供应链库存的模糊机会约束规划模型

研究了不确定环境下的供应链库存优化问题。考虑需求为模糊量,且可能在一定条件下不满足约束条件的决策前提,用三角模糊数表示需求,结合可能性理论中的可信性测度,建立了多品种联合补充的模糊机会约束规划模型,目标函数为最小化供应链订货成本和库存成本的期望值。用遗传算法对优化模型求解,以目标函数值作为染色体适应度,给出了编码方案及选择、交叉、变异算子。用数值实例进行了仿真计算,证明了模型和算法的有效性和性能,并给出了不同置信水平下的计算结果。     

A time staged linear programming model for production loading problems with import quota limit in a global supply chain

Globalization has ushered in a new era when more and more companies are expanding their manufacturing operations on a global scale. This poses some special challenges and raises certain issues. This paper examines production loading problems that involve import quota limits in the global supply chain network. Import quota, which is imposed by importing countries (mostly in North America and Europe), requires that certain types of products imported into these countries are against valid quotas held by the exporters. Globally loading of production, therefore, requires new methods and techniques, which are different from those used in domestic loading of production. This paper presents a time staged linear programming model for production loading problems with import limits to minimize the total cost, consisting of raw materials cost, machine cost, labour cost, overtime cost, inventory cost, outsourcing cost and quota related costs. To enhance the practical implications of the proposed model, different managerial production loading plans are evaluated according to expected changes in future production policies and situations. A series of computational results demonstrate the effectiveness of the proposed model.     

Accelerating Benders stochastic decomposition for the optimization under uncertainty of the petroleum product supply chain

This paper addresses the solution of a two-stage stochastic programming model for an investment planning problem applied to the petroleum products supply chain. In this context, we present the development of acceleration techniques for the stochastic Benders decomposition that aim to strengthen the cuts generated, as well as to improve the quality of the solutions obtained during the execution of the algorithm. Computational experiments are presented for assessing the efficiency of the proposed framework. We compare the performance of the proposed algorithm with two other acceleration techniques. Results suggest that the proposed approach is able to efficiently solve the problem under consideration, achieving better performance in terms of computational times when compared to other two techniques.     

Energy supply planning and supply chain optimization under uncertainty

In energy supply planning and supply chain design, the coupling between long-term planning decisions like capital investment and short-term operation decisions like dispatching present a challenge, waiting to be tackled by systems and control engineers. The coupling is further complicated by uncertainties, which may arise from several sources including the market, politics, and technology. This paper addresses the coupling in the context of energy supply planning and supply chain design. We first discuss a simple two-stage stochastic program formulation that addresses optimization of an energy supply chain in the presence of uncertainties. The two-stage formulation can handle problems in which all design decisions are made up front and operating parameters act as ‘recourse’ decisions that can be varied from one time period to next based on realized values of uncertain parameters. The design of a biodiesel production network in the Southeastern region of the United States is used as an illustrative example. The discussion then moves on to a more complex multi-stage, multi-scale stochastic decision problem in which periodic investment/policy decisions are made on a time scale orders of magnitude slower than that of operating decisions. The problem of energy capacity planning is introduced as an example. In the particular problem we examine, annual acquisition of energy generation capacities of various types are coupled with hourly energy production and dispatch decisions. The increasing role of renewable sources like wind and solar necessitates the use of a fine-grained time scale for accurate assessment of their values. Use of storage intended to overcome the limitations of intermittent sources puts further demand on the modeling and optimization. Numerical challenges that arise from the multi-scale nature and uncertainties are reviewed and some possible modeling and numerical solution approaches are discussed.     

Confidence level solutions for stochastic programming

We propose an alternative approach to stochastic programming based on Monte-Carlo sampling and stochastic gradient optimization. The procedure is by essence probabilistic and the computed solution is a random variable. We propose a solution concept in which the probability that the random algorithm produces a solution with an expected objective value departing from the optimal one by more than ? is small enough. We derive complexity bounds on the number of iterations of this process. We show that by repeating the basic process on independent samples, one can significantly reduce the number of iterations.     

