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In this study, we consider a mixture periodic review inventory model in which both the lead time and the review period are considered as decision variables. Instead of having a stock-out term in the objective function, a service level constraint is added to the model. In our paper, we first assume that the protection interval (i.e. the review period plus the lead time) demand follows a normal distribution, and then we relax this assumption and only assume that the first two moments of the protection interval demand are given. For each case, we develop an algorithm to find the optimal review period and optimal lead time. Furthermore, a sensitivity analysis is also performed. 相似文献
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Sydney C.K. Chu 《International Transactions in Operational Research》1994,1(3):271-283
The background of this study is a rather classical but complex inventory control/production planning/line scheduling problem of a major soft-drink company in Hong Kong. The issue that stands out for this many-product high-sales manufacturer is the storage space of its central warehouse, which often finds itself in the state of overflow or near capacity with finished goods and work-in-process inventory. This phenomenon can create immediate interruptions of production, capital tie-ups and subsequent potential of lost sales. Another obviously important concern is the meeting of forecast demands. A mathematical modelling approach that entails techniques of multi-period aggregate optimization is proposed to tackle the overall problem. The dual objectives are to achieve better production planning and line scheduling in order to minimize inventory build-up and maximize demand satisfaction. Numerical results for a sample problem are reported as an illustration to this proposed two-phase approach. 相似文献
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Phan Nguyen Ky Phuc 《计算机系统科学与工程》2022,40(1):75-85
Stochastic demand is an important factor that heavily affects production planning. It influences activities such as purchasing, manufacturing, and selling, and quick adaption is required. In production planning, for reasons such as reducing costs and obtaining supplier discounts, many decisions must be made in the initial stage when demand has not been realized. The effects of non-optimal decisions will propagate to later stages, which can lead to losses due to overstocks or out-of-stocks. To find the optimal solutions for the initial and later stage regarding demand realization, this study proposes a stochastic two-stage linear programming model for a multi-supplier, multi-material, and multi-product purchasing and production planning process. The objective function is the expected total cost after two stages, and the results include detailed plans for purchasing and production in each demand scenario. Small-scale problems are solved through a deterministic equivalent transformation technique. To solve the problems in the large scale, an algorithm combining metaheuristic and sample average approximation is suggested. This algorithm can be implemented in parallel to utilize the power of the solver. The algorithm based on the observation that if the remaining quantity of materials and number of units of products at the end of the initial stage are given, then the problems of the first and second stages can be decomposed. 相似文献
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In this paper, we develop integrated inventory inspection models with and without replacement of nonconforming items. Inspection policies include no inspection, sampling inspection, and 100% inspection. We consider a buyer who places an order from a supplier. When a lot is received, the buyer uses some type of inspection policy. The fraction nonconforming is assumed to be a random variable following a beta distribution. Both the order quantity and the inspection policy are decision variables. In the inspection policy involving determining sampling plan parameters, constraints on the buyer and manufacturer risks are set in order to obtain a fair plan for both parties. A solution procedure for determining the operating policies for inventory and inspection consisting of order quantity, sample size, and acceptance number is proposed. Numerical examples are presented to conduct a sensitivity analysis for important model parameters and to illustrate important issues about the developed models. 相似文献
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Liang-Yuh Ouyang Kun-Shan Wu Hsiu-Feng Yen 《International journal of systems science》2016,47(3):718-729
When a supplier announces an impending price increase due to take effect at a certain time in the future, it is important for each retailer to decide whether to purchase additional stock to take advantage of the present lower price. This study explores the possible effects of price increases on a retailer's replenishment policy when the special order quantity is limited and the rate of deterioration of the goods is assumed to be constant. The two situations discussed in this study are as follows: (1) when the special order time coincides with the retailer's replenishment time and (2) when the special order time occurs during the retailer's sales period. By analysing the total cost savings between special and regular orders during the depletion time of the special order quantity, the optimal order policy for each situation can be determined. We provide several numerical examples to illustrate the theories in practice. Additionally, we conduct a sensitivity analysis on the optimal solution with respect to the main parameters. 相似文献
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We consider a system comprising a retailer and a set of candidate suppliers that operates within a finite planning horizon of multiple periods. The retailer replenishes its inventory from the suppliers and satisfies stochastic customer demands. At the beginning of each period, the retailer makes decisions on the replenishment quantity, supplier selection and order allocation among the selected suppliers. An optimisation problem is formulated to minimise the total expected system cost, which includes an outer level stochastic dynamic program for the optimal replenishment quantity and an inner level integer program for supplier selection and order allocation with a given replenishment quantity. For the inner level subproblem, we develop a polynomial algorithm to obtain optimal decisions. For the outer level subproblem, we propose an efficient heuristic for the system with integer-valued inventory, based on the structural properties of the system with real-valued inventory. We investigate the efficiency of the proposed solution approach, as well as the impact of parameters on the optimal replenishment decision with numerical experiments. 相似文献
