动态规划方法的应用研究

动态规划是运筹学的一个分支,是求解决策过程最优化的数学方法,其最终目的是确定各决策变量的取值,以使目标函数达到极大或极小。动态规划在工程技术、经济管理等社会各个领域有着广泛的应用,并且获得了显著的效果,是经济管理中一种重要的决策技术。文章例举了动态规划在最短路线、资源分配、设备更新、排序、装载等方面的应用。通过求解不同的实例,总结出用动态规划方法比用其他方法求解更容易、效率更高,并且所得到的解信息更丰富。     

Control applications of nonlinear convex programming

Since 1984 there has been a concentrated effort to develop efficient interior-point methods for linear programming (LP). In the last few years researchers have begun to appreciate a very important property of these interior-point methods (beyond their efficiency for LP): they extend gracefully to nonlinear convex optimization problems. New interior-point algorithms for problem classes such as semidefinite programming (SDP) or second-order cone programming (SOCP) are now approaching the extreme efficiency of modern linear programming codes. In this paper we discuss three examples of areas of control where our ability to efficiently solve nonlinear convex optimization problems opens up new applications. In the first example we show how SOCP can be used to solve robust open-loop optimal control problems. In the second example, we show how SOCP can be used to simultaneously design the set-point and feedback gains for a controller, and compare this method with the more standard approach. Our final application concerns analysis and synthesis via linear matrix inequalities and SDP.     

A new hybrid fuzzy-goal programming scheme for multi-objective topological optimization of static and dynamic structures under multiple loading conditions

This work presents a hybrid fuzzy-goal multi-objective programming scheme for topological optimization of continuum structures, in which both static and dynamic loadings are considered. The proposed methodology fortopological optimization first employs a fuzzy-goal programming scheme at the top level for multi-objective problems with static and dynamic objectives. For the static objective with multi-stiffness cases in the fuzzy-goal formulation, a hybrid approach, involving a hierarchical sequence approach or a hierarchical sequence approach coupled with a compromise programming method, is especially suggested for the statically loaded multi-stiffness structure at the sublevel. Concerning dynamic optimization problems of freevibration cases, nonstructural mass, oscillation of the objective function, and repeated eigenvalues are also discussed. Solid Isotropic Material with Penalization density–stiffness interpolation scheme is used to indicate the dependence ofmaterial modulus upon regularized element densities. The globally convergent version of the method of moving asymptotes and the sequential linear programming method areboth employed as optimizers. Several applications have been applied to demonstrate the validation of the presented methodologies.     

Integrating Conjugate Gradients Into Evolutionary Algorithms for Large-Scale Continuous Multi-Objective Optimization

Large-scale multi-objective optimization problems (LSMOPs) pose challenges to existing optimizers since a set of well-converged and diverse solutions should be found in huge search spaces. While evolutionary algorithms are good at solving small-scale multi-objective optimization problems, they are criticized for low efficiency in converging to the optimums of LSMOPs. By contrast, mathematical programming methods offer fast convergence speed on large-scale single-objective optimization problems, but they have difficulties in finding diverse solutions for LSMOPs. Currently, how to integrate evolutionary algorithms with mathematical programming methods to solve LSMOPs remains unexplored. In this paper, a hybrid algorithm is tailored for LSMOPs by coupling differential evolution and a conjugate gradient method. On the one hand, conjugate gradients and differential evolution are used to update different decision variables of a set of solutions, where the former drives the solutions to quickly converge towards the Pareto front and the latter promotes the diversity of the solutions to cover the whole Pareto front. On the other hand, objective decomposition strategy of evolutionary multi-objective optimization is used to differentiate the conjugate gradients of solutions, and the line search strategy of mathematical programming is used to ensure the higher quality of each offspring than its parent. In comparison with state-of-the-art evolutionary algorithms, mathematical programming methods, and hybrid algorithms, the proposed algorithm exhibits better convergence and diversity performance on a variety of benchmark and real-world LSMOPs.      