Capacitated closed-loop supply chain network design under uncertainty

This study optimizes the design of a closed-loop supply chain network, which contains forward and reverse directions and is subject to uncertainty in demands for new & returned products. To address uncertainty in decision-making, we formulate a two-stage stochastic mixed-integer non-linear programming model to determine the distribution center locations and their corresponding capacity, and new & returned product flows in the supply chain network to minimize total design and expected operating costs. We convert our model to a conic quadratic programming model given the complexity of our problem. Then, the conic model is added with certain valid inequalities, such as polymatroid inequalities, and extended with respect to its cover cuts so as to improve computational efficiency. Furthermore, a tabu search algorithm is developed for large-scale problem instances. We also study the impact of inventory weight, transportation weight, and marginal value of time of returned products by the sensitivity analysis. Several computational experiments are conducted to validate the effectiveness of the proposed model and valid inequalities.     

基于多代理的供应链协同生产计划模型

供应链是由分布在全球的供应商、制造商、仓库、分销中心和零售商组成的复杂网络。其生产计划具有分布性,自治性,同步性和开放性等特点,使得传统的生产计划方法已经不能适应供应链的计划需求。在分析了多代理技术和供应链系统生产计划特点的基础上,采用智能代理封供应链系统的功能实体和物理实体进行封装,提出了一个基于多代理的供应链系统网络模型,并构建了基于多智能代理的生产计划运行模式。该生产计划模型分为三层：全局生产计划,企业内部子生产计划和各个任务的详细生产计划。它突破了传统生产计划的局限性,从全局规划的角度来整合供应链上的所有资源,消除了不同企业子生产计划所产生的冲突和差异。很好的体现了供应链系统信息共享和资源共享的原则。     

Modeling supplier selection and the use of option contracts for global supply chain design

As supply chains become more and more dependent on the efficient movement of materials among facilities that are geographically dispersed there is more opportunity for disruption. One of the common disruptions is the loss of production capability at supplier sites. We formulate a two-stage stochastic program and a solution procedure to optimize supplier selection to hedge against these disruptions. This model allows for the effective quantitative exploration of the trade-off between cost and risks to support improved decision-making in global supply chain design. A realistic case study is explored.     

Short-term hydropower production planning by stochastic programming

Within the framework of multi-stage mixed-integer linear stochastic programming we develop a short-term production plan for a price-taking hydropower plant operating under uncertainty. Current production must comply with the day-ahead commitments of the previous day which makes short-term production planning a matter of spatial distribution among the reservoirs of the plant. Day-ahead market prices and reservoir inflows are, however, uncertain beyond the current operation day and water must be allocated among the reservoirs in order to strike a balance between current profits and expected future profits. A demonstration is presented with data from a Norwegian hydropower producer and the Nordic power market at Nord Pool.     

A two-stage stochastic programming model for electric energy producers

The bilateral contract selection and bids definition constitute a strategic issue for electric energy producers that operate in competitive markets, as the liberalized electricity ones. In this paper we propose a two-stage stochastic integer programming model for the integrated optimization of power production and trading which include a specific measure accounting for risk management. We solve the model by means of a novel enumerative solution approach that exploits the particular problem structure. Finally, we report some preliminary computational experiments.     

