多层规划在供应链建模中的应用
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摘要
日益激烈的市场竞争迫使企业与上下游的厂商互惠互利，共同发展，形成新的供应链管理模式，以满足用户对产品在性能、款式、质量、价格、交货期及服务等方面的要求。如何构建适合企业发展的供应链模型，以定量的手段对供应链管理中的决策提供支持，是一项非常具有研究价值的课题。
多层规划是近些年应用比较广泛的一种规划方法，它适用于具有递阶结构的系统，强调的是整体的最优。而这恰恰是供应链问题的特征。因此本文利用多层规划方法对供应链进行建模与求解。
本文首先研究了多层规划中约束的放置问题，发现不可分离约束放置位置的不同会导致所求结果的不同，甚至会出现错误的结果；还对多层规划、多目标规划、交叉规划的应用背景进行了比较，说明多层规划更适合于供应链问题的建模；介绍了一种交互式多层规划求解算法，指出虽然此种解法简单、易行，但它忽略了多层规划的递阶性。
对供应链问题进行了分析，在一定的假设下，建立了多时期、多产品、多厂家三层供应链规划模型。并利用模糊数学中的隶属函数，逐层使用交互式规划法，将多层问题化为单层问题，求得问题的满意解。
最后将模型应用于国内零件制造业，验证了模型与算法的可行性。
Fierce market competition forces enterprise mutual reciprocity with its suppliers and customers to meet user's request in such aspects as performance, style, quality, price, delivery date and service for the products. Thus forms a new supply chain management mode. How to build a conformable supply chain model to provide decision support with quantitative method, is an interesting topic deserved study.
Multilevel programming is widely used in recent years. It emphasizes global optimization of system that has hierarchical structure. That's just characterization of supply chain problem. So multilevel programming is used to modeling and solve supply chain problem in this dissertation.
Firstly we study the constraints placing problem in multilevel programming models. The conclusion is that the difference of constraints placing leads to different even wrong result. The comparison of application background for multilevel programming, multi-objective programming and interaction programming shows that multilevel programming is more adapt to supply chain problem. An interactive multilevel solving method is also introduced. This method is simple and easily used, but it negelects the hierarchy of multilevel programming.
Analyzing supply chain problem, under some assumption, a multi-period multi-good multi-enterprise trilevel programming model is built. Combination with membership function, decentralized use of interactive programming, the multilevel problem is simplified to single level. The satisfied solution can be gained.
Finally applying a practical example to domestic manufacturing industry of parts approves the feasibility of model and algorithm.
多层规划是近些年应用比较广泛的一种规划方法，它适用于具有递阶结构的系统，强调的是整体的最优。而这恰恰是供应链问题的特征。因此本文利用多层规划方法对供应链进行建模与求解。
本文首先研究了多层规划中约束的放置问题，发现不可分离约束放置位置的不同会导致所求结果的不同，甚至会出现错误的结果；还对多层规划、多目标规划、交叉规划的应用背景进行了比较，说明多层规划更适合于供应链问题的建模；介绍了一种交互式多层规划求解算法，指出虽然此种解法简单、易行，但它忽略了多层规划的递阶性。
对供应链问题进行了分析，在一定的假设下，建立了多时期、多产品、多厂家三层供应链规划模型。并利用模糊数学中的隶属函数，逐层使用交互式规划法，将多层问题化为单层问题，求得问题的满意解。
最后将模型应用于国内零件制造业，验证了模型与算法的可行性。
Fierce market competition forces enterprise mutual reciprocity with its suppliers and customers to meet user's request in such aspects as performance, style, quality, price, delivery date and service for the products. Thus forms a new supply chain management mode. How to build a conformable supply chain model to provide decision support with quantitative method, is an interesting topic deserved study.
Multilevel programming is widely used in recent years. It emphasizes global optimization of system that has hierarchical structure. That's just characterization of supply chain problem. So multilevel programming is used to modeling and solve supply chain problem in this dissertation.
