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外文摘要
引文資料
題名:
An Efficient Newton-Raphson Procedure for Determining the Optimal Inventory Replenishment Policy
書刊名:
工業工程學刊
作者:
洪國禎
/
周黃文泰
/
楊國隆
/
朱錫琛
作者(外文):
Hung, Kuo-chen
/
Chouhuang, Wayne T.
/
Yang, Gino K.
/
Julian, Peterson C.
出版日期:
2008
卷期:
25:3
頁次:
頁237-246
主題關鍵詞:
Inventory
;
Present value
;
Newton-Raphson method
;
Silver-Meal heuristic
;
存貨
;
現值
;
牛頓法
;
Silver-Meal啟發式解法
原始連結:
連回原系統網址
相關次數:
被引用次數:期刊(
3
) 博士論文(0) 專書(0) 專書論文(0)
排除自我引用:
3
共同引用:
4
點閱:92
一般來說,利用牛頓法求得方程式的解是暨簡單又普遍的方法,並且求得最佳訂購點的過程,是適合Dohi et al. [RAIRO: Oper. Res. 26 (1992) 1-14]所提出的現值存貨模式。然而,由於求解過程中的起始點選擇,可能引起牛頓法無法求得最佳解的問題,尤其當有兩個根同時滿足目標函數的情況下,任意的選取起始點,容易造成無法收斂到最佳解的窘境。因此,爲了避免這樣的問題發生,本研究則是利用Silver-Meal啟發式解法所求得之結果,作爲牛頓法求解演算過程的起始點。另本文也引用最近文獻的例子,以說明本研究所建議的方法比二分法更爲有效率地制訂存貨政策。
以文找文
In general, using the Newton-Raphson method to find the root of an equation is a simple and popular algorithm. And it is a suitable process to locate the optimal ordering time for the inventory model taking into account the time value as mentioned in Dohi et al. [RAIRO: Oper. Res. 26 (1992) 1-14]. However, it sometimes cannot obtain the optimal solution because of the selection of a starting point. When the objective function has two roots, arbitrarily selecting a starting point may cause the iterated sequence not to converge to the optimal solution. Hence, in order to overcome this problem, we apply the Silver-Meal heuristic approach which produces a point as its starting point for the Newton-Raphson method to establish the steps of the algorithm. From the numerical examples, we show that the proposed method is more efficient than the bisection method that is cited by two recent papers.
以文找文
期刊論文
1.
Deng, Peter Shaohua、Chen, Hsiao-jung、Yang, Gino K. L.、Chu, Peter、Huang, Daisy(20050600)。The Criterion for the Optimal Solution of Inventory Model with Stock-Dependent Consumption Rate。International Journal of Information and Management Sciences,16(2),97-109。
2.
Chung, K. J.、Chu, P.、Lan, S. P.(2000)。A Note on EOQ Models for Deteriorating Items under Stock Dependent Selling Rate。European Journal of Operational Research,124,550-559。
3.
Silver, E. A.(1979)。A Simple Inventory Replenishment Decision Rule for a Linear Trend in Demand。Journal of the Operational Research Society,30,71-75。
4.
Chung, K. J.、Tsai, S. F.(1997)。An Algorithm to Determine the EOQ for Deteriorating Items with Shortage and a Linear Trend in Demand。International Journal of Production Economics,51,215-221。
5.
Chu, P.、Chung, K. J.、Lan, S. P.(1999)。The Criterion for the Optimal Solution of an Inventory System with a Negative Exponential Crashing Cost。Engineering Optimization,32,267-274。
6.
Rachamadugu, R.(1988)。Error Bounds for EOQ。Naval Research Logistics,35,419-425。
7.
Goswami, A.、Chauduri, K. S.(1991)。An EOQ Model for Deteriorating Items with Shortage and a Linear Trend in Demand。Journal of the Operational Research Society,42,1105-1110。
8.
Cormier, G.、Gunn, E. A.(1996)。Simple Models and Insights for Warehouse Sizing。Journal of the Operational Research Society,47,690-696。
9.
Bylka, S.、Rempala, R.(2004)。Heuristics for Impulse Replenishment with Continuous Periodic Demand。International Journal of Production Economics,88,183-190。
10.
Kao, C.、Chen, S. P.(2006)。A Stochastic Quasi-Newton Method for Simulation Response Optimization。European Journal of Operational Research,173,30-46。
11.
Bai, Z. Z.(1997)。A Class of Iteration Methods Based on the Moser Formula for Nonlinear Equations in Markov Chains。Linear Algebra and Its Applications,266,219-241。
12.
Dellaert, N. P.、Melo, M. T.(1996)。Stochastic Lot-sizing: Solution and Heuristic Methods。International Journal of Production Economics,46/ 47,261-276。
13.
Chung, K. J.(1996)。Optimal Ordering Time Interval Taking Account of Time Value。Production Planning and Control,7,264-267。
14.
Chung, K. J.、Lin, S. D.、Chu, P.、Lan, S. P.(1998)。The Production and Inventory Systems Taking Account of Time Value。Production Planning and Control,9,580-584。
15.
Wan, W. J.、Chu, P.(1999)。Newton-Raphson Method for the Expected Present Value of Total Inventory Costs。Journal of Information and Optimization Sciences,20(1),129-136。
16.
Gupta, M. S.、Louis, B.(1994)。Lead Time Uncertainty with Back-ordering in Multi-level Product Structures。Computers and Industrial Engineering,26,267-278。
17.
Dohi, T.、Kaio, N.、Osaki, S.(1992)。A Note on Optimal Inventory Policies Taking Account of Time Value。RAIRO: Operations Research,26,1-14。
18.
Chu, P.、Chen, P. S.(2002)。A Note on Inventory Replenishment Policies for Deteriorating Items in an Exponentially Declining Market。Computers and Operations Research,29,1827-1842。
19.
Kao, C.、Li, C. C.、Chen, S. P.(2003)。Simulation Response Optimization via Direct Conjugate Direction Method。Computers and Operations Research,30,541-552。
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