集成供应链管理的多目标规划研究

目前,供应链管理已经成为学术研究的一个热点问题,也是企业战略管理的一项重要内容。为此首先使用多目标规划的方法描述了供应链及其成员的运作性能、供应链的协调运作、供应链成员的利润等,建立了由一个制造商和一个供应商构成的多产品、多阶段集成供应链管理绩效决策模型;其次通过应用算例的研究验证了模型的有效性和可行性;最后,针对各种参数的变化,对模型进行了灵敏度分析,并与分散供应链管理绩效决策模型进行了对照研究,为优化供应链绩效、拓展市场需求、开发原材料供应渠道提供了决策参考。     

A model of resilient supply chain network design: A two-stage programming with fuzzy shortest path

A supply chain network design needs to consider the future probability of reconfiguration due to some problems of disaster or price changes. The objective of this article is to design a reconfigurable supply chain network by optimizing inventory allocation and transportation routing. A two-stage programming is composed according to Benders decomposition by allocating inventory in advance and anticipating the changes of transportation routings; thus the transportation routing is stochastic in nature. In addition, the fuzzy shortest path is developed to solve the problem complexity in terms of the multi-criteria of lead time and capacity with an efficient computational method. The results and analysis indicate that the proposed two-stage programming with fuzzy shortest path surpasses the performance of shortest path problem with time windows and capacity constraint (SPPTWCC) in terms of less computational time and CPU memory consumption. Finally, management decision-making is discussed among other concluding remarks.     

An integrated supply chain model for new products with imprecise production and supply under scenario dependent fuzzy random demand

In the present day business scenario, instant changes in market demand, different source of materials and manufacturing technologies force many companies to change their supply chain planning in order to tackle the real-world uncertainty. The purpose of this paper is to develop a multi-objective two-stage stochastic programming supply chain model that incorporates imprecise production rate and supplier capacity under scenario dependent fuzzy random demand associated with new product supply chains. The objectives are to maximise the supply chain profit, achieve desired service level and minimise financial risk. The proposed model allows simultaneous determination of optimum supply chain design, procurement and production quantities across the different plants, and trade-offs between inventory and transportation modes for both inbound and outbound logistics. Analogous to chance constraints, we have used the possibility measure to quantify the demand uncertainties and the model is solved using fuzzy linear programming approach. An illustration is presented to demonstrate the effectiveness of the proposed model. Sensitivity analysis is performed for maximisation of the supply chain profit with respect to different confidence level of service, risk and possibility measure. It is found that when one considers the service level and risk as robustness measure the variability in profit reduces.     

一种劝说式多Agent供应链协商模型研究

好的协商模型对提高供应链协商效率有着重要的意义。提出了一种基于劝说式的多Agent供应链协商模型。对供应链协商模型框架和协商Agent的状态信息进行了形式化的定义,阐述了协商中的劝说方法、让步原则和提议交互过程。实践表明利用该模型建立起供应链协商支持系统能提高供应链伙伴协商效率和协商成功率。     

Scenario aggregation for supply chain quantity-flexibility contract

In this research, we apply a scenario aggregation approach to solving the supply chain contract model formulated by two-stage stochastic programming problem. The supply chain contract can achieve the coordination between the buyer and the supplier. We formulate the stochastic programming model for a quantity-flexibility contract. The scenario aggregation method called the progressive hedging method is used to solve this problem. Experimental results show the convergence behaviour of the algorithm and the sensitivity of parameters.     

A tri-level programming model based on Conditional Value-at-Risk for three-stage supply chain management

For the problem of supply chain management, the existing literature mainly focuses on the research of the single-stage supply chain or the two-stage supply chain that consists of a manufacturer and a retailer. To our best knowledge, little attention has been paid to the study of a more extensive supply chain that consists of a material supplier, a manufacturer and a retailer, which is a more practical and interesting case. Therefore, based on the Conditional Value-at-Risk (CVaR) measure of risk management, this paper proposes a tri-level programming model for the three-stage supply chain management. In this model, the material supplier and the manufacturer maximize their own profit while the retailer maximize his/her CVaR of expected profit. Further, we show that the proposed tri-level programming model can be transferred into a bilevel programming model, which can be solved by the existing methods. Numerical results show that the proposed model is efficient for improving the risk management of the three-stage supply chain.     

