Inventory Replenishment Policy with Time-Varying Demand and Shortages Considering Time-Varying Costs

1. IMTanDUCTIONIn the past few years, many valuable research efforts have been devoted to the invelltory lotsizing problem with the time-varying demand pattern. Naddor [1] first solved the no--shortageinvelltory problem with a demand function that increases in linear proportion with time andthe assumption of equal replenishment illtervals. Donaldson [2] developed an analytical EOQmodel with a more general linearly time-varying demand over a finite time horizon. In orderto propose simple a…     

定时信用支付条件下的多时段EOQ问题

经典的经济订购批量（EOQ）问题有两个基本假设：时域无限和模型的费用参数不变。对基于供应商提供定时信用支付条件下的有限时域中各时段货价发生变动的EOQ问题进行了研究，并得到了最优订购策略。这为进一步研究买卖方的协作机制提供了新的思路。     

基于原材料订购及预防性维修中断的EPQ模型

建立了时变需求下带有多种原材料订购及预防性维修中断的制造系统在有限计划期内经济生产批量模型．利用动态规划求得各原材料的最优订购策略，采取（tj，Q）策略给出了寻求最优生产批量，最优维修中断次数及最优生产周期数的简单算法，并用数值例子说明本模型的求解过程．     

考虑采购数量的季节性商品动态定价问题

研究了一个同时考虑商品采购数量和动态定价的季节性商品销售策略问题.顾客可以通过网络订购 和现场购买两种方式购买该商品,且网络订购商品由销售商免费派送.两种方式下的商品需求量都是关于商品价格 和购买时间的函数,而网络顾客在收到商品之前, 会以一定的概率取消订单.销售商在销售期内, 需要通过动态调整 价格的策略来刺激消费者购买商品,以保证在销售季节内完成商品销售任务并提高销售商收益.提出了一个可以同时确定最佳采购数量和最优商品动态定价策略的数学模型,优化的目标是最大化销售商的收益, 并给出该模型的求解 算法.最后的算例表明, 模型和算法是有效的, 且相对静态价格策略,动态价格策略能为销售商带来更多的收益.     

一类多周期的物流中心稳健性选址模型研究

从剖析现阶段物流中心选址问题的特点入手,根据需求动态变化的特点,将规划期分割成几个有代表性的周期,运用随机机会约束规划作为建模工具,以规划期内物流运作总费用和费用波动均方差总体最优为目标,建立了多周期的企业分销物流中心随机机会约束稳健性选址模型.其次对该模型的分析和处理进行了深入的讨论,为模型的求解指出了两种可行的途径--确定等价类的转化和随机模拟.最后运用实际算例说明了模型的合理性和有效性.     

考虑车辆限载的危险品运输车辆调度模型

针对危险品车辆在线路间调拨问题,综合考虑了车辆调度成本、车辆限载等,构建了以利润最大化和途径人口密集区的风险成本最小化为目标的混合整数规划模型,对运价(运量)、运力配置进行综合决策.借鉴分层求解方法,首先,不计广义车辆调拨成本,假定调拨运力无时间约束,分析了使目标函数取最大值的运力;然后,设计了搜索机制进行时间约束可行性检验,证明了满足时间约束的运力取值范围;最后,基于不计广义车辆调拨成本最优运力配置,修正搜索机制计算最小广义车辆调拨成本,并通过数值分析验证了算法的有效性,与不允许车辆调拨相比,车辆调拨降低了运价,增加了运输需求.     

基于Max(N,D)策略的MG1排队系统的稳态指标

考虑一个由N策略和D策略同时控制的MG1排队系统.当顾客的到达个数至少为N个同时等待顾客的服务时间之和大于某非负实数D时,空闲的服务台重新开始服务顾客(称此服务启动策略为Max(N,D)策略).在此策略下,由于闲期到达顾客的服务时间是条件相依的,故队长的随机分解不再成立.通过将顾客分成两类,并借助拉普拉斯变换和概率分析,研究了该排队系统的稳态队长分布、稳态闲期和忙期分布、稳态服务时间积压量分布以及顾客的稳态逗留时间分布.数值算例分析了N、D和Max(N,D)策略对稳态平均队长的影响.在数值上获得了系统稳态费用最小的最优策略临界值,并比较了N、D、Max(N,D)和Min(N,D)策略的优越性.     

