A Multi-Product Newsvendor Problem with Budget and Loss Constraints
A Multi-Product Newsvendor Problem with Budget and Loss Constraints
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DOI：
10.1142/s0219622014500448
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发表时间：
2015-10
期刊：
影响因子：
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通讯作者：
Yan-ju Zhou;Xiao-hong Chen;Xuan-hua Xu;Changjun Yu
中科院分区：
文献类型：
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作者：
Yan-ju Zhou;Xiao-hong Chen;Xuan-hua Xu;Changjun Yu
分析了具有两个约束条件的多产品报贩问题的解空间，并将其划分为四种情况。一种约束是非线性的损失约束，具有积分符号，另一种约束是预算约束。计算了不同解域的阈值，并针对每种情况给出了相应的求解方法，降低了问题求解的复杂性。本文提出了基于损失的边际效用删除法解决非负约束问题，线性近似法处理模型中带有积分符号的非线性约束优化问题。数值算例表明，该方法是有效的。
The solution space of a multi-product newsvendor problem (MPNP) with two constraints is analyzed and divided by four cases. One constraint is a loss constraint, which is nonlinear and has the integral symbol, while the other is a budget constraint. The threshold values of different solution regions are calculated and the corresponding solving methods for each case are provided, reducing the complexity of problem solving. The paper suggests the loss-based marginal utility deleting method solves non-negative constraint problems, and the linear approximate approach deals with nonlinear constraint optimal problems with an integral symbol in the model. Numerical examples are given, showing that the solving approach is more effective.