On Robust Lot Sizing Problems with Storage Deterioration, with Applications to Heat and Power Cogeneration
On Robust Lot Sizing Problems with Storage Deterioration, with Applications to Heat and Power Cogeneration
复制标题
关于存储恶化的鲁棒批量问题及其在热电联产中的应用
DOI：
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发表时间：
2016
期刊：
影响因子：
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通讯作者：
Nils Spiekermann
中科院分区：
文献类型：
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作者：
Stefano Coniglio;A. Koster;Nils Spiekermann
我们考虑单品批量大小问题的一个变体，其中产品在存储时会遭受比例损失，并且产品需求受到不确定性的影响。这种设置在能源领域尤其重要，因为必须及时满足需求，并且存储损失通常是不可避免的。我们提出了一种两阶段鲁棒优化方法来解决第二阶段存储变量的问题。我们首先证明，在需求不确定的情况下，鲁棒问题可以作为确定性问题的一个例子来解决。然后，我们讨论了热电联产背景下出现的鲁棒批量确定的应用，并表明，即使在这种情况下，我们也可以将问题作为确定性批量确定问题的一个实例来解决。报告并说明了计算实验。
We consider a variant of the single item lot sizing problem where the product, when stored, suffers from a proportional loss, and in which the product demand is affected by uncertainty. This setting is particularly relevant in the energy sector, where the demands must be satisfied in a timely manner and storage losses are, often, unavoidable. We propose a two-stage robust optimization approach to tackle the problem with second stage storage variables. We first show that, in the case of uncertain demands, the robust problem can be solved as an instance of the deterministic one. We then address an application of robust lot sizing arising in the context of heat and power cogeneration and show that, even in this case, we can solve the problem as an instance of the deterministic lot sizing problem. Computational experiments are reported and illustrated.