面向不确定环境的集装箱空箱鲁棒优化调度.pdf

Proceedings of the 29th Chinese Control Conference July 29-31, 2010, Beijing, China 向不确定环境的集装箱空箱鲁棒优化调度* 王琳，陈秋双，张瑞玲，杜玉泉 开大学 信息技术科学学院, 天津 300071 E-mail: rinoya@mail.nankai.edu.cn 要: 由于贸易不平衡性,如何有效地管理空集装箱成为班轮公司管理的一大挑战。本文建立了一个带有补偿函数 的两阶段鲁棒优化模型，以解决净需求量不确定环境下的空箱调度问题。其中不确定预算G (对不确定性的保守程度)， 反映了决策者的风险偏好。本文分 了在不确定预算集下最坏情形的补偿函数，将该鲁棒优化模型转化为一个大规模 线性规划问题，并根据其特点设计了有效的求解方法。数值实验表明该模型鲁棒的代价较小，求解时间合理。 关键词: 不确定，空集装箱，鲁棒优化 Robust Optimization for Empty Container Allocation Problems Under Uncertainties WANG Lin, CHEN Qiushuang, ZHANG Ruiling, DU Yuquan College of Information Technical Science, Nankai University, Tianj in 300071, P. R. China E-mail: rinoya@mail.nankai.edu.cn Abstract: Owing to trade imbalance, the challenge faced by liners is how to effectively manage their empty containers. In this paper, we develop a two-stage robust optimization model with a recourse function for solving the dynamic empty container allocation problems under net demand uncertainties. The level of conservatism is taken into account through a budget of uncertainty , which is determined by the risk preference of decision-makers. We analyze the recourse function under the （G ） worst-case scenarios within the uncertainty budget set, transform the robust optimization model into a linear programming problem with a large number of constraints, and design an efficient solution method based on the properties of the model. Numerical experiments show that the price of robust in our model is low, and the CPU time is acceptable for industrial applications. Key Words: uncertainty, empty container, robust optimization