part of this paper, authors generalize the discussion to general case, An effective heuristic to the genera/ problem will be presented.     

On a Quadratic Optimization Problem with Equality Constraints

The constrained optimization problem with a quadratic cost functional and two quadratic equality constraints has been studied by Bar-on and Grasse, with positive-definite matrix in the objective. In this note, we shall relax the matrix in the objective to be positive semidefinite. A necessary and sufficient condition to characterize a local optimal solution to be global is established. Also, a perturbation scheme is proposed to solve this generalized problem.     

Allocation of jobs and identical resources with two pooling centers

We examine the resource allocation problem of partitioning identical servers into two parallel pooling centers, and simultaneously assigning job types to pooling centers. Each job type has a distinct Poisson arrival rate and a distinct holding cost per unit time. Each pooling center becomes a queueing system with an exponential service time distribution. The goal is to minimize the total holding cost. The problem is shown to be polynomial if a job type can be divided between the pooling centers, and NP-hard if dividing job types is not possible. When there are two servers and jobs cannot be divided, we demonstrate that the two pooling center configuration is rarely optimal. A heuristic which checks the single pooling center has an upper bound on the relative error of 4/3. The heuristic is extended for the multiple server problem, where relative error is bounded above by the number of servers.      

Single machine group scheduling with ordered criteria

The single machine group scheduling problem is considered. Jobs are classified into several groups on the basis of group technology, i.e. jobs of the same group have to be processed jointly. A machine set-up time independent of the group sequence is needed between each two consecutive groups. A schedule specifies the sequence of groups and the sequence of jobs in each group. The quality of a schedule is measured by the criteriaF ₁, ...,F _m ordered by their relative importance. The objective is to minimize the least important criterionF _m subject to the schedule being optimal with respect to the more important criterionF _m–1 which is minimized on the set of schedules minimizing criterionF _m–2 and so on. The most important criterion isF ₁, which is minimized on the set of all feasible schedules. An approach to solve this multicriterion problem in polynomial time is presented if functionsF ₁, ...,F _m have special properties. The total weighted completion time and the total weighted exponential time are the examples of functionsF ₁, ...,F _m–1 and the maximum cost is an example of functionF _m for which our approach can be applied.The research of the authors was partially supported by a KBN Grant No. 3 P 406 003 05, the Fundamental Research Fund of Belarus, Project N 60-242, and the Deutsche Forschungsgemeinschaft, Project Schema, respectively. The paper was completed while the first author was visiting the University of Melbourne.     

Minimum cost multiflows in undirected networks

LetN = (G, T, c, a) be a network, whereG is an undirected graph,T is a distinguished subset of its vertices (calledterminals), and each edgee ofG has nonnegative integer-valuedcapacity c(e) andcost a(e). Theminimum cost maximum multi(commodity)flow problem (*) studied in this paper is to find ac-admissible multiflowf inG such that: (i)f is allowed to contain partial flows connecting any pairs of terminals, (ii) the total value off is as large as possible, and (iii) the total cost off is as small as possible, subject to (ii). This generalizes, on one hand, the undirected version of the classical minimum cost maximum flow problem (when |T| = 2), and, on the other hand, the problem of finding a maximum fractional packing ofT-paths (whena 0). Lovász and Cherkassky independently proved that the latter has a half-integral optimal solution.A pseudo-polynomial algorithm for solving (*) has been developed earlier and, as its consequence, the theorem on the existence of a half-integral optimal solution for (*) was obtained. In the present paper we give a direct, shorter, proof of this theorem. Then we prove the existence of a half-integral optimal solution for the dual problem. Finally, we show that half-integral optimal primal and dual solutions can be designed by a combinatorial strongly polynomial algorithm, provided that some optimal dual solution is known (the latter can be found, in strongly polynomial time, by use of a version of the ellipsoid method).This work was partially supported by Chaire municipale, Mairie de Grenoble, France.