基于整数线性规划的VLIW DSP指令分簇调度

在分簇VLIW DSP上,指令分簇是一项对程序性能有重要影响的编译优化,但现有的指令分簇算法只能处理顺序的程序区域,且难以获得最佳的分簇方案。针对这些问题,提出一种基于整数线性规划的统一指令分簇与指令调度的方法。该方法使用零一决策变量表示函数中指令的分簇、指令的局部调度以及簇间传输指令的全局调度,并将指令之间的依赖关系和对处理器资源的竞争关系构造为线性约束,最终得到一个以最小化函数的估计执行时间为目标的整数线性规划模型。实验结果表明,求解该模型得到的分簇调度方案对程序性能的优化显著强于现有算法,并且求解模型所耗费的时间是可接受的。     

A new linearization method for generalized linear multiplicative programming

This paper presents a deterministic global optimization algorithm for solving generalized linear multiplicative programming (GLMP). In this algorithm, a new linearization method is proposed, which applies more information of the function of (GLMP) than some other methods. By using this new linearization technique, the initial nonconvex problem is reduced to a sequence of linear programming problems. A deleting rule is presented to improve the convergence speed of this algorithm. The convergence of this algorithm is established, and some experiments are reported to show the feasibility and efficiency of this algorithm.     

Approximate linear programming for networks: Average cost bounds

This paper uses approximate linear programming (ALP) to compute average cost bounds for queueing network control problems. Like most approximate dynamic programming (ADP) methods, ALP approximates the differential cost by a linear form. New types of approximating functions are identified that offer more accuracy than previous ALP studies or other performance bound methods. The structure of the infinite constraint set is exploited to reduce it to a more manageable set. When needed, constraint sampling and truncation methods are also developed. Numerical experiments show that the LPs using quadratic approximating functions can be easily solved on examples with up to 17 buffers. Using additional functions reduced the error to 1–5% at the cost of larger LPs. These ALPs were solved for systems with up to 6–11 buffers, depending on the functions used. The method computes bounds much faster than value iteration. It also gives some insights into policies. The ALPs do not scale to very large problems, but they offer more accurate bounds than other methods and the simplicity of just solving an LP.     

一类One to One营销优化模型及其解决方案

针对OnetoOne营销问题进行简单的案例分析,得出了在一般情况下的优化模型。通过把OnetoOne营销优化问题转换成线性规划问题,应用改进的单纯形法、基于Bartels-GolubLU分解的单纯形法和原始-对偶内点法等三种典型的线性规划算法,在MATLAB环境下进行仿真和分析。     

模糊时间窗VRP的动态规划和禁忌搜索混合算法

为优化具有模糊时间窗的车辆路径问题,以物流配送成本和顾客平均满意度为目标,建立了多目标数学规划模型。基于Pareto占优的理论给出了求解多目标优化问题的并行多目标禁忌搜索算法,算法中嵌入同时优化顾客满意度的动态规划方法,运用阶段划分,把原问题分解为关于紧路径的优化子问题。对模糊时间窗为线性分段函数形式和非线性凹函数形式的隶属度函数,分别提出了次梯度有限迭代算法和次梯度中值迭代算法来优化顾客的最优开始服务时间。通过Solomon的标准算例,与次梯度投影算法的比较验证了动态规划方法优化服务水平的有效性,与主流的NSGA-II算法的对比实验表明了该研究提出的多目标禁忌搜索算法的优越性。     

INTERACTIVE FUZZY PROGRAMMING BASED ON FRACTILE CRITERION OPTIMIZATION MODEL FOR TWO-LEVEL STOCHASTIC LINEAR PROGRAMMING PROBLEMS

In this article, we focus on two-level linear programming problems involving random variable coefficients in objective functions and constraints. Following the concept of chance constrained programming, the two-level stochastic linear programming problems are transformed into deterministic ones based on the fractile criterion optimization model. After introducing fuzzy goals for objective functions, interactive fuzzy programming to derive a satisfactory solution for decision makers is presented as a fusion of a stochastic approach and a fuzzy one. An illustrative numerical example is provided to demonstrate the feasibility of the proposed method.     

