生产与分销联合决策的双层机会约束规划问题研究

Bilevel Chance-constrained Programming for Joint Decision-making of Production and Distribution

生产与分销的决策在供应链中是非常关键的。目前很多企业在进行决策时,没有考虑到生产与分销的关系以及供应链系统的不确定性。文章考虑在不确定生产与随机需求条件下,如何将生产与分销进行联动决策的问题。建立了一个包含随机变量的双层机会约束规划模型,将分销与生产的决策模型分别作为上下层,且双层都以成本最小化为目标函数。进而利用确定性等价类方法、Monte Carlo随机模拟以及改进的遗传算法解文中模型。然后,利用算例来验证模型与算法的有效性。

Production and distribution decisions are very crucial in the supply chain. Many companies in the decision-making of production and distribution do not take into account the connection between the two and the uncertainty in supply chain present- ly. In this paper, we focus on how to make the decision of production and distribution jointly under the condition of uncertain production and stochastic demand. A bilevel chance-constrained programming model with random variables is established to mini- mize the cost, which includes upper-level distribution decision and lower-level production decision. Then solve the model by de- terministic equivalent method, Monte Carlo method and improved genetic algorithm. An example is given to validate the validity of the model and algorithm in this paper.