学术讲座:运用混合整数线性模型计算非平稳(s, S)策略
发布时间: 2019-04-12 浏览次数: 40

主题:运用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

主讲人:XIANG Mengyuan 博士生爱丁堡大学

时间:2019416 12:00-13:00

地点:位育楼117

讲座内容简介: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.