多周期多产品采购量分配优化模型  

Optimization Model for Order Quantity Allocation of Multi-period Multi-product Purchase

作　　者：关志民[1] 韩瑜[1] 

机构地区：[1]东北大学工商管理学院,辽宁沈阳110004

出　　处：《运筹与管理》2008年第2期72-79,共8页Operations Research and Management Science

基　　金：国家自然科学基金资助项目(70572104)

摘　　要：为了解决随机需求与价格折扣并存条件下的多周期多产品采购量分配问题,建立了相应的多目标混合整数随机规划模型。该模型的特点是:①模型的约束条件中兼具确定性和随机性;②通过累计需求和累计采购量表示多周期的库存持有成本;③通过约束条件方程式准确地表现随机需求和价格折扣两大假设条件。针对该模型的特殊结构,提出了一种适用的求解策略:首先,通过把机会约束转化为确定性等价类,从而将多目标混合整数随机规划模型转化为确定型多目标混合整数规划模型;然后,采用目标规划法求得问题的满意解。此外,通过应用算例说明了模型的有效性和可行性。In order to conduct research on order allocation of multi-period multi-product purchase with stochastic demand and price discount, a multi-objective mixed integer stochastic programming model is formulated. The model has the characteristics as follows. （ 1 ） It has both deterministic and stochastic constraints. （2） It describes the holding cost of multi-period by cumulative demand and cumulative procurement. （3） It describes exactly the two hypotheses, stochastic demand and price discount by constraint equation. According to the particular structure of the establishes model, the paper proposes an effective method to solve this problem. Firstly, it transforms the stochastic programming model into its equivalent deterministic programming. And then, the satisfied result is derived by the goal programming approach. In addition, an application example is given for showing the feasibility and effectiveness of the proposed method.

关 键 词：多周期多产品采购 采购量分配 随机需求 价格折扣 混合整数随机规划 

分 类 号：F253.2[经济管理—国民经济]