非瞬时检测系统的最优检测策略

研究非瞬时检测系统的检测策略问题,假定系统有2种工作状态（正常及异常）和1种故障状态,当系统工作时,为了判断系统是正常还是异常,每隔一段时间系统检测一次,检测时间是任意连续型随机变量。利用概率分析和补充变量方法,求出了系统的最优检测周期和诊断参数的最优临界值。     

易腐商品最优订货批量与定价及其粒子群优化解

对易腐商品的订货批量与定价问题进行了研究.基于一种负二项分布的离散需求函数,推导了易腐品利润最大化模型.由于模型中涉及多个随机变量的概率分布,常规函数极值法对此具有极大局限性,故首次将粒子群优化算法引入该领域,并提出两种不同的求解思路:1)枚举法.利用粒子群算法依次计算不同订货批量下的最大化利润,然后根据边际分析法确定最优订货批量及相应定价;2)二维寻优法.将利润视为订货量与定价的二维函数,利用粒子群算法对其进行二维演化寻优.算例分析表明:两种方法均可有效获得问题的满意解,当订货量波动范围较小时,枚举法效果更优.     

一类线性时变多变量系统的广义最小方差控制和性能评价

针对一类具有可确定"时滞"的线性时变多变量控制系统的性能评价方法进行研究.利用特别定义的关联矩阵和正常相乘的方法,计算出LTV MIMO过程广义最小方差控制律的解析解,并由此获得了广义最小方差基准.为避免估计关联矩阵所带来的困难,利用过程数据和关联矩阵阶数建立了LTV MIMO GMV基准上界.理论和仿真研究表明,上述方法能够正确和有效地评价LTV MIMO系统.     

Sequencing deliveries to minimize inventory holding cost with dominant upstream supply chain partner

This paper studies a two stage supply chain with a dominant upstream partner. Manufacturer is the dominant partner and operates in a Just-in-Time environment. Production is done in a single manufacturing line capable of producing two products without stopping the production for switching from one product to the other. The manufacturer imposes constraints on the distributor by adhering to his favorable production schedule which minimizes his manufacturing cost. Distributor on the other hand caters to retailers' orders without incurring any shortages and is responsible for managing the inventory of finished goods. Adhering to manufacturer's schedule may lead to high inventory carrying costs for the distributor. Distributor's problem, which is to find an optimal distribution sequence which minimizes the distributor's inventory cost under the constraint imposed by the manufacturer is proved NP-Hard by Manoj et al. (2008). Therefore, solving large size problems require efficient heuristics. We develop algorithms for the distribution problem by exploiting its structural properties. We propose two heuristics and use their solutions in the initial population of a genetic algorithm to arrive at solutions with an average deviation of less than 3.5% from the optimal solution for practical size problems.     

失效率随时间而变的n中取κ表决系统可靠性分析

为了解决工业系统中某些实际问题,提出了一个失效率随时间而变的载荷均担的n中取κ表决系统模型.并利用马氏链原理获得一个微分方程组,解这个方程组,得到系统可靠度和可用度的计算公式.为可靠性工程人员提供了理论方法.     

时变网络环境下旅行商问题研究

对时变旅行商问题进行描述,提出处理一般跨时段的新方法,并建立数学模型.在求解方法上构造动态搜索优化算法ds-k-opt(k=2,2.5,3)求解该问题.通过实验仿真,大部分动态搜索优化算法解质量优于动态规划启发式算法,且求解规模更大.动态搜索优化算法解随k值增大而更优,算法运行时间也随之增加.     

失效率随时间而变的n中取k表决系统可靠性分析

为了解决工业系统中某些实际问题，提出了一个失效率随时间而变的载荷均担的n中取k表决系统模型．并利用马氏链原理获得一个微分方程组，解这个方程组，得到系统可靠度和可用度的计算公式．为可靠性工程人员提供了理论方法．     

A Quantum Computing Based Numerical Method for Solving Mixed-Integer Optimal Control Problems

Mixed-integer optimal control problems (MIOCPs) usually play important roles in many real-world engineering applications. However, the MIOCP is a typical NP-hard problem with considerable computational complexity, resulting in slow convergence or premature convergence by most current heuristic optimization algorithms. Accordingly, this study proposes a new and effective hybrid algorithm based on quantum computing theory to solve the MIOCP. The algorithm consists of two parts: (i) Quantum Annealing (QA) specializes in solving integer optimization with high efficiency owing to the unique annealing process based on quantum tunneling, and (ii) Double-Elite Quantum Ant Colony Algorithm (DEQACA) which adopts double-elite coevolutionary mechanism to enhance global searching is developed for the optimization of continuous decisions. The hybrid QA/DEQACA algorithm integrates the strengths of such algorithms to better balance the exploration and exploitation abilities. The overall evolution performs to seek out the optimal mixed-integer decisions by interactive parallel computing of the QA and the DEQACA. Simulation results on benchmark functions and practical engineering optimization problems verify that the proposed numerical method is more excel at achieving promising results than other two state-of-the-art heuristics.