Firstly we study the constraints placing problem in multilevel programming models. The conclusion is that the difference of constraints placing leads to different even wrong result. The comparison of application background for multilevel programming, multi-objective programming and interaction programming shows that multilevel programming is more adapt to supply chain problem. An interactive multilevel solving method is also introduced. This method is simple and easily used, but it negelects the hierarchy of multilevel programming.
Analyzing supply chain problem, under some assumption, a multi-period multi-good multi-enterprise trilevel programming model is built. Combination with membership function, decentralized use of interactive programming, the multilevel problem is simplified to single level. The satisfied solution can be gained.
Finally applying a practical example to domestic manufacturing industry of parts approves the feasibility of model and algorithm.
引文
1 马士华, 林勇, 陈志祥. 供应链管理. 机械工业出版社, 2000: 40～45
2 柴跃廷, 刘义. 敏捷供需链管理. 清华大学出版社, 2001: 54～59
3 蒋白桦, 王丹力, 王宏安, 戴国忠. 从复杂性的角度分析供应链管理问题. 计算机工程与应用, 2002, (15): 52～54
4 黎继子, 倪武帆. 供应链管理的发展及启示. 中国物资流通, 1999, (11): 36～38
5 Fisher M L. What Is the Right Supply Chain for Your Products? Harvard Business Review, 1997, 75(2): 105～116
6 董超, 黄丽华. 电子商务环境下的供应链模型探讨. 物流与电子商务, 2001, (6): 22～24
7 Lee H L. Padmanabhan V. Whang S. Information Distortion in a Supply Chain: the Bullwhip Effect. Management Science, 1997, 43(4): 546～558
8 霍佳震. 企业评价创新: 集成化供应链绩效及其评价. 河北人民出版社, 2001:5～26
9 张成海, 张明. 供应链及其管理. 中国物资流通, 1999, (11): 34～35
10 陈安, 刘鲁. 供应链管理问题的研究现状及挑战. 系统工程学报, 2000, 15(2): 179～186
11 韩坚, 吴澄, 范玉顺. 供应链建模与管理的技术现状和发展趋势. 计算机集成制造系统, 1998, (4): 8～14
12 Arntzen B C, Brown G G, et al. Global Supply Chain Management at Digital Equipment Corporation. Interfaces, 1995, 25(1): 69～93
13 Nagata M, Yamaguch T and Komo Y. An Interactive Method for Multi-period Multi-objective Production Transportation Programming Problems with Fuzzy Coefficients. Journal of Japan Society for Fuzzy Theory and Systems, 1995, 7(1): 153～163
14 Vidal C J, Goetschalckx M. Strategic Production-Distribution Models: A Critical Review with Emphasis on Global Supply Chain Models. European Journal of Operational Research, 1997, 98(1): 1～18
Dobrila P, Rajat R and Radivoj P. Modeling and Simulation of a Supply Chain in an Uncertain Environment. European Journal of Operational Research, 1998,
15 109(2): 299～309
16 Chen Y W, Tzeng G H. Fuzzy Multi-objective Approach to the Supply Chain Model. International Journal of Fuzzy Systems, 2000, 2(3): 220～228
17 Sabari E H, Beamon M B. A Multi-Objective Approach to Simultaneous Strategic and Operational Planning in Supply Chain Design. Omega, 2000, 28(5): 581～598
