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研究生: 蔡晉維
Tsai, Jin-Wei
論文名稱: 以混合整數模擬最佳化求解具服務水準限制式之兩階層存貨問題
Using Mixed-Integer Simulation Optimization to Solve a Two-Echelon Inventory Problem with a Service Level Constraint
指導教授: 蔡青志
Tsai, Shing-Chih
學位類別: 碩士
Master
系所名稱: 管理學院 - 工業與資訊管理學系
Department of Industrial and Information Management
論文出版年: 2018
畢業學年度: 106
語文別: 中文
論文頁數: 57
中文關鍵詞: 兩階層存貨問題混整數模擬最佳化梯度搜尋二分法
外文關鍵詞: Two-echelon inventory system, Mixed integer simulation optimization, Gradient search, Bisection.
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  • 本研究發展一個混整數模擬最佳化方法來求解兩種不同情境的兩階層
    存貨問題,兩個情境中存貨系統皆包含一個中心倉庫以及多個零售商,主要目的在於求解最佳的存貨水準與盤點間隔時間,並且在達到一定的服務水準下使總成本最小化。而本研究提出的 cgR-DSSNE 演算法(converge global
    Retrospective with Divide Subspace Search and Neighborhood Enumeration) 包含 cgR-
    SPLINE(converge global Retrospective Search with Piecewise-Linear Interpolation and
    Neighborhood Enumeration) 中內外圈迭代設計與隨機限制式判斷方法,並透過 DSS(Divide Subspace Search) 將決策變數分割為多個二維度空間,進行梯度搜尋,最後在固定整數型變數,利用二分法方法來處理唯一一個連續型變數。 本研究將利用兩個情境來比較 cgR-DSSNE 與 MISO 兩個演算法的求解效率,而實驗情境例子中,情境一包含高維度與低維度例子,而情境二只有低維度例子,每個例子皆透過兩個演算法進行求解。實驗結果發現,當樣本預算較低時, cgR-DSSNE 收斂到的最佳解品質皆比 MISO 來的好,當樣本預算逐漸增加時,MISO 找到的解會慢慢接近 cgR-DSSNE所求得的解,甚至在情境一例子二與情境二例子一中,MISO 在樣本預算較大的情況下,迭代解的品質較 cgR-DSSNE來的好。

    We develop a mixed-integer simulation optimization algorithm to solve a two-echelon
    inventory problem in two different scenarios. Both scenarios consist of an external sup-
    plier, a central warehouse, and some retailers. The objective in the optimization problem
    is to determine the order-up-to-levels at the warehouse and retailers, as well as the re-
    plenishment interval at the warehouse and retailer that minimizes a cost function.
    The cgR-DSSNE algorithm proposed in this study comprises an inner and outer iteration
    and feasibility check method for stochastic constraint in cgR-SPLINE, and DSS is used
    to divide the solution space into multiple two-dimensional spaces to perform a gradient
    search, and finally fix the integer variable using the bisection method to deal with a
    single continuous variable.
    This study uses two scenarios to compare the performance of the two algorithms, cgR-
    DSSNE and MISO, while Scenario 1 contains high-dimensional and low-dimensional
    cases, and Scenario 2 contains only a low-dimensional case, each of which is solved
    with the two algorithms. The experimental results indicate that with a lower simulation
    budget, cgR-DSSNE finds a better solution than MISO, but when the simulation
    budget gradually increases, the solution found by MISO will slowly approach that of
    cgR-DSSNE. Even in Scenario 1 for case 2 and Scenario 2, the quality of the iterative
    solution in the case of MISO with a large simulation budget is better than that of
    cgR-DSSNE.

    摘 要 i 英 文 延 伸 摘 要 ii 誌 謝 v 目 錄 vi 表 目 錄 viii 圖 目 錄 ix 第 一 章 章 緒 論 1 1.1 研究背景與動機 ..........1 1.2 研究目的 ............1 1.3 研究貢獻 ............2 1.4 論文架構 ............3 第 二 章 章 文 獻 探 討 4 2.1 存貨系統相關文獻 ...........4 2.1.1 多階層存貨系統(Multi-Echelon Inventory System) ...4 2.1.2 銷售損失模型(Lost-sales Models) .......6 2.1.3 服務水準限制(Service Level Constraints) .....7 2.2 研究方法相關文獻 ...........10 2.2.1 模擬最佳化(Simulation Optimization ; SO) ....10 2.2.2 回溯最佳化(Retrospective Optimization ; RO) ....12 2.2.3 可處理隨機限制式之模擬最佳化 ......13 2.2.4 混整數模擬最佳化(mixed integer simulation optimization;MISO) 15 第 三 章 章 研 究 方 法 18 3.1 兩階層存貨問題 ..........18 3.1.1 情境一存貨問題描述 .........18 3.1.2 情境二存貨問題描述 .........21 3.1.3 兩階層存貨問題變數與假設 .......22 3.2 混整數模擬最佳化演算法 .........29 3.2.1 混整數模擬最佳化區域最佳解 ......29 3.2.2 樣本寬鬆路徑問題 ........30 3.2.3 混整數模擬最佳化演算法 ........31 第 四 章 章 實 驗 結 果 分 析 40 4.1 實驗評估 ............40 4.2 實驗情境設定 ...........41 4.3 實驗設定與結果 ..........43 第 五 章 章 結 果 與 未 來 研 究 方 向 50 5.1 結論 .............50 5.2 未來研究方向 ...........50 參 考 文 獻 53

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