考虑不确定履约率的全局鲁棒供应组合决策研究  

Globalized robust supply portfolio problem with uncertain reliability

作　　者：赵磊[1] 朱道立[1,2] ZHAO Lei;ZHU Daoli(Antai College of Economics and Management,Shanghai Jiao Tong University,Shanghai 200030,China;Sino-US Global logistics Institute,Shanghai Jiao Tong University,Shanghai 200030,China)

机构地区：[1]上海交通大学安泰经济与管理学院,上海200030 [2]上海交通大学中美物流研究院,上海200030

出　　处：《管理工程学报》2021年第1期117-125,共9页Journal of Industrial Engineering and Engineering Management

基　　金：国家自然科学基金资助项目(71471112、71871140)。

摘　　要：生产和采购的全球化为供应链企业带来了更多的复杂性与不确定性。收集全面信息和使用有效的工具是控制决策风险、减少不确定性危害的有效途径。在供应商选择与订单分配管理中,供应商履约率是影响企业供应组合决策的主要因素,如何对其进行定量刻画是迫切需要解决的问题。已有的研究通常是由期望方法或鲁棒方法来刻画履约率。然而,期望履约率法往往忽略了履约率的波动性,从而造成需求损失;而鲁棒履约率法通常存在过于保守、退化过于迅速两个缺点,使企业承担不必要的成本。本文研究供应商选择与订单分配决策问题,使用全局鲁棒优化的两个不确定集合来刻画供应商履约率,同时给出了这一问题的确定性鲁棒表达和一种多项式时间求解算法。最后,通过仿真实验证实本文的全局鲁棒优化模型可克服期望模型和一般鲁棒模型的缺点。本文提出的算法能有效求解本文全局鲁棒优化等价确定性问题,为企业的供应商选择和订单分配决策提供更为灵活精确的辅助工具。The globalization of production and procurement process has become one of the main trends of today′s global economy.Yet,the globalization is a complicated and controversial issue.While bringing lower prices and more choice of raw materials for procurement managers,the globalization also brings complexities and uncertainties to the decisions of supply chain managers,such as supply reliability uncertainty,cargo damage uncertainty,forward price uncertainty and so on.Gathering more general information,and using more effective decision support tools are two significant ways to control uncertainty risks.Therefore,supply chain managers should collect more data and use effective decision support tools in their work.Since procurement management is one of the most important issues of enterprise supply chain management and supply reliability is a key factor influencing the enterprise supply portfolio decision,we study the supplier selection and order allocation problem with supply reliability uncertainty in this paper.Additionally,we propose a practical decision model for entertainment’s procurement managers in their supply portfolio decisions considering supply reliability uncertainty.And a polynomial time algorithm for the mathematical model is also provided.The model and algorithm proposed in this paper could serve as a decision support tool for entertainment’s managers in their supply portfolio decisions for procurement.When dealing with the problem of supplier selection and order allocation,the procurement manager who faces many available supply contracts provided by the supplier aims to reach the supply portfolio decision that fully meets the demand at the lowest cost.In this process,the procurement manager faces both demand and supply uncertainties.In existing studies,the uncertainty demand is always characterized by expectation.And two basic approaches have been used to characterize the uncertain supply reliability:expectation formulation and robust formulation.Despite its widely use,the expectation formulatio

关 键 词：决策科学 供应组合优化 全局鲁棒优化 一阶算法 

分 类 号：F273[经济管理—企业管理]