18 张翠华, 黄小原. 供应链问题的集成化模型及其优化仿真. 系统工程理论方法应用, 2002, 11(1): 41～46
19 李鉴, 谢金星. 带时间窗口的分布式配送系统在运输时间均匀分布条件下的性能分析. 系统工程理论与实践, 2002, 3: 80～87
20 王渝, 梁浩. 供应链建模技术的研究. 工业工程与管理, 2001, 2: 26～29
21 刘春林, 何建敏, 施建军. 供应链的协作供应问题研究. 管理科学学报, 2002,5(2): 29～33
22 滕春贤, 李智慧. 二层规划的理论与应用. 科学出版社, 2002: 3～25
23 王先甲,冯尚友. 二层系统最优化理论. 科学出版社, 1995:5～18
24 O. Ben～Ayed and C. Blair. Computational Difficulties of Bilevel Linear Programming. Operations Research, 1990, (38): 556～560
25 J. Bard. Convex two-level Optimization. Math. Programming. 1988, (40):15～27
26 S. Dempe. A Necessary and a Sufficient Optimality Condition for Bilevel Programming Problems. Optimization, 1992, 25: 341～354
27 王春峰, 李光泉, 郑丕谔. 非光滑两极优化问题的必要条件及其算法. 系统工程学报, 1998, 13(3):92～99
28 盛昭瀚. 主从递阶决策论--Stackelberg问题. 科学出版社, 1998: 35～60
29 杨若黎, 顾基发. 一类非线性双级规划问题的模拟退火求解. 系统工程理论与实践, 1997, 7(7): 52～58
30 李宏, 王宇平. 解非线性二层规划的一种混合遗传算法. 西安电子科技大学学报, 2002, 29(6): 840～843
31 马恩杰, 滕春贤. 利用混沌搜索求解二层非线性规划问题. 哈尔滨理工大学学报, 2002, 7(4):74～76
32 仲伟俊, 徐南荣. 两层决策的波尔兹曼机方法. 系统工程学报, 1995, 10(1): 7～13
Shih H, Lai Y and Lee E S. Fuzzy Approach For Multi～Level Programming
33 Problems. Computer Operations Research, 1996, 23(1): 73～91
34 李永华, 周艳山, 滕春贤. 二层规划的应用研究与分析. 科技与管理, 2003, (5) (已录用)
35 Bension H P. On the Structure and Properties of a Linear Multilevel Programming Problem, J. Optim. Theory Appl., 1989, 60: 353～373
36 Vicente Luis N, Calamai Paul H, Bilevel and Multilevel Programming: A Bibliography Review. Journal of Global Optimization, 1994, (5): 291～306
37 刘红英. 多层规划的理论与算法研究. 西安电子科技大学博士论文, 2000: 10～13
38 刘三阳, 杨亚红, 陈克东. 二层线性规划的有效解. 系统工程学报, 2001, 16(6): 438～442
39 刘家壮, 李荣生, 孟志青. 交叉数学规划问题. 经济数学, 1998, (15), 11～16
40 李荣生, 王剑敏，王丽君. 交叉规划与双层规划的经济背景差异分析. 经济数学, 1999, 16(2): 27～32
施颖伟. 电子商务环境供应链供需互动模式之研究. 国立政治大学信息管理研究所博士论文, 2000, 73～76
2 柴跃廷, 刘义. 敏捷供需链管理. 清华大学出版社, 2001: 54～59
3 蒋白桦, 王丹力, 王宏安, 戴国忠. 从复杂性的角度分析供应链管理问题. 计算机工程与应用, 2002, (15): 52～54
4 黎继子, 倪武帆. 供应链管理的发展及启示. 中国物资流通, 1999, (11): 36～38
5 Fisher M L. What Is the Right Supply Chain for Your Products? Harvard Business Review, 1997, 75(2): 105～116
6 董超, 黄丽华. 电子商务环境下的供应链模型探讨. 物流与电子商务, 2001, (6): 22～24
7 Lee H L. Padmanabhan V. Whang S. Information Distortion in a Supply Chain: the Bullwhip Effect. Management Science, 1997, 43(4): 546～558
8 霍佳震. 企业评价创新: 集成化供应链绩效及其评价. 河北人民出版社, 2001:5～26
9 张成海, 张明. 供应链及其管理. 中国物资流通, 1999, (11): 34～35
10 陈安, 刘鲁. 供应链管理问题的研究现状及挑战. 系统工程学报, 2000, 15(2): 179～186
11 韩坚, 吴澄, 范玉顺. 供应链建模与管理的技术现状和发展趋势. 计算机集成制造系统, 1998, (4): 8～14
12 Arntzen B C, Brown G G, et al. Global Supply Chain Management at Digital Equipment Corporation. Interfaces, 1995, 25(1): 69～93