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用于炼油厂原油库存调度的混合模拟退火算法 总被引:1,自引:0,他引:1
现有的数学规划法在解决原油库存调度优化问题时存在着组合爆炸的问题,是阻碍调度优化实用化的主要原因。由于实践中往往只要求快速地获得一个较好解,因此作为启发式算法之一的模拟退火法,在解决调度问题的实用化方面具有很大的优越性。但由于模拟退火法较适于处理无约束的整数规划问题,而在原油库存调度优化模型中却存在着大量的实数约束,所以在其中直接应用模拟退火法比较困难。该文将模拟退火法与线性规划法相结合,以前者调动后者,后者为前者提供可行解判据,构成了一种优化混合算法。在将混合算法应用于原油库存调度问题时,该文采用了特定的编码方式,使各控制变量在随机变化时尽量满足相关的约束条件,从而避免了许多无效解的产生。实例计算结果表明,同传统的混合整数线性规划方法相比,这种混合算法可以快速地给出优化解,其优化值与全局最优值差别不大,表明混合算法可以更好地解决实际原油调度问题。 相似文献
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Microgrids are subsystems of the distribution grid which comprises generation capacities, storage devices and flexible loads, operating as a single controllable system either connected or isolated from the utility grid. In this work, microgrid management system is developed in a stochastic framework. It is seen as a constraint-based system that employs forecasts and stochastic techniques to manage microgrid operations. Uncertainties due to fluctuating demand and generation from renewable energy sources are taken into account and a two-stage stochastic programming approach is applied to efficiently optimize microgrid operations while satisfying a time-varying request and operation constraints. At the first stage, before the realizations of the random variables are known, a decision on the microgrid operations has to be made. At the second stage, after random variables outcomes become known, correction actions must be taken, which have a cost. The proposed approach aims at minimizing the expected cost of correction actions. Mathematically, the stochastic optimization problem is stated as a mixed-integer linear programming problem, which is solved in an efficient way by using commercial solvers. The stochastic problem is incorporated in a model predictive control scheme to further compensate the uncertainty through the feedback mechanism. A case study of a microgrid is employed to assess the performance of the on-line optimization-based control strategy and the simulation results are discussed. The method is applied to an experimental microgrid: experimental results show the feasibility and the effectiveness of the proposed approach. 相似文献
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Gordon H. Dash Jr. Nina Kajiji 《International Transactions in Operational Research》2014,21(6):899-918
A dynamic portfolio policy is one that periodically rebalances an optimally diversified portfolio to account for time‐varying correlations. In order to sustain target‐level Sharpe performance ratios between rebalancing points, the efficient portfolio must be hedged with an optimal number of contingent claim contracts. This research presents a mixed‐integer nonlinear goal program (MINLGP) that is directed to solve the hierarchical multiple goal portfolio optimization model when the decision maker is faced with a binary hedging decision between portfolio rebalance periods. The MINLGP applied to this problem is formed by extending the separable programming foundation of a lexicographic nonlinear goal program (NLGP) to include branch‐and‐bound constraints. We establish the economic efficiency of applying this normative approach to dynamic portfolio rebalancing by comparing the risk‐adjusted performance measures of a hedged optimal portfolio to those of a naively diversified portfolio. We find that a hedged equally weighted small portfolio and a hedged efficiently diversified small portfolio perform similarly when comparing risk‐adjusted return metrics. However, when percentile risk measures are used to measure performance, the hedged optimally diversified portfolio clearly produces less expected catastrophic loss than does its nonhedged and naively diversified counterpart. 相似文献
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Owing to today's increasingly competitive market and ever-changing manufacturing environment, the inventory problem is becoming more complicated to solve. The incorporation of heuristics methods has become a new trend to tackle the complex problem in the past decade. This article considers a lot-sizing problem, and the objective is to minimise total costs, where the costs include ordering, holding, purchase and transportation costs, under the requirement that no inventory shortage is allowed in the system. We first formulate the lot-sizing problem as a mixed integer programming (MIP) model. Next, an efficient genetic algorithm (GA) model is constructed for solving large-scale lot-sizing problems. An illustrative example with two cases in a touch panel manufacturer is used to illustrate the practicality of these models, and a sensitivity analysis is applied to understand the impact of the changes in parameters to the outcomes. The results demonstrate that both the MIP model and the GA model are effective and relatively accurate tools for determining the replenishment for touch panel manufacturing for multi-periods with quantity discount and batch transportation. The contributions of this article are to construct an MIP model to obtain an optimal solution when the problem is not too complicated itself and to present a GA model to find a near-optimal solution efficiently when the problem is complicated. 相似文献
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风电是重要的清洁可再生能源,将其引入智能电网中对节能减排有着重要的意义.为降低大规模风电不确定性给电网调度带来的影响,提出一种基于随机模型预测控制的风电与传统机组协调调度方法.考虑了部分传统机组需要人工调度而无法频繁、连续操作的情况,并引入可调负荷以增加系统可调度能力.构建基于混合整数二次规划(MIQP)的风电调度目标函数,以及包括机组最大可调节次数、最小运行/停机时间、可调度负荷总能量需求一致性、风电切负荷比例等约束.提出两阶段场景缩减方法以实现典型场景的快速筛选.通过与传统开环调度方法的性能对比表明所提出方法的可行性与有效性,并在此基础上进一步分析机组启停次数和可调度负荷对系统运行的影响. 相似文献
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一类混杂系统的模型预测控制 总被引:1,自引:0,他引:1
采用基于混合逻辑动态的建模方法,将系统的连续动态过程、逻辑部分和操作约束表示为带有混合整数不等式约束的线性状态方程的形式.给出了混杂系统的建模原理,并采用预测控制策略对系统进行控制.具体实例的仿真结果表明基于混合逻辑动态模型的预测控制能使混杂系统跟踪设定值并满足操作约束. 相似文献
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