收稿日期: 2009-07-14
修回日期: 2009-11-24
网络出版日期: 2010-03-25
基金资助
国家自然科学基金资助项目(50778029)
Robust Optimization Model of Fleet Planning Decision Under Demand Uncertainty
Received date: 2009-07-14
Revised date: 2009-11-24
Online published: 2010-03-25
Supported by
国家自然科学基金资助项目(50778029)
杨秋平 谢新连 苏晨 . 需求不确定下船队规划决策的鲁棒优化模型[J]. 华南理工大学学报(自然科学版), 2010 , 38(3) : 82 -88 . DOI: 10.3969/j.issn.1000-565X.2010.03.015
This paper deals with the fleet planning decision in complex and uncertain circumstances. In the investigation, first, the existing methods and basic characteristics of fleet planning are analyzed. Next, by combining the ship deployment optimization with the fleet development, a deterministic model of fleet planning with muhimode in- vestment, which mee.ts the actual demands of the complex market, is established. Then, by introducing the robust optimization approach based on scenario analysis and by using a scenario set with given probability to describe the uncertainty of market demands, the deterministic model is extended to a robust optimization model considering vari- ous uncertain factors. The new model, possessing strong robustness, considers not only the demand uncertainty but also various complex practical issues-the ship operating outcome, the enterprise investment capability, the buil- ding of new ships, the purchase or sale of second-hand ships and the ship chartering. Finally, by using a shipping enterprise as an example, the robust optimization model is compared with the deterministic one. The results indicate that the robust model helps to obtain relatively conservative solution and is effective in guaranteeing the robustness of fleet planning decision.
Key words: fleet planning; multimode investment; uncertainty; robust optimization
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