A Hybrid approach for integer programming combining genetic algorithms, linear programming and ordinal optimization

Hybrid methods are promising tools in integer programming, as they combine the best features of different methods in a complementary fashion. This paper presents such a framework, integrating the notions of genetic algorithm, linear programming, and ordinal optimization in an effort to shorten computation times for large and/or difficult integer programming problems. Capitalizing on the central idea of ordinal optimization and on the learning capability of genetic algorithms to quickly generate good feasible solutions, and then using linear programming to solve the problem that results from fixing the integer part of the solution, one may be able to obtain solutions that are close to optimal. Indeed ordinal optimization guarantees the quality of the solutions found. Numerical testing on a real-life complex scheduling problem demonstrates the effectiveness and efficiency of this approach.     

Optimised coupling of hierarchies in image registration

Image registration algorithms rely on multilevel strategies in order to improve efficiency and robustness. Hierarchies in image resolution, the underlying grids for spline-based transformations, as well as the regularisation parameters are used. This paper deals with the optimisation of the coupling of these hierarchies.

An image registration procedure – suitable for 2D polyacrylamide gel electrophoresis images – using piecewise bilinear transformations and an intensity based objective function with a regularisation term based on the elastic deformation energy is described. The resulting nonlinear least squares problem is solved by the Gauss–Newton method.

Techniques reminiscent of dynamic programming are used to optimise the coupling of hierarchies in image and transformation resolution. Besides using these techniques to devise an advantageous fixed coupling of both hierarchies, we favour incorporating the dynamic programming ideas into the final registration algorithm. This leads to an adaptive and streamlined approach.

Numerical experiments on 2D-PAGE images show that the adaptive registration algorithm is much more reliable than the same algorithm with a fixed coupling of hierarchies. The proposed optimisation procedure for the coupling of hierarchies presents a valuable tool to optimise other registration algorithms.     

基于动态规划算法的文件压缩技术

压缩文件可以节省大量的磁盘空间。为此,笔者设计了一种基于动态规划算法的无损文件压缩技术,并编写了程序。通过对不同文件的压缩和解压,发现文件的压缩效率通常在1.3左右,在一定范围内对文件进行多次压缩可以将文件压缩的更小,超过这个范围后,文件反而会变大。得到的结论就是,基于动态规划算法的文件压缩技术可以显著地减少文件的大小,但是由于压缩是无损的,所以经过多次压缩后对文件的平均压缩效率也就在1.4左右,可以通过各种压缩算法的组合使文件的压缩效率得到提高。     

求解随机时变背包问题的精确算法与进化算法

随机时变背包问题(RTVKP)是一种新的动态背包问题,也是一种新的动态组合优化问题,目前它的求解算法主要是动态规划的精确算法、近似算法和遗传算法.本文首先利用动态规划提出了一个求解RTVKP问题的新精确算法,对算法时间复杂度的比较结果表明:它比已有的精确算法更适于求解背包载重较大的一类RTVKP实例.然后,分别基于差分演化和粒子群优化与贪心修正策略相结合,提出了求解RTVKP问题的两个进化算法.对5个RTVKP实例的数值计算结果比较表明: 精确算法一般不宜求解大规模的RTVKP实例,而基于差分演化、粒子群优化和遗传算法与贪心修正策略相结合的进化算法却不受实例规模与数据大小的影响,对于振荡频率大且具有较大数据的大规模RTVKP实例均能求得的一个极好的近似解.     

