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报童问题中的同伦算法

Homotopy Method in Newsboy Problem

【作者】 刘强

【导师】 李勇;

【作者基本信息】 吉林大学 , 运筹学与控制论, 2005, 硕士

【摘要】 本文主要分四部分,第一部分是引言,第二部分介绍古典报童问题以及最近报童问题的一些扩展结果,第三部分着重介绍古典报童问题的扩展,即带有反馈生产的报童问题。我们详细介绍了带有反馈生产报童问题的提出、模型的建立、以及求解的过程。并把带有反馈生产报童问题的解和古典报童问题的解以及在两种情况下的服务性水平进行了对比。第四部分我们引入同伦算法,以古典报童问题的解作为初值,通过同伦算法,求出了反馈生产报童问题的解,并给出两个具体的实例。

【Abstract】 Newsboy problem is also called the single-period problem. It is a famous model, it has very far-ranging use in the manufacturing and shopkeeper of America. Its purpose is to decide an optimal order. In the last years newsboy problem has a very large number of extentions, which including extentions to different supplier pricing policies and discounting structures, extentions to different states of information about demand, extentions to different news-vendor pricing policies and discounting structures, extentions to constrained multi-product, extentions to multi-product with sub-stitution,extentions to random yields, extentions to multi-location models. This paper based on the classic newsboy problem and the newsboy problem with reactive production, and we introduce "Ho-motopy Method", we regard the solution of classic newsboy problem as initial value and use "Homotopy Method", then we gain the solution of the newsboy problem with reactive production.The classic newsboy problem is the fundamental problem inthese newsboy problems. We introduce the classic newsboy problem in the second section, and formulate the model, obtaining the well-known critical fractile formulaWe also introduce some extentions of newsboy problem. Firstly we introduce the extentions to different supplier pricing policies, it is also the problem that suppliers offer quantity discounts, and determine the optimal order, secondly introduce the extentions to different news-vendor pricing policies and discounting structures, we research the SPP when demand is dependening an price, and provid the closed-form expressions for the optimal price.Then we show the extentions to constrained multi-product and to multi-location models, and show that the expected cost of the decentralized facilities is larger than that of the centralized facility.In the third section we introduce the newsboy problem with reactive production. It extend the classic newsboy problem by introducing reactive production,production occurs in two stages, a anticipatory stage and a reactive stage. In the anticipatory stage, one determines a production level that anticipates the demand, all of which occurs in the reactive stage. There production takes place with full knowledge of the actual demand and , thus , can react to it. The reactive stage contains multiple sources of capacitatedproduction. Demand is continuous and stochastic,and producton, holding, and shortage costs are proportional. There are no fixed costs. Shortages are lost. Our model reduces to a single-period model with piecewise-linear convex costs. We obatin an analogue of the well-known critical fractile formula of the classic newsboy model. We formulate the model about the costi=0 oo(a - bo)IpooJl+BiConfirm the optimal stock policy 5*, it satisfied the equationH(S’) = ^ (3)We also discuss the relation of S* and coefficients, then we compare the solution of the classic newsboy problem and the reactive problem, and obtain the equation£<S*<S# (4)Define the service level as the probablity that no stockout occurs, the service level under an optimal policy for a model with reactive production is greater or equal to the service level under the optimal

【关键词】 报童反馈生产同伦算法
  • 【网络出版投稿人】 吉林大学
  • 【网络出版年期】2005年 06期
  • 【分类号】F224.3
  • 【下载频次】248
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