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Stochastic Programming Model Based On Compound Quantization And Its Application In Transportation Problem

Posted on:2011-01-25Degree:MasterType:Thesis
Country:ChinaCandidate:L WangFull Text:PDF
GTID:2199330332994803Subject:Management Science and Engineering
Abstract/Summary:PDF Full Text Request
Under current market economy conditions, all product's production and the expense can not leave the transportation problem along with socialization of production and the enhancement of specialized degree, Therefore, it is of vital significance to complete the transportation well regarding to an enterprise's development. In transportation activities, since the uncertainty of production environment, sale environment and transportation environment, we can not prodict exact output, sales and unit freight, but their values present randomness. So, how to deal with the transportation problem under random environment is the is one of the study focuses in the current academia.Taking the transportation problem under random environment (stochastic transportation problem) as research background, based on analyzing the characteristic and deficiencies of present stochastic programming methods, in view of the bottleneck question of higer com-putational complexity, starting with the simplication of random information we study a compound quantitative for random variable based on mathematic expectation and variance, and establish the operable stochastic programming models. Firstly, by equivalence to change of the chance-constrained programming model, we give a quasi-linear simplified pattern based on expectation and variance and the concept of reliability coefficient, analyze the relative between reliability coefficient and reliability, establish the quasi-linear programming model of stochastic programming, combing with the characteristic of stochastic transportation problem establish corresponding quasi-linear programming model. Secondly, according to the characteristic of quasi-linear programming, we further generalized this model, for its objective function, propose the stochastic effect synthesizing function, and establish generalized quasi-linear stochastic programming model. Finally, the stochastic programming model based on synthesizing effect. quasi-linear programming model of stochastic trans-portation problem, finally, we overall consider the reliability of each constraints and the size of objective function, in the basic of using the stochastic effect synthesizing function to process objective function and introducing the synthesizing satisfying measured pattern of constraints, further propose the decision synthesis effect function to compound quantize processed objective function and constraints, and then establish the stochastic programming model based on synthesizing effect, applying in stochastic transportation problem.Three stochastic programming models proposed in this paper are all discussed their performance and efficiency, all results indicate that, the proposed stochastic programming can solve the stochastic transportation problem effectively, and rich existing stochastic programming theory and methods.
Keywords/Search Tags:Stochastic programming, stochastic transportation problem, chance-constrained programming, compound quantification, quasi-linear programming, reliability coefficient, synthesizing effect
PDF Full Text Request
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