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中国管理科学

中国管理科学 ›› 2008, Vol. 20 ›› Issue (6): 87-94.

• 论文 • 上一篇    下一篇

α-鲁棒随机截流选址问题的模型和算法

胡丹丹, 杨超   

  1. 华中科技大学管理学院, 湖北武汉 430074
  • 收稿日期:2008-04-23 修回日期:2008-11-23 出版日期:2008-12-31 发布日期:2008-08-20
  • 作者简介:胡丹丹(1983- ),女(汉族),浙江慈溪人,华中科技大学管理学院,博士研究生,研究方向:决策优化.
  • 基金资助:

    国家自然科学基金资助项目(70871044,70601011);教育部新世纪优秀人才支持计划项目(NCET-06-0653)

The Model and Algorithms of Stochastic α-Robust Interception Flow Location Problem

HU Dan-dan, YANG Chao   

  1. School of Management, Huazhong University of Science and Technology, Wuhan 430074, China
  • Received:2008-04-23 Revised:2008-11-23 Online:2008-12-31 Published:2008-08-20

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摘要： 由于选址决策的长期性,相关参数会随着时间而变化,所以选址问题存在很多不确定因素。本文通过不同的情景来处理截流问题中流量的不确定性,并结合随机优化和鲁棒优化,提出α-鲁棒随机截流选址模型。该模型规定了在各情景下的相对后悔值不超过α的条件下,使截得的流量的期望值最大,该条件称为α-鲁棒约束。本文将该模型建立成为一个线性0-1整数规划,并给出了改进型贪婪算法和拉格朗日启发式算法。最后,本文使用这两种算法对不同规模的截流选址问题进行了研究。

关键词: 选址, 截流问题, 随机, 鲁棒

Abstract: Since facility location decisions are frequently long-term ones in nature, there may be considerable uncertainty regarding the way in which relevant parameters in the location decision will change over time. The uncertainties of flows in flow interception are handled by a set of scenarios. Stochastic A-robust interception location model is proposed, with combination of stochastic optimization and robust optimization. This model has constraints with the relevant regret value smaller than Ain each scenario, which are called A-robust constraints, the objective is to maximize the expected interception flows.This paper formulates this model as a 0-1 linear integer programming, and proposes the improved greedy algorithm and Lagrangian heuristics.Finally, these heuristic algorithms are applied in different scales of computational examples.

Key words: location, flow interception problem, stochastic, robust

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