Chance-Constrained Missile-Procurement and Deployment Models for Naval Surface Warfare
Abstract
We model the problem of minimum-cost procurement and allocation of anti-ship cruise missiles to naval combat ships as a two-period chance-constrained program with recourse. Discrete scenarios in two periods define "demands" for missiles (i.e., targets and number of missiles required to kill those targets), which must be met with acceptable probabilities. After the first combat period, ships may replenish their inventories from a depot, if the depot's inventory suffices. A force commander assigns targets to ships based on missile load-outs and target demands. The deterministic-equivalent integer program solves too slowly for practical use. We propose a specialized decomposition algorithm, implemented in MATLAB, which solves the two-period model via a series of single-period problems. The algorithm yields optimal solutions for a wide range of missile-allocation directives, and usually near-optimal solutions otherwise. We exploit the fact that each single-period problem is a probabilistic integer program, whose solution must be a p-efficient point (PEP) of that period's demand distribution. Our algorithm uses PEP-enumeration techniques developed by Beraldi and Ruszczyinski, and a specialized algorithm from Kress, Penn and Polukarov.
Document Details
- Document Type
- Technical Report
- Publication Date
- Mar 01, 2005
- Accession Number
- ADA432928
Entities
People
- Ittai Avital
Organizations
- Naval Postgraduate School