软科学
軟科學
연과학
Soft Science
2012年
3期
129~133
,共null页
多产品报童问题 资金约束 风险规避 启发式算法
多產品報童問題 資金約束 風險規避 啟髮式算法
다산품보동문제 자금약속 풍험규피 계발식산법
newsvendor problem; funding constraints; risk-averse; heuristic algorithm
通过考虑近年来比较热门的多产品报童问题。以资金约束为第一约束,风险约束为第二约束,从而构成四种组合。在风险的刻画上,采用半方差来衡量;在资金约束的限制下,采用两种启发式算法来简化运算,通过实现费用函数的最小化来寻求满足约束条件的最优订购量。最后对文中叙述的结论加以数值分析。
通過攷慮近年來比較熱門的多產品報童問題。以資金約束為第一約束,風險約束為第二約束,從而構成四種組閤。在風險的刻畫上,採用半方差來衡量;在資金約束的限製下,採用兩種啟髮式算法來簡化運算,通過實現費用函數的最小化來尋求滿足約束條件的最優訂購量。最後對文中敘述的結論加以數值分析。
통과고필근년래비교열문적다산품보동문제。이자금약속위제일약속,풍험약속위제이약속,종이구성사충조합。재풍험적각화상,채용반방차래형량;재자금약속적한제하,채용량충계발식산법래간화운산,통과실현비용함수적최소화래심구만족약속조건적최우정구량。최후대문중서술적결론가이수치분석。
This paper concentrates on multi-product newsvendor which is popular recently.It considers the funding constraint as the first constraint and the risk as the second constraint to form four situations.Considering risk,it uses semivariance to measure.In the capital constraints,two heuristic algorithms simplify operations.Through minimizing the cost function,the optimal order is realized in the constraint condition.Finally numerical analysis of the conclusion before provides guidance for further application.
