混合整数线性模型计算非平稳(s, S)策略-XIANG Mengyuan (爱丁堡大学)

主  题: 混合整数线性模型计算非平稳(s, S)策略(Computing non-stationary (s, S) policies using mixed integer linear programming)
内容简介: This paper addresses the single-item single-stocking location non-stationary stochastic lot sizing problem under the (s, S) control policy. We first present a mixed integer non-linear programming (MINLP) formulation for determining near-optimal (s, S) policy parameters. To tackle larger instances, we then combine the previously introduced MINLP model and a binary search approach. These models can be reformulated as mixed integer linear programming (MILP) models which can be easily implemented and solved by using off-the-shelf optimisation software. Computational experiments demonstrate that optimality gaps of these models are less than 0.3% of the optimal policy cost and computational times are reasonable.

报告人: XIANG Mengyuan      博士生
时  间: 2019-04-16    12:00
地  点: 位育楼117
举办单位: 银行与货币研究院


责任编辑: 科研处
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