Multiobjective fuzzy mathematical model for a financially constrained closed-loop supply chain with labor employment

This paper addresses the multiobjective, multiproducts and multiperiod closed-loop supply chain network design with uncertain parameters, whose aim is to incorporate the financial flow as the cash flow and debts' constraints and labor employment under fuzzy uncertainty. The objectives of the proposed mathematical model are to maximize the increase in cash flow, maximize the total created jobs in the supply chain, and maximize the reliability of consumed raw materials. To encounter the fuzzy uncertainty in this model, a possibilistic programming approach is used. To solve large-sized problems, the multiobjective simulated annealing algorithm, multiobjective gray wolf optimization, and multiobjective invasive weed optimization are proposed and developed. The numerical results demonstrate that these algorithms solve the problems within about 1% of the required solving time for the augmented ε-constraint and have similar performance and even better in some cases. The multiobjective simulated annealing algorithm with a weak performance takes less time than the other two algorithms. The multiobjective gray wolf optimization and multiobjective invasive weed optimization algorithms are superior based on the multiobjective performance indices.     

Deterministic approach to the fairest revenue-sharing coefficient in logistics service supply chain under the stochastic demand condition

In the design of the revenue-sharing contract, it is critical to determine a rational revenue-sharing coefficient which affects the coordination and stability of supply chain. In order to improve the existing system, one should take into account that the current revenue-sharing coefficient study only figures out its range rather than the specific value. This paper investigates the fairest revenue-sharing coefficient when the logistics service integrator and the functional logistics service provider implement revenue-sharing contract under stochastic demand condition; by focusing on a two-echelon logistics service supply chain composed of a logistics service integrator and a functional logistics service provider. Taken into consideration the non-storage property of logistics service supply chain, this paper establishes a Stackelberg game model by giving priority to the logistics service integrator. The interval of the revenue-sharing coefficient is obtained by revenue-sharing contract mechanism. Based on the principle of profit distribution equity, a fair entropy function is introduced and a non-linear programming model for solving the fairest revenue-sharing coefficient is established. Furthermore, this method is extended to a three-echelon logistics service supply chain composed of a logistics service integrator, a functional logistics service provider, and a logistics subcontractor. It is assumed that the logistics subcontractor fully commits to the logistics capacity of the functional logistics service provider and consequently a non-linear programming model is constructed to solve the fairest revenue-sharing coefficient of a three-echelon logistics service supply chain under stochastic demand condition. The results exemplifies that the proposed method can find out the fairest revenue-sharing coefficient in a two-echelon and a three-echelon logistics service supply chain, which provides an approach to revenue-sharing contract study.     

An interactive possibilistic programming approach for a multi-objective closed-loop supply chain network under uncertainty

In this article, we first propose a closed-loop supply chain network design that integrates network design decisions in both forward and reverse supply chain networks into a unified structure as well as incorporates the tactical decisions with strategic ones (e.g., facility location and supplier selection) at each period. To do so, various conflicting objectives and constraints are simultaneously taken into account in the presence of some uncertain parameters, such as cost coefficients and customer demands. Then, we propose a novel interactive possibilistic approach based on the well-known STEP method to solve the multi-objective mixed-integer linear programming model. To validate the presented model and solution method, a numerical test is accomplished through the application of the proposed possibilistic-STEM algorithm. The computational results demonstrate suitability of the presented model and solution method.     

A mixed integer nonlinear programming model and heuristic solutions for location,inventory and pricing decisions in a closed loop supply chain

We analyze a network design problem for a closed-loop supply chain that integrates the collection of the used products with the distribution of the new products. We present a mixed integer nonlinear facility location-inventory-pricing model to decide on the optimal locations of the facilities, inventory amounts, prices for new products and incentive values for the collection of right amount of used products in order to maximize the total supply chain profit. We develop heuristics for the solution of this model and analyze the effectiveness of these heuristics and the effects of the parameters on this system through numerical experiments.