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联合更换策略的机会性Lagrangian松弛方法

DOI: 10.3724/SP.J.1004.2012.00263, PP. 263-271

Keywords: 联合更换,策略优化,随机耦合约束,机会性Lagrangian松弛

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Abstract:

?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(OpportunisticLagrangianrelaxation,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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