多约束条件下备件库存优化模型及分解算法

An Optimization Model for Inventory Spares Under Multi-constraints and Its Decomposition Algorithm

本文研究多约束条件下备件库存优化问题,建立了多约束条件下备件库存优化模型并给出了优化算法。此方法采用拉格朗日松弛原理将备件库存约束进行松弛,使各子问题仅是单项产品库存量函数的一维优化问题;利用次梯度法更新拉格朗日乘子并用一维搜索的方法给出各子问题的最优解;再利用拉格朗日启发式算法,求解原始问题的最终解。该方法的应用能够为解决多约束条件下备件库存优化提供新的途径。

An optimization problem of inventory spares under multi-constraints was studied.Its optimization model was set up and an optimization algorithm was presented. It is the steps to find the optimal solution of original problem that the constraints of inventory spares are relaxed by the Lagrange relaxation to make sub-problem only be optimal problem of inventory capacity function of single product;the Lagrange multiplier is updated by the sub-gradient method and the optimal solution of each sub-problem is obtained by the line search;the final solution of original problem is obtained by the Lagrange heuristic method.The proposed method can provide a new way for solving optimization prblem of inventory spares under multi-constraints.