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学术前沿讲座——Scenario-based Distributionally Robust Optimization for the Stochastic Inventory Routing Problem

发布时间:2023-06-27访问量:361


报告题目

Scenario-based Distributionally Robust Optimization for the Stochastic Inventory Routing Problem

报告人(单位)

Yong-Hong Kuo (University of Hong Kong)

主持人(单位)

李四杰、陈静(东南大学)

时间地点

202373日 上午10:00

九龙湖经管学院B201

报告摘要和内容:

We consider a class of the inventory routing problem in a discrete and finite time horizon, where the demand for homogeneous products at retail stores is uncertain and varies across different scenarios. We propose a scenario-based distributionally robust optimization frameworkto tackle this problem.Wetransform the distributionally robust optimization model into a mixed-integer problem, which can be solved efficiently by our proposed algorithm. We adopt a warm-start procedure that utilizes the solution to the nominal model in our methodological framework. Then we apply a Tabu search algorithm, integrated with column generation, to solve a set-partitioning-like integer linear programming model so that a better route set can be identified. We conduct a case study of a fuel company and construct realistic instances to demonstrate the performance of our proposed method. Computational results suggest that the model taking into account various scenarios is more effective when random demands can be classified; the model with a linear decision rule outperforms a non-adaptive model; and the model with the route set identified by an improved algorithm can deliver a better solution than the original route set.

报告人简介:

Professor Kuo is in the Department of Industrial and Manufacturing Systems Engineering, the University of Hong Kong. Professor Kuo's current research focus is on the integration of systems modelling, discrete optimization, and data analytics for solving decision-making problems in service systems, where most of his applications are in the domains of logistics and transportation services and healthcare service delivery. His research has been published in journals including Production and Operations Management, IIE Transactions, Decision Support Systems, European Journal of Operational Research, and Transportation Research Part A/B/C/E. He has served the Operational Research Society of Hong Kong as President, on the Editorial Advisory/Review Boards of Decision Sciences Journal and Transportation Research Part E, and as Managing Guest Editor for several academic journals.



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