In this paper,a new price is given to the online decision maker at the beginning of each day.The trader must decide how many items to purchase according to the current price.We present three variants and an online alg...In this paper,a new price is given to the online decision maker at the beginning of each day.The trader must decide how many items to purchase according to the current price.We present three variants and an online algorithm based on cost function.The competitive ratio of the online algorithm is given for each variant,which is a performance measure of an online algorithm.More importantly,we show that the online algorithm is optimal.展开更多
This paper investigates the online inventory problem with interrelated prices in which a decision of when and how much to replenish must be made in an online fashion even without concrete knowledge of future prices. F...This paper investigates the online inventory problem with interrelated prices in which a decision of when and how much to replenish must be made in an online fashion even without concrete knowledge of future prices. Four new online models with different price corre- lations are proposed in this paper, which are the linear-decrease model, the log-decrease model, the logarithmic model and the exponential model. For the first two models, the online algo- rithms are developed, and as the performance measure of online algorithm, the upper and lower bounds of competitive ratios of the algorithms are derived respectively. For the exponential and logarithmic models, the online algorithms are proposed by the solution of linear programming and the corresponding competitive ratios are analyzed, respectively. Additionally, the algorithm designed for the exponential model is optimal, and the algorithm for the logarithmic model is optimal only under some certain conditions. Moreover, some numerical examples illustrate that the algorithms based on the dprice-conservative strategy are more suitable when the purchase price fluctuates relatively flat.展开更多
区域综合能源系统(regional integrated energy system,RIES)含有风电、光伏等多种能源、冷热电负荷和蓄电池,具有提升可再生能源利用率等优势。首先,考虑风光出力的不确定性,构建多面体不确定集的鲁棒优化模型并对不确定性进行处理;然...区域综合能源系统(regional integrated energy system,RIES)含有风电、光伏等多种能源、冷热电负荷和蓄电池,具有提升可再生能源利用率等优势。首先,考虑风光出力的不确定性,构建多面体不确定集的鲁棒优化模型并对不确定性进行处理;然后,建立碳排放量最少和运行成本最小的多目标优化模型,引入碳排放惩罚因子,将多目标转换为单目标进行求解;最后,通过实际RIES进行仿真验证,仿真结果表明所提方法的准确性与有效性。所建模型可以很好地兼顾系统的环保性和经济性,能够更好地处理不确定性,实现系统的经济优化运行。展开更多
针对客户有价格策略型行为下的供应商库存路径与定价问题(inventory routing and pricing problem,IRPP),通过将参考价格效应嵌入产品需求价格函数中,以供应商总利润最大化为目标,构建考虑参考价格效应的IRPP优化模型,设计改进的粒子群...针对客户有价格策略型行为下的供应商库存路径与定价问题(inventory routing and pricing problem,IRPP),通过将参考价格效应嵌入产品需求价格函数中,以供应商总利润最大化为目标,构建考虑参考价格效应的IRPP优化模型,设计改进的粒子群算法进行求解。通过3组不同规模的算例验证本文模型与算法的适用性和有效性。计算结果显示,考虑参考价格效应不仅有助于降低产品定价(约9%)和提升客户感知收益,而且能够降低零售商的产品总库存(约22%)、仓储资源占用成本和库存持有成本,从而提高供应商总利润(约5%)。敏感性分析结果显示:受客户记忆参数减小和增益系数增大的共同影响,供应商总利润会明显增加;受客户记忆参数和损失系数增大的共同影响,供应商总利润会迅速下降。研究结论可为电商环境下客户有价格策略型行为下的供应商IRPP优化提供决策支撑。展开更多
We present a direct analytical algorithm for solving transportation problems with quadratic function cost coefficients. The algorithm uses the concept of absolute points developed by the authors in earlier works. The ...We present a direct analytical algorithm for solving transportation problems with quadratic function cost coefficients. The algorithm uses the concept of absolute points developed by the authors in earlier works. The versatility of the proposed algorithm is evidenced by the fact that quadratic functions are often used as approximations for other functions, as in, for example, regression analysis. As compared with the earlier international methods for quadratic transportation problem (QTP) which are based on the Lagrangian relaxation approach, the proposed algorithm helps to understand the structure of the QTP better and can guide in managerial decisions. We present a numerical example to illustrate the application of the proposed method.展开更多
基金Supported by the Natural Science Foundation of China(11201428,11471286,11701518)the Natural Science Foundation of Zhejiang Province(Y6110091)the Graduate Innovation Project of Zhejiang Sci-Tech University(YCX12001,YCX13005)
文摘In this paper,a new price is given to the online decision maker at the beginning of each day.The trader must decide how many items to purchase according to the current price.We present three variants and an online algorithm based on cost function.The competitive ratio of the online algorithm is given for each variant,which is a performance measure of an online algorithm.More importantly,we show that the online algorithm is optimal.
