主  題: 混合整數(shù)線(xiàn)性模型計(jì)算非平穩(wěn)（s, S）策略（Computing non-stationary (s, S) policies using mixed integer linear programming)
內(nèi)容簡(jiǎn)介: This paper addresses the single-item single-stocking location non-stationary stochastic lot sizing problem under the (s, S) control policy. We first present a mixed integer non-linear programming (MINLP) formulation for determining near-optimal (s, S) policy parameters. To tackle larger instances, we then combine the previously introduced MINLP model and a binary search approach. These models can be reformulated as mixed integer linear programming (MILP) models which can be easily implemented and solved by using off-the-shelf optimisation software. Computational experiments demonstrate that optimality gaps of these models are less than 0.3% of the optimal policy cost and computational times are reasonable.

報(bào)告人: XIANG Mengyuan      博士生
時(shí)  間: 2019-04-16    12:00
地  點(diǎn): 位育樓117
舉辦單位: 銀行與貨幣研究院