Probe Backtrack Search for Minimal Perturbation in Dynamic Scheduling

This paperdescribes an algorithm designed to minimally reconfigure schedulesin response to a changing environment. External factors havecaused an existing schedule to become invalid, perhaps due tothe withdrawal of resources, or because of changes to the setof scheduled activities. The total shift in the start and endtimes of already scheduled activities should be kept to a minimum.This optimization requirement may be captured using a linearoptimization function over linear constraints. However, the disjunctivenature of the resource constraints impairs traditional mathematicalprogramming approaches. The unimodular probing algorithm interleavesconstraint programming and linear programming. The linear programmingsolver handles only a controlled subset of the problem constraints,to guarantee that the values returned are discrete. Using probebacktracking, a complete, repair-based method for search, thesevalues are simply integrated into constraint programming. Unimodularprobing is compared with alternatives on a set of dynamic schedulingbenchmarks, demonstrating its effectiveness.In the final discussion, we conjecture that analogous probebacktracking strategies may obtain performance improvements overconventional backtrack algorithms for a broad range of constraintsatisfaction and optimization problems.     

Explicit/multi-parametric model predictive control (MPC) of linear discrete-time systems by dynamic and multi-parametric programming

This work presents a new algorithm for solving the explicit/multi-parametric model predictive control (or mp-MPC) problem for linear, time-invariant discrete-time systems, based on dynamic programming and multi-parametric programming techniques. The algorithm features two key steps: (i) a dynamic programming step, in which the mp-MPC problem is decomposed into a set of smaller subproblems in which only the current control, state variables, and constraints are considered, and (ii) a multi-parametric programming step, in which each subproblem is solved as a convex multi-parametric programming problem, to derive the control variables as an explicit function of the states. The key feature of the proposed method is that it overcomes potential limitations of previous methods for solving multi-parametric programming problems with dynamic programming, such as the need for global optimization for each subproblem of the dynamic programming step.     

带运输考虑的多阶段动态可重入混合流水车间调度

可重入混合流水车间调度允许一个工件多次进入某些加工阶段,它广泛出现在许多工业制造过程中,如半导体制造、印刷电路板制造等.本文研究了带运输时间的多阶段动态可重入混合流水车间问题,目标是最小化总加权完成时间.针对该问题,建立了整数规划模型,进而基于工件解耦方式提出了两种改进的拉格朗日松弛(LR)算法.在这些算法中,设计了动态规划的改进策略以加速工件级子问题的求解,提出了异步次梯度法以得到有效的乘子更新方向.测试结果说明了所提出的两种改进算法在解的质量和运行时间方面均优于常规LR算法,两种算法都能在可接受的计算时间内得到较好的近优解.     

Interval-indexed formulation based heuristics for single machine total weighted tardiness problem

In this paper, we solve the single machine total weighted tardiness problem by using integer programming and linear programming based heuristic algorithms. Interval-indexed formulation is used to formulate the problem. We discuss several methods to form the intervals and different post-processing methods. Then, we show how our algorithm can be used to improve a population of a genetic algorithm. We also provide some computational results that show the effectiveness of our algorithm. Many aspects of our heuristic algorithm are quite general and can be applied to other scheduling and combinatorial optimization problems.     

求解一类凸优化问题的区间迭代算法

研究了一类非线性带约束的凸优化问题的求解.利用Kuhn-Tucker条件将凸优化问题等价地转化为多变元非线性方程组的求解问题.基于区间算术的包含原理及改进的Krawczyk区间迭代算法,提出一个求解凸优化问题的区间算法.对于目标函数和约束函数可微的凸优化,所提算法具有全局寻优的特性.在数值实验方面,与遗传算法、模式搜索法、模拟退火法及数学软件内置的求解器进行了比较,结果表明所提算法就此类凸优化问题能找到较多且误差较小的全局最优点.     

基于动态规划算法的最值问题分析

动态规划法是一种重要的求最优解的计算机程序设计算法,在各类软件设计大赛等各类程序设计大赛中广泛运用。文章通过设计合适的状态转移方程,分别使用两种算法对最值问题进行求解,并通过对求解过程及求解时间效率的对比实验验证了动态规划方法的高效性。