鲁棒优化方法在供应链柔性承诺问题中的应用

Robust Optimization Applications to Supply Chain Flexibility of Commitments

近年来,鲁棒优化方法已成为一种处理不确定优化问题的强大工具,而且在众多领域中均得到了成功的应用。文中研究了一种二级多周期供应链问题,即不确定需求只存在于某些不确定系统中零售商与供应商的柔性承诺(RSFC)问题。文中对RSFC进行了改进,零售商在计划期初对整个计划期承诺一个总的采购承诺量。我们利用Bertsimas&Sim的鲁棒优化方法对这一问题进行分析与讨论,得到随机需求下的线性规划问题。文中结果表明,零售商与供应商在这种随机需求情况下采用鲁棒措施仍然能使得模型达到最优。

In recent years,robust optimization has become a powerful tool for uncertain optimization problem,and has been successfully applied in many areas.In this paper,we consider a two-echelon,multi-period supply chain in which demand uncertainty only exists in retailer and supplier flexible commitment （RSFC） problem.We improve the RSFC problem.In this paper,retailer commits a total quantity for the whole horizon.We use the robust optimization of Bertsimas Sim to analyze and discuss this improved RSFC problem.Finally,we got the linear programming problem under stochastic demand.The paper results show that using robust measures retailer and supplier could achieve the optimal solution under the stochastic demand.