Stochastic Programming For Order Allocation And Production Planning  

作　　者：Phan Nguyen Ky Phuc 

机构地区：[1]International University-Vietnam National University,Vietnam National University,HoChiMinh City,70000,Vietnam

出　　处：《Computer Systems Science & Engineering》2022年第1期75-85,共11页计算机系统科学与工程（英文）

基　　金：This research is funded by Vietnam National University Ho Chi Minh City(VNU-HCM)under Grant No.C2020-28-10.

摘　　要：Stochastic demand is an important factor that heavily affects production planning.It influences activities such as purchasing,manufacturing,and selling,and quick adaption is required.In production planning,for reasons such as reducing costs and obtaining supplier discounts,many decisions must be made in the initial stage when demand has not been realized.The effects of non-optimal decisions will propagate to later stages,which can lead to losses due to overstocks or out-of-stocks.To find the optimal solutions for the initial and later stage regarding demand realization,this study proposes a stochastic two-stage linear program-ming model for a multi-supplier,multi-material,and multi-product purchasing and production planning process.The objective function is the expected total cost after two stages,and the results include detailed plans for purchasing and production in each demand scenario.Small-scale problems are solved through a deterministic equivalent transformation technique.To solve the problems in the large scale,an algorithm combining metaheuristic and sample average approximation is suggested.This algorithm can be implemented in parallel to utilize the power of the solver.The algorithm based on the observation that if the remaining quantity of materials and number of units of products at the end of the initial stage are given,then the problems of the first and second stages can be decomposed.

关 键 词：Mixed integer programming two-stage stochastic programming production planning order allocation 

分 类 号：TP39[自动化与计算机技术—计算机应用技术]