| 联合更换策略的机会性Lagrangian松弛方法 |
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| 引用本文： | 涂国煜,陆宝森,赵千川.联合更换策略的机会性Lagrangian松弛方法[J].自动化学报,2013,39(3):263-271. |
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| 作者姓名： | 涂国煜 陆宝森 赵千川 |
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| 作者单位： | 1.清华大学自动化系智能与网络化系统研究中心 北京 100084, 中国; |
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| 基金项目： | 国家重点基础研究发展计划(973计划)(2011CB302505,2011CB302805);国家自然科学基金(60803017)资助~~ |
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| 摘 要： | 零部件的联合更换是通过协调不同零部件的更换决策使其尽可能共享资源以节约费用的优化问题. 这类随机组合策略优化问题在实际中大量存在,对生产生活的经济性起着重要影响. 由于随机因素和组合效应,其有限阶段的策略求解非常困难. 本文针对飞机引擎维护中的零部件联合更换问题,利用问题中随机耦合约束的特征, 给出了一个可分解的模型及相应的分解协调方法机会性Lagrangian松弛(Opportunistic Lagrangian relaxation, OLR). 与现有的两种利用先验最优策略规则的方法相比, OLR方法可在无先验知识的情况下直接得到更佳的协调效果.
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| 关 键 词： | 联合更换 策略优化 随机耦合约束 机会性Lagrangian松弛 |
| 收稿时间： | 2011-06-29 |
Opportunistic Lagrangian Relaxation for Joint Replacement Policy |
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| TU Guo-Yu,LUH Peter B,ZHAO Qian-Chuan.Opportunistic Lagrangian Relaxation for Joint Replacement Policy[J].Acta Automatica Sinica,2013,39(3):263-271. |
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| Authors: | TU Guo-Yu LUH Peter B ZHAO Qian-Chuan |
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| Affiliation: | 1.Center for Intelligent and Networked Systems (CFINS), Department of Automation, Tsinghua University, Beijing 100084, China;2.Department of Electrical and Computer Engineering, University of Connecticut, Storrs Connecticut 06269-2157, USA |
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| Abstract: | Joint replacement of multiple parts is an optimization problem where the total cost is to be minimized by coordinating the timing of replacing various parts to share resources or setup costs. Searching for a good policy for such a multi-stage combinatorial optimization problem with uncertainty could be prohibitive complex. This paper provides a solution method for a joint replacement problem of engine parts. By utilizing the characteristics of the stochastic coupling constraints, a decomposable model and the corresponding opportunistic Lagrangian relaxation (OLR) method are developed. Numerical testing shows that OLR outperforms two prevalent rule-based methods which rely on priori knowledge of the problem. |
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| Keywords: | Joint replacement policy optimization stochastic coupling constraints opportunistic Lagrangian relaxation (OLR) |
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