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研究生: 梁原銘
Liang, Yuan-Ming
論文名稱: 以兩階段穩健最佳化求解百合花種植及分配管理
Solving Lily Planting and Distribution Management Using Two-Stage Robust Optimization
指導教授: 劉任修
Liu, Ren-Shiou
學位類別: 碩士
Master
系所名稱: 管理學院 - 資訊管理研究所
Institute of Information Management
論文出版年: 2017
畢業學年度: 105
語文別: 中文
論文頁數: 46
中文關鍵詞: 兩階段穩健最佳化隨機森林農業鏈
外文關鍵詞: Two-Stage Robust Optimization, Random Forest, Agri-Chain
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  • 本論文主要探討在需求不確定下的百合花利潤最大化問題。與過去研究不同,在本研究的問題中所有百合花分送到不同市場之價格都為當日供需所決定。另外,由於傳統最佳化方法都以單一品種,採用機率分配、風險控管或平均數等方式來處理花農採購、種植安排與市場分送的決策問題。然而,這些方法中當品種不斷增加,常常造成使用者需耗費大量時間與精力去計算不同品種之機率分配,如果都採用平均的方法則不能夠有效產出百合花利潤最大化問題的可靠答案。

    本研究改為使用穩健最佳化方法進行求解,將問題建構成兩階段穩健最佳化的模型,並使用限制式及變數產生演算法(column-and-constraint generation algorithm)進行求解。此舉不但解決獲取準確機率的困難度,也比較適合花農作業流程在第一階段負責採購與種植決策,第二階段解決分送市場問題,但此方法在第二階段計算未知價格時,採用過去歷史資料進行運算,所獲得解會趨於保守。因此,我們採用隨機森林(Random Forest)預測當日市場需求與價格,藉此調整市場分送的數量,以獲得更高的利潤。依據實驗結果,此方法可以輔助花農種植決策,並能夠比平均值和兩階段穩健最佳化方法獲得更好的獲利。

    In this thesis, we investigate the problem of lily profit maximization under uncertain demand. Traditional optimization methods are based on a single variety and use a probability distribution, risk control, or the average way to deal with farmers' procurement, planting arrangements, and market distribution decision-making issues. However, when variety continually increases, the result is that the probability of our calculation is not very accurate. Moreover, assuming the use of the average method,which is the average purchase volume and the box of market distibution. We cannot produce a reliable solution to the lily profit maximization problem. Hence two-stage robust optimization approach is adopted to solve the problem,and a column-and-constraint generation (C&CG) algorithm is utilized to obtain a solution to the problem. This method does not assume a probability distribution, and is more suitable for the flower farming process. C&CG partitions the problem into a Master problem and a sub-problem. In the Master Problem that requires solving the procurement and planting decision-making, the sub-problem is solving the distribution of market problems. However, the price is unknown in the second stage of this method, as calculating it usually requires historical data. Thus, the solution at which we arrive will typically be rather conservative. Therefore, we use the Random Forest to predict the market demand and price and to adjust the number of market distribution to obtain higher profits.

    目錄 摘要 ii EXTENDED ABSTRACT iii 誌謝 vi 目錄 vii 表目錄 ix 圖目錄 x 1 緒論 1 1.1 研究背景 1 1.2 研究動機 1 1.3 研究貢獻 3 1.4 論文架構 3 2 文獻探討 4 2.1 農業鏈 (Agri-Chains) 4 2.2 穩健最佳化 8 2.3 隨機森林 (Random Forest) 11 2.4 小結 13 3 研究方法 14 3.1 農業鏈相關限制式 14 3.2 兩階段穩健最佳化 18 3.3 隨機森林 (Random Forest) 21 3.3.1 特徵 (Feature) 24 3.3.2 隨機抽樣 (Random Sample) 27 3.3.3 集成學習 (Ensemble Learning) 27 4 實驗流程及結果探討 29 4.1 實驗環境 29 4.2 實驗結果與分析 29 4.2.1 模型的收斂 (Model Convergence) 30 4.2.2 利潤比較 31 4.2.3 隨機森林之衡量 34 4.2.3 採購、種植與收成 38 5 結論及未來發展 43 參考文獻 44

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