13 Nagata M, Yamaguch T and Komo Y. An Interactive Method for Multi-period Multi-objective Production Transportation Programming Problems with Fuzzy Coefficients. Journal of Japan Society for Fuzzy Theory and Systems, 1995, 7(1): 153～163
14 Vidal C J, Goetschalckx M. Strategic Production-Distribution Models: A Critical Review with Emphasis on Global Supply Chain Models. European Journal of Operational Research, 1997, 98(1): 1～18
Dobrila P, Rajat R and Radivoj P. Modeling and Simulation of a Supply Chain in an Uncertain Environment. European Journal of Operational Research, 1998,
15 109(2): 299～309
16 Chen Y W, Tzeng G H. Fuzzy Multi-objective Approach to the Supply Chain Model. International Journal of Fuzzy Systems, 2000, 2(3): 220～228
17 Sabari E H, Beamon M B. A Multi-Objective Approach to Simultaneous Strategic and Operational Planning in Supply Chain Design. Omega, 2000, 28(5): 581～598
18 张翠华, 黄小原. 供应链问题的集成化模型及其优化仿真. 系统工程理论方法应用, 2002, 11(1): 41～46
19 李鉴, 谢金星. 带时间窗口的分布式配送系统在运输时间均匀分布条件下的性能分析. 系统工程理论与实践, 2002, 3: 80～87
20 王渝, 梁浩. 供应链建模技术的研究. 工业工程与管理, 2001, 2: 26～29
21 刘春林, 何建敏, 施建军. 供应链的协作供应问题研究. 管理科学学报, 2002,5(2): 29～33
22 滕春贤, 李智慧. 二层规划的理论与应用. 科学出版社, 2002: 3～25
23 王先甲,冯尚友. 二层系统最优化理论. 科学出版社, 1995:5～18
24 O. Ben～Ayed and C. Blair. Computational Difficulties of Bilevel Linear Programming. Operations Research, 1990, (38): 556～560
25 J. Bard. Convex two-level Optimization. Math. Programming. 1988, (40):15～27
26 S. Dempe. A Necessary and a Sufficient Optimality Condition for Bilevel Programming Problems. Optimization, 1992, 25: 341～354
27 王春峰, 李光泉, 郑丕谔. 非光滑两极优化问题的必要条件及其算法. 系统工程学报, 1998, 13(3):92～99
28 盛昭瀚. 主从递阶决策论--Stackelberg问题. 科学出版社, 1998: 35～60
29 杨若黎, 顾基发. 一类非线性双级规划问题的模拟退火求解. 系统工程理论与实践, 1997, 7(7): 52～58
30 李宏, 王宇平. 解非线性二层规划的一种混合遗传算法. 西安电子科技大学学报, 2002, 29(6): 840～843
31 马恩杰, 滕春贤. 利用混沌搜索求解二层非线性规划问题. 哈尔滨理工大学学报, 2002, 7(4):74～76
32 仲伟俊, 徐南荣. 两层决策的波尔兹曼机方法. 系统工程学报, 1995, 10(1): 7～13
Shih H, Lai Y and Lee E S. Fuzzy Approach For Multi～Level Programming
33 Problems. Computer Operations Research, 1996, 23(1): 73～91
34 李永华, 周艳山, 滕春贤. 二层规划的应用研究与分析. 科技与管理, 2003, (5) (已录用)
35 Bension H P. On the Structure and Properties of a Linear Multilevel Programming Problem, J. Optim. Theory Appl., 1989, 60: 353～373
36 Vicente Luis N, Calamai Paul H, Bilevel and Multilevel Programming: A Bibliography Review. Journal of Global Optimization, 1994, (5): 291～306
37 刘红英. 多层规划的理论与算法研究. 西安电子科技大学博士论文, 2000: 10～13
38 刘三阳, 杨亚红, 陈克东. 二层线性规划的有效解. 系统工程学报, 2001, 16(6): 438～442
39 刘家壮, 李荣生, 孟志青. 交叉数学规划问题. 经济数学, 1998, (15), 11～16
40 李荣生, 王剑敏，王丽君. 交叉规划与双层规划的经济背景差异分析. 经济数学, 1999, 16(2): 27～32
施颖伟. 电子商务环境供应链供需互动模式之研究. 国立政治大学信息管理研究所博士论文, 2000, 73～76
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