一类求解带随机成本的生产运输问题的线性逼近方法  

Linear Approximation Algorithm for Production and Transportation Schedule Problems with Stochastic Cost

作　　者：万中[1] 江卫[1] 阳彩霞[1] 王雅琳[1] 

机构地区：[1]中南大学数学科学与计算技术学院,长沙410083

出　　处：《工程数学学报》2010年第3期381-388,共8页Chinese Journal of Engineering Mathematics

基　　金：教育部新世纪优秀人才支持计划(NCET-07-0864);国家自然科学基金(60804037)~~

摘　　要：生产和运输集成计划问题在许多工业工程领域都普遍存在。要给出最优的生产和运输计划就必须考虑实际工业管理过程中存在的不确定性因素。本文研究了生产厂家的生产能力、商家的需求量和单位运输成本等因素为随机变量情况下的产品生产与运输成本问题,建立了该类问题的随机优化模型。在一定的假设条件下,推导了所建模型的确定等价类。基于问题的结构特征,提出了求解生产和运输计划的一种线性逼近方法,数值例子表明该种方法的应用前景。The integrated production and transportation scheduling problems are very common in many fields of industrial engineering. An optimal scheme of production and transportation should be involved with some nondeterministic behaviors existing in the industrial management. In this paper, we construct a stochastic optimization model for production and transportation scheduling problem, where all of the capacities of production and transportation, the cost and the demand are stochastic. Under some settings, we derive the deterministic equivalent formulation of the original problem. Based on the structural features of the model, we have developed a linearization approximation algorithm for this class of problems. Numerical examples show that both the proposed model and the solution method are promising.

关 键 词：生产运输问题 随机优化模型 线性逼近方法 确定等价类 

分 类 号：O221.5[理学—运筹学与控制论]