     

Optimal policy with a total order quantity commitment contract in the presence of a spot market

In this paper,the optimal policy is considered when the buyer faces two supply sources:one is the contract supplier from which the buyer orders over a specific contract period(say,a year) at a pre-agreed price,and the other is the spot market.However,when ordering from the contract supplier,the buyer must fulfill a pre-determined total order quantity,or the so-called definite total order quantity commitment,over the whole contract period.In other words,the commitment secures the buyer a fixed price but obliges him/her a total order quantity over the contract period.Although the spot market gives the buyer more flexibility in terms of order quantities,its prices are volatile.Such a combination of contract and spot procurements is often observed in practice.Within the contract period,there are multiple sub-periods,during each of which the buyer reviews the inventory,issues an individual order,and uses the on-hand inventory to meet the random demand.Thus,in each(ordering) period,the buyer will weigh between the current known spot price(by procuring from the spot market) and a lower future price(by waiting while consuming the remaining commitment).An optimal dual ordering policy is characterized for each period,depending on the on-hand inventory level,the spot price,and the remaining commitment quantity.The optimal policy in each period is also shown to be independent of the contract price.Through a numerical study,the inventory cost is demonstrated to be(1) insensitive to the contract price when the total commitment quantity is lower than the total expected demand over the contract period and(2) non-increasing in the variability of spot prices.     

基于扰动信息的连续区间灰数灰色预测模型

针对连续区间灰数的预测,提出了分数阶累加二次时变参数离散灰色预测模型(FQDGM (1,1)模型)。在不损失原始信息的前提下,将区间灰数转化为核序列和灰半径序列,然后分别对核序列和灰半径序列建立FQDGM (1,1)模型。新模型针对同时包含指数和二次曲线趋势的系统,通过二次时变参数的求解和阶数的调整,实现对于原始信息进行有效挖掘,避免扰动信息的干扰,提高模型的稳定性。最后,运用不同灰色预测模型,对于一个算例和一个实例进行建模,计算结果显示了所提方法的优越性,从而进一步拓展了灰色预测理论的应用范围。     

随机产出下两级供应链供需双方的博弈

研究和分析了随机产出下两级供应链供需双方的三种博弈模型:销售商主导的Stackelberg博弈模型、生产商主导的Stackelberg博弈模型和纳什博弈模型,得到了在这3种博弈模型下的最优订购量和最优计划生产量,通过研究发现:当销售商在供应链决策中占主导地位时的最优订购量和最优计划生产量都大于其他2种情况下的对应值.最后,通过数值计算比较了在随机产出服从均匀分布时,这3种博弈下供需双方的最优策略及相应利润,并得出了选择销售商占主导地位的Stackelberg博弈行为将有利于商家获取更多利润的重要结论.     

基于双层规划的物流系统集成定位-运输路线安排-库存问题研究

为优化物流系统,并能更好地描述管理部门的阶层关系和更全面地体现决策者的意愿,从物流系统集成的角度出发,基于客户所采用的多时期随机库存策略,使用双层规划法建立了供应链二级分销网络中的设施选址、车辆运输路线安排、库存控制的集成优化模型,用来解决在给定的多个潜在设施点中选出一系列设施的位置,并确定巡回运输路线,以及巡回运输路线上客户的最佳订货量;并给出了求解该模型的启发式算法,最后通过实例计算证明了上述模型、算法的有效性.     

时变需求下基于两层次信用支付策略的供应链库存模型

传统的基于信用支付的供应链库存模型仅假设上游供应商给予下游零售商一个固定的信用支付期,但在实际中由于市场竞争的需要,零售商也会给予顾客相应的信用支付优惠策略.基于线性时变需求构建了两层次信用支付策略下的供应链库存模型,讨论了模型最优解的存在性及唯一性, 并提供了寻求模型整体最优解的简单方法. 最后给出了具体数值例子,对模型进行了灵敏度分析.