基于鲁棒能力的体系多目标组合优化
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摘要
针对体系组合优化问题中,不同场景下系统贡献的不确定问题,提出了基于鲁棒能力的体系优化决策方法。首先对体系的鲁棒能力和模糊能力风险进行定量描述;然后以鲁棒能力最大,建设风险和成本最低为目标,考虑军事能力需求等约束,建立多目标体系组合优化模型,采用改进的基于参考点的非支配排序遗传算法求解模型,生成一组符合决策需求的非劣质解;最后通过仿真实验验证了模型和算法的有效性,可以为体系总体建设规划提供决策支持。
To solve the problem of uncertain system contribution under different scenarios for the problem of portfolio optimization,an optimization and decision-making method based on robust capabilities is proposed.First,the quantitative description of the robust capabilities and fuzzy capabilities risk is given.Then,a multiobjective portfolio optimization model is established,balancing maximum capabilities,minimum construction risk and cost,within the constraints of military capability requirements.The improved non-dominated sorting genetic algorithm 3(NSGA3)is adopted to solve the model by generating a set of non-inferior solutions that meet the decision-making requirements.Finally,simulation experiments verify the effectiveness of the model and algorithm,and can provide support for the overall construction plan of the system.
To solve the problem of uncertain system contribution under different scenarios for the problem of portfolio optimization,an optimization and decision-making method based on robust capabilities is proposed.First,the quantitative description of the robust capabilities and fuzzy capabilities risk is given.Then,a multiobjective portfolio optimization model is established,balancing maximum capabilities,minimum construction risk and cost,within the constraints of military capability requirements.The improved non-dominated sorting genetic algorithm 3(NSGA3)is adopted to solve the model by generating a set of non-inferior solutions that meet the decision-making requirements.Finally,simulation experiments verify the effectiveness of the model and algorithm,and can provide support for the overall construction plan of the system.
引文
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[2]CURRY E,SHETH A.Next-generation smart environments:from system of systems to data ecosystems[J].IEEE Intelligent Systems,2018,33(3):69-76.
[3]豆亚杰.武器系统组合选择问题与决策方法研究[D].长沙:国防科学技术大学,2016.DOU Y J.Research on weapon system portfolio selection problems and decision methods[D].Changsha:National University of Defense Technology,2016.
[4]KLEIN J,VLIET H V.A systematic review of system-ofsystems architecture research[C]∥Proc.of the 9th International ACM Sigsoft Conference on Quality of Software Architectures,2013:13-22.
[5]EKLUND P,JOHANSSON M,KORTELAINEN J.The logic of information and processes in system-of-systems applications[M]∥COLLAN M,KACPRZYK J.Soft computing applications for group decision-making and consensus modeling.Switzerland:Springer International Publishing,2018.
[6]KONUR D,DAGLI C H.Military system of systems architecting with individual system contracts[J].Optimization Letters,2015,9(8):1749-1767.
[7]FARHANGI H,KONUR D,DAGLI C H.Multiobjective system of systems architecting with performance improvement funds[J].Procedia Computer Science,2016,95:119-125.
[8]KIRLIK G,SERPIL S.A new algorithm for generating all nondominated solutions of multiobjective discrete optimization pro-blems[J].European Journal of Operational Research,2014,232(3):479-488.
[9]DCHERT K,KLAMROTH K.A linear bound on the number of scalarizations needed to solve discrete tricriteria optimization problems[J].Journal of Global Optimization,2015,61(4):643-676.
[10]CURRY D M,DAGLI C H.A computational intelligence approach to system-of-systems architecting incorporating multi-objective optimization[J].Procedia Computer Science,2015,44:86-94.
[11]DINCER K,FARHANGI H,DAGLI C H.A multi-objective military system of systems architecting problem with inflexible and flexible systems:formulation and solution methods[J].ORSpectrum,2016,38(4):967-1006.
[12]WANDERLEY G M P,MARIE-HELENE A,PARAISO EC,et al.MBA:a system of systems architecture model for supporting collaborative work[J].Computers in Industry,2018,100(C):31-42.
[13]AGARWAL S,DAGLI C H,II L E P.Computational intelligence based complex adaptive system-of-system architecture evolution strategy[M]∥Complex Systems Design&Management.Switzerland:Springer International Publishing,2016.
[14]夏博远,赵青松,张骁雄,等.基于动态能力需求的鲁棒性武器系统组合决策[J].系统工程与电子技术,2017,39(6):1280-1286.XIQ B Y,ZHAO Q S,ZHANG X X,et al.Robust weapon system portfolio decision based on dynamic capability requirements[J].Systems Engineering and Electronics,2017,39(6):1280-1286.
[15]DIMITRIS B,MELVYN S.The price of robustness[J].Operations Research,2004,52(1):35-53.
[16]BAIERLEIN R.Probability theory:the logic of science[J].Mathematical Intelligencer,2004,57(10):76-77.
[17]DUCHI J,HAZAN E,SINGER Y.Adaptive subgradient methods for online learning and stochastic optimization[J].Journal of Machine Learning Research,2011,12(7):257-269.
[18]AHARON B T,LAURENT E G,ARKADI N.Robust optimization[M].New Jersey:Princeton University Press,2009.
[19]DAVENDRALINGAM N,DELAURENTIS D A.A robust portfolio optimization approach to system of system architectures[J].Systems Engineering,2015,18(3):269-283.
[20]FARHANGI H,KONUR D,DAGLI C H.Combining maxmin and max-max approaches for robust SoS architecting[J].Procedia Computer Science,2016,95:103-110.
[21]KIM J H,KIM W C,KWON D G,et al.Robust equity portfolio performance[J].Annals of Operations Research,2018,266(2):1-20.
[22]WANG L,FANG M.Robust optimization model for uncertain multiobjective linear programs[J].Journal of Inequalities&Applications,2018,2018(1):22-31.
[23]DRAUDVILIENE L,MESKUOTIENE A,RAISUTIS R,et al.The capability assessment of the spectrum decomposition technique for measurements of the group velocity of lamb waves[J].Journal of Nondestructive Evaluation,2018,37(2):29-42.
[24]DEB K,JAIN H.An evolutionary many-objective optimization algorithm using reference-point-based nondominated sorting approach,part I:solving problems with box constraints[J].IEEE Trans.on Evolutionary Computation,2014,18(4):577-601.
[25]李瑞阳,孙景明,卢厚清,等.基于改进NSGA2的航空运输优化[J].解放军理工大学学报(自然科学版),2017,18(1):74-80.LI R Y,SUN J M,LU H Q,et al.Optimization of air transport based on improved NSGA2[J].Journal of PLA University of Science and Technology(Natural Science Edition),2017,18(1):74-80.
[26]JAIN H,DEB K.An evolutionary many-objective optimization algorithm using reference-point based nondominated sorting approach,part II:handling constraints and extending to an adaptive approach[J].IEEE Trans.on Evolutionary Computation,2014,18(4):602-622.
[27]MAHAJAN A,DAFNOMILIS I,HANCOCK V,et al.Assessing the representativeness of durability tests for wood pellets by DEM simulation-comparing conditions in a durability test with transfer chutes[J].The European Physical Journal Conferences,2017,140:15004.
[28]WANG Q L,WANG Z X,LIU Y Z,et al.A novel modeling and analysis approach to efficiency requirements for system of systems[J].Intelligent Systems and Computing,2016,443(7):349-360.