基金Supported by the National Natural Science Foundation of China(11571013,11471286)
文摘This paper investigates the online inventory problem with interrelated prices in which a decision of when and how much to replenish must be made in an online fashion even without concrete knowledge of future prices. Four new online models with different price corre- lations are proposed in this paper, which are the linear-decrease model, the log-decrease model, the logarithmic model and the exponential model. For the first two models, the online algo- rithms are developed, and as the performance measure of online algorithm, the upper and lower bounds of competitive ratios of the algorithms are derived respectively. For the exponential and logarithmic models, the online algorithms are proposed by the solution of linear programming and the corresponding competitive ratios are analyzed, respectively. Additionally, the algorithm designed for the exponential model is optimal, and the algorithm for the logarithmic model is optimal only under some certain conditions. Moreover, some numerical examples illustrate that the algorithms based on the dprice-conservative strategy are more suitable when the purchase price fluctuates relatively flat.
文摘区域综合能源系统(regional integrated energy system,RIES)含有风电、光伏等多种能源、冷热电负荷和蓄电池,具有提升可再生能源利用率等优势。首先,考虑风光出力的不确定性,构建多面体不确定集的鲁棒优化模型并对不确定性进行处理;然后,建立碳排放量最少和运行成本最小的多目标优化模型,引入碳排放惩罚因子,将多目标转换为单目标进行求解;最后,通过实际RIES进行仿真验证,仿真结果表明所提方法的准确性与有效性。所建模型可以很好地兼顾系统的环保性和经济性,能够更好地处理不确定性,实现系统的经济优化运行。
文摘针对客户有价格策略型行为下的供应商库存路径与定价问题(inventory routing and pricing problem,IRPP),通过将参考价格效应嵌入产品需求价格函数中,以供应商总利润最大化为目标,构建考虑参考价格效应的IRPP优化模型,设计改进的粒子群算法进行求解。通过3组不同规模的算例验证本文模型与算法的适用性和有效性。计算结果显示,考虑参考价格效应不仅有助于降低产品定价(约9%)和提升客户感知收益,而且能够降低零售商的产品总库存(约22%)、仓储资源占用成本和库存持有成本,从而提高供应商总利润(约5%)。敏感性分析结果显示:受客户记忆参数减小和增益系数增大的共同影响,供应商总利润会明显增加;受客户记忆参数和损失系数增大的共同影响,供应商总利润会迅速下降。研究结论可为电商环境下客户有价格策略型行为下的供应商IRPP优化提供决策支撑。
文摘We present a direct analytical algorithm for solving transportation problems with quadratic function cost coefficients. The algorithm uses the concept of absolute points developed by the authors in earlier works. The versatility of the proposed algorithm is evidenced by the fact that quadratic functions are often used as approximations for other functions, as in, for example, regression analysis. As compared with the earlier international methods for quadratic transportation problem (QTP) which are based on the Lagrangian relaxation approach, the proposed algorithm helps to understand the structure of the QTP better and can guide in managerial decisions. We present a numerical example to illustrate